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
SWMMFL
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213342376
Last Value
448.19
-1.28 (-0.28%)
As of
CETWeek to Week Change
0.71%
52 Week Change
22.60%
Year to Date Change
13.16%
Daily Low
448.19
Daily High
448.19
52 Week Low
363.47 — 10 Nov 2023
52 Week High
463.89 — 2 Oct 2024
Top 10 Components
TSMC | TW |
Hon Hai Precision Industry Co | TW |
CHINA CONSTRUCTION BANK CORP H | CN |
Samsung Electronics Co Ltd | KR |
BANK OF CHINA 'H' | CN |
TENCENT HOLDINGS | CN |
ICBC H | CN |
Bank Central Asia Tbk PT | ID |
EMAAR PROPERTIES | AE |
ICICI Bank Ltd | IN |
Zoom
Low
High
Featured indices
STOXX® Global ESG-X Select Dividend 100 - EUR (Price Return)
€158.49
-1.48
1Y Return
22.46%
1Y Volatility
0.10%
EURO STOXX® Total Market Climate Transition Benchmark - EUR (Price Return)
€129.4
-2.74
1Y Return
10.24%
1Y Volatility
0.11%
iSTOXX® L&G Japan Multi-Factor - USD (Net Return)
$337.77
+0.17
1Y Return
19.88%
1Y Volatility
0.23%
iSTOXX® Transatlantic ESG 100 Equal Weight Decrement - EUR (Price Return)
€1377.6
-22.12
1Y Return
21.07%
1Y Volatility
0.10%
DAX 50 ESG - EUR (Price Return)
€1803.59
-35.17
1Y Return
18.38%
1Y Volatility
0.12%