Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Risk 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
22:15-22:15 CET
ISIN
CH1213342277
Last Value
281.62
-8.91 (-3.07%)
As of
CETWeek to Week Change
-2.47%
52 Week Change
14.88%
Year to Date Change
9.90%
Daily Low
281.62
Daily High
281.62
52 Week Low
235.84 — 21 Aug 2023
52 Week High
294.16 — 17 Jul 2024
Top 10 Components
Toyota Motor Corp. | JP |
Nintendo Co. Ltd. | JP |
Hitachi 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 |
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Low
High
Featured indices
STOXX® USA 500 ESG-X Ax Value
€329.07
-4.67
1Y Return
22.85%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600 ESG-X Ax Momentum
€272.13
-1.44
1Y Return
18.90%
1Y Volatility
0.16%
iSTOXX® L&G UK Multi-Factor
€445.35
+2.97
1Y Return
15.31%
1Y Volatility
0.09%
STOXX® Asia/Pacific 600 ESG-X Ax Multi-Factor
€212.13
-0.97
1Y Return
10.76%
1Y Volatility
0.13%
iSTOXX® L&G Japan Multi-Factor ESG
$338.36
-2.23
1Y Return
19.89%
1Y Volatility
0.16%