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
SWJMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213342277
Last Value
281.25
-4.24 (-1.49%)
As of
CETWeek to Week Change
-0.47%
52 Week Change
9.06%
Year to Date Change
9.76%
Daily Low
281.25
Daily High
281.25
52 Week Low
238.32 — 31 Oct 2023
52 Week High
297.06 — 31 Jul 2024
Top 10 Components
Toyota Motor Corp. | JP |
Hitachi Ltd. | JP |
Nintendo Co. Ltd. | JP |
Japan Tobacco Inc. | JP |
Honda Motor Co. Ltd. | JP |
Sumitomo Mitsui Financial Grou | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Itochu Corp. | JP |
Mitsubishi Corp. | JP |
Tokio Marine Holdings Inc. | JP |
Zoom
Low
High
Featured indices
STOXX® Europe Industry Neutral ESG 200 - EUR (Gross Return)
€294.26
+3.39
1Y Return
22.44%
1Y Volatility
0.11%
iSTOXX® L&G UK Multi-Factor ESG - GBP (Net Return)
€469.28
+1.14
1Y Return
17.11%
1Y Volatility
0.10%
STOXX® Canada 240 ESG-X - EUR (Price Return)
€166.08
-0.20
1Y Return
15.69%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X Ax Quality - EUR (Price Return)
€236.13
+1.18
1Y Return
15.31%
1Y Volatility
0.13%
iSTOXX® APG Emerging Markets Responsible - EUR (Price Return)
€165.76
-2.58
1Y Return
21.54%
1Y Volatility
0.13%