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
SWEMFHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213339281
Last Value
659.16
+7.01 (+1.07%)
As of
CETWeek to Week Change
0.33%
52 Week Change
9.90%
Year to Date Change
5.10%
Daily Low
659.16
Daily High
659.16
52 Week Low
597.9 — 16 Nov 2023
52 Week High
695.61 — 6 Jun 2024
Top 10 Components
NOVO NORDISK B | DK |
NOVARTIS | CH |
SAP | DE |
TOTALENERGIES | FR |
INVESTOR B | SE |
DEUTSCHE TELEKOM | DE |
BCO SANTANDER | ES |
ROCHE HLDG P | CH |
ALLIANZ | DE |
INTESA SANPAOLO | IT |
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Low
High
Featured indices
ISS STOXX® Asia/Pacific AC Biodiversity - USD (Gross Return)
$129.96
-0.79
1Y Return
16.74%
1Y Volatility
0.16%
EURO STOXX® ESG-X & Ex Nuclear Power Quality - EUR (Gross Return)
€324.3
-0.30
1Y Return
8.62%
1Y Volatility
0.11%
STOXX® Developed Markets Total Market ESG-X - EUR (Price Return)
€347.87
-0.61
1Y Return
28.08%
1Y Volatility
0.12%
iSTOXX® L&G UK Low Volatility - GBP (Net Return)
€437.88
+3.78
1Y Return
14.58%
1Y Volatility
0.09%
iSTOXX® L&G North America Value - USD (Net Return)
$718.15
+0.38
1Y Return
32.71%
1Y Volatility
0.12%