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
SWGMFHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213345049
Last Value
771.81
+1.32 (+0.17%)
As of
CETWeek to Week Change
0.79%
52 Week Change
24.90%
Year to Date Change
19.29%
Daily Low
771.81
Daily High
771.81
52 Week Low
616.33 — 29 Nov 2023
52 Week High
771.8099 — 12 Nov 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
NVIDIA Corp. | US |
JPMorgan Chase & Co. | US |
META PLATFORMS CLASS A | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
AT&T Inc. | US |
VISA Inc. Cl A | US |
Qualcomm Inc. | US |
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Low
High
Featured indices
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-3.34
1Y Return
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1Y Volatility
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STOXX® North America Climate Awareness Ex Global Compact and Controversial Weapons - USD (Gross Return)
$513.15
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1Y Return
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1Y Volatility
0.12%
STOXX® Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco - USD (Gross Return)
$371.01
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1Y Return
30.73%
1Y Volatility
0.11%
EURO STOXX® Banks ESG-X - EUR (Price Return)
€119.51
-2.57
1Y Return
27.36%
1Y Volatility
0.18%
STOXX® USA 900 ESG-X Ax Multi-Factor - EUR (Price Return)
€702.96
+7.42
1Y Return
46.83%
1Y Volatility
0.16%