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
SWJMFL
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213342228
Last Value
227.98
+0.53 (+0.23%)
As of
CETWeek to Week Change
-0.83%
52 Week Change
10.63%
Year to Date Change
6.50%
Daily Low
227.98
Daily High
227.98
52 Week Low
204.45 — 5 Aug 2024
52 Week High
251.61 — 27 Sep 2024
Top 10 Components
Toyota Motor Corp. | JP |
Hitachi Ltd. | JP |
Nintendo Co. Ltd. | JP |
Sumitomo Mitsui Financial Grou | JP |
Honda Motor Co. Ltd. | JP |
Japan Tobacco Inc. | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Itochu Corp. | JP |
Tokio Marine Holdings Inc. | JP |
SONY GROUP CORP. | JP |
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Low
High
Featured indices
iSTOXX® L&G Japan Quality - USD (Net Return)
$309.68
-2.79
1Y Return
11.97%
1Y Volatility
0.23%
iSTOXX® Eurozone Family Owned ESG Company - EUR (Price Return)
€108.08
+0.23
1Y Return
4.73%
1Y Volatility
0.14%
STOXX® Europe Climate Awareness Ex Global Compact Controversial Weapons & Tobacco - EUR (Gross Return)
€264.93
-1.13
1Y Return
13.78%
1Y Volatility
0.11%
MDAX ESG+ - EUR (Price Return)
€883.25
+0.57
1Y Return
-3.94%
1Y Volatility
0.14%
iSTOXX® Global ESG Eurozone Leg Equal Weight - EUR (Price Return)
€2211.69
+29.78
1Y Return
17.32%
1Y Volatility
0.11%