Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Risk 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
SWEMFL
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213340636
Last Value
350.76
+0.25 (+0.07%)
As of
CETWeek to Week Change
2.87%
52 Week Change
9.94%
Year to Date Change
6.47%
Daily Low
350.76
Daily High
350.76
52 Week Low
288.17 — 27 Oct 2023
52 Week High
357.24 — 13 Mar 2024
Top 10 Components
NOVO NORDISK B | DK |
NOVARTIS | CH |
TOTALENERGIES | FR |
SAP | DE |
STELLANTIS | IT |
AIR LIQUIDE | FR |
BMW | DE |
DEUTSCHE TELEKOM | DE |
NESTLE | CH |
SIEMENS | DE |
Zoom
Low
High
Featured indices
DAX 50 ESG+
€1269.86
+8.71
1Y Return
14.45%
1Y Volatility
0.12%
DAX ESG Screened
€1526.89
-12.22
1Y Return
16.06%
1Y Volatility
0.12%
iSTOXX® L&G Global Momentum
$696.75
+2.36
1Y Return
27.51%
1Y Volatility
0.10%
STOXX® Willis Towers Watson USA 500 Climate Transition
€132.52
+0.02
1Y Return
26.91%
1Y Volatility
0.12%
STOXX® Japan 600 ESG Broad Market
€213.92
+0.31
1Y Return
11.93%
1Y Volatility
0.16%