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
SWGMFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213345585
Last Value
572.28
+3.06 (+0.54%)
As of
CETWeek to Week Change
4.43%
52 Week Change
30.45%
Year to Date Change
23.80%
Daily Low
572.28
Daily High
572.28
52 Week Low
438.71 — 13 Nov 2023
52 Week High
572.28 — 8 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 Developed Europe ex UK Multi-Factor - EUR (Net Return)
€489.26
-2.61
1Y Return
16.79%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40 NR Decrement 3.5% - EUR (Price Return)
€2013.61
+19.59
1Y Return
16.06%
1Y Volatility
0.12%
iSTOXX® L&G Developed Asia Pacific ex Japan Quality - USD (Net Return)
$807.43
-9.81
1Y Return
21.09%
1Y Volatility
0.15%
iSTOXX® L&G North America Value - USD (Net Return)
$725.32
+0.03
1Y Return
38.48%
1Y Volatility
0.12%
iSTOXX® France BDFG ESG FCPE - EUR (Price Return)
€1087.19
-6.54
1Y Return
—
1Y Volatility
—