Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, where style factor scores are provided by Legal and General Investment Management (LGIM). The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SWEMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213341162
Last Value
588.73
-5.83 (-0.98%)
As of
CETWeek to Week Change
-3.58%
52 Week Change
16.87%
Year to Date Change
9.78%
Daily Low
588.73
Daily High
588.73
52 Week Low
484.19 — 27 Oct 2023
52 Week High
610.6 — 2 Sep 2024
Top 10 Components
NOVO NORDISK B | DK |
NOVARTIS | CH |
TOTALENERGIES | FR |
SAP | DE |
BCO SANTANDER | ES |
DEUTSCHE TELEKOM | DE |
ALLIANZ | DE |
AIR LIQUIDE | FR |
INVESTOR B | SE |
STELLANTIS | IT |
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Low
High
Featured indices
EURO iSTOXX® 50 ESG Focus
€310.89
-3.04
1Y Return
18.33%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600 ESG-X Ax Low Risk
€174.62
+0.43
1Y Return
9.89%
1Y Volatility
0.13%
EURO STOXX® Mid ESG-X
€198.53
-0.20
1Y Return
6.45%
1Y Volatility
0.12%
iSTOXX® L&G Developed Europe ex UK Low Volatility
€395.93
-2.89
1Y Return
13.31%
1Y Volatility
0.09%
iSTOXX® L&G UK Quality
€457.52
+4.76
1Y Return
13.75%
1Y Volatility
0.10%