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
651.61
-10.00 (-1.51%)
As of CET
Week to Week Change
-2.37%
52 Week Change
10.30%
Year to Date Change
3.90%
Daily Low
651.61
Daily High
651.61
52 Week Low
590.76 — 13 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
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€200.1
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1Y Return
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1Y Volatility
0.11%
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1Y Return
30.02%
1Y Volatility
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STOXX® USA 500 ESG-X Ax Value - EUR (Price Return)
€353.4
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1Y Return
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1Y Volatility
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STOXX® Europe ESG-X Select Dividend 30 - EUR (Price Return)
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1Y Return
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1Y Volatility
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iSTOXX® L&G Global Multi-Factor ESG - USD (Net Return)
$723.29
-0.85
1Y Return
33.30%
1Y Volatility
0.10%