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
SWJMFHB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213342202
Last Value
366
+1.85 (+0.51%)
As of
CETWeek to Week Change
2.55%
52 Week Change
14.20%
Year to Date Change
7.50%
Daily Low
366
Daily High
366
52 Week Low
309.91 — 21 Aug 2023
52 Week High
386.83 — 22 Mar 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 |
Mitsubishi Corp. | JP |
Itochu Corp. | JP |
Tokio Marine Holdings Inc. | JP |
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Low
High
Featured indices
ISS STOXX® US Biodiversity
$152.56
+1.51
1Y Return
25.53%
1Y Volatility
0.12%
MDAX ESG+
€1007.18
+4.17
1Y Return
-10.63%
1Y Volatility
0.15%
iSTOXX® L&G UK Quality
€450.87
-2.05
1Y Return
10.27%
1Y Volatility
0.10%
ISS STOXX® Europe 600 ESG Climbers
€1476
-13.07
1Y Return
12.89%
1Y Volatility
0.12%
iSTOXX® L&G Japan Multi-Factor
$337.96
-2.36
1Y Return
17.42%
1Y Volatility
0.16%