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
SWJMFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213342269
Last Value
276.94
+1.75 (+0.64%)
As of
CETWeek to Week Change
4.39%
52 Week Change
19.23%
Year to Date Change
13.92%
Daily Low
276.94
Daily High
276.94
52 Week Low
231.58 — 14 Nov 2023
52 Week High
284.39 — 27 Sep 2024
Top 10 Components
Toyota Motor Corp. | JP |
Hitachi Ltd. | JP |
Nintendo Co. Ltd. | JP |
Sumitomo Mitsui Financial Grou | JP |
Japan Tobacco Inc. | JP |
Honda Motor Co. Ltd. | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Itochu Corp. | JP |
Tokio Marine Holdings Inc. | JP |
OTSUKA HOLDINGS | JP |
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