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
SWGMFP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213345577
Last Value
361.22
-0.21 (-0.06%)
As of
CETWeek to Week Change
0.96%
52 Week Change
28.64%
Year to Date Change
22.58%
Daily Low
361.22
Daily High
361.22
52 Week Low
280.81 — 14 Nov 2023
52 Week High
362.57 — 11 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
iSTOXX® L&G Global Quality - USD (Net Return)
$675.18
-1.52
1Y Return
26.06%
1Y Volatility
0.10%
iSTOXX® L&G Emerging Markets Value - USD (Net Return)
$833.86
+7.44
1Y Return
18.36%
1Y Volatility
0.14%
iSTOXX® Univest World ESG Carbon - EUR (Price Return)
€106.78
-0.18
1Y Return
—
1Y Volatility
—
ISS STOXX® Global 1800 ESG Climbers - USD (Gross Return)
$1347.37
-15.14
1Y Return
19.80%
1Y Volatility
0.11%
STOXX® North America ESG-X Select Dividend 40 - EUR (Price Return)
€257.6
+3.06
1Y Return
35.79%
1Y Volatility
0.13%