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
SWMMFR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213342418
Last Value
693.39
-3.27 (-0.47%)
As of
CETWeek to Week Change
-0.39%
52 Week Change
25.38%
Year to Date Change
15.40%
Daily Low
693.39
Daily High
693.39
52 Week Low
542.32 — 21 Aug 2023
52 Week High
699.57 — 20 Jun 2024
Top 10 Components
TSMC | TW |
Samsung Electronics Co Ltd | KR |
CHINA CONSTRUCTION BANK CORP H | CN |
TENCENT HOLDINGS | CN |
ICBC H | CN |
KIA CORPORATION | KR |
BANK OF CHINA 'H' | CN |
Wuliangye 'A' (CCS) | CN |
EMAAR PROPERTIES | AE |
Hon Hai Precision Industry Co | TW |
Zoom
Low
High
Featured indices
EURO STOXX 50® ESG Filtered
€143.01
-0.33
1Y Return
12.46%
1Y Volatility
0.13%
STOXX® USA Low Carbon 50 Equal Weight
$465.08
+0.03
1Y Return
9.15%
1Y Volatility
0.13%
STOXX® Global ESG Social Leaders Select 30 EUR
€349.56
-1.19
1Y Return
11.32%
1Y Volatility
0.10%
ISS STOXX® World AC Biodiversity
$147.72
-0.22
1Y Return
24.02%
1Y Volatility
0.10%
STOXX® USA 500 Climate Transition Benchmark
€233.87
-1.51
1Y Return
20.28%
1Y Volatility
0.12%