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
SWGMFV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213345072
Bloomberg
SWGMFV INDEX
Last Value
688.92
+4.22 (+0.62%)
As of
CETWeek to Week Change
2.58%
52 Week Change
20.12%
Year to Date Change
1.63%
Daily Low
688.92
Daily High
688.92
52 Week Low
573.52 — 18 Jan 2024
52 Week High
703.22 — 6 Dec 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
JPMorgan Chase & Co. | US |
NVIDIA Corp. | 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 |
Zoom
Low
High
Featured indices
STOXX® Emerging Markets 1500 ESG-X - EUR (Price Return)
€158.01
+0.75
1Y Return
11.88%
1Y Volatility
0.14%
iSTOXX® L&G Emerging Markets Momentum - USD (Net Return)
$716.19
-5.11
1Y Return
9.27%
1Y Volatility
0.13%
iSTOXX® Global ESG Composite 150 - JPY (Price Return)
€6516.07
+59.76
1Y Return
27.47%
1Y Volatility
0.19%
iSTOXX® L&G Emerging Markets Multi-Factor ESG - USD (Net Return)
$874.82
+8.52
1Y Return
15.51%
1Y Volatility
0.13%
STOXX® Global Reported Low Carbon - USD (Gross Return)
$459.55
+3.05
1Y Return
21.28%
1Y Volatility
0.11%