Summary
The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum risk-premia factor, 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
SWMML
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213337046
Last Value
432.98
-1.79 (-0.41%)
As of
CETWeek to Week Change
0.67%
52 Week Change
13.41%
Year to Date Change
11.20%
Daily Low
432.98
Daily High
432.98
52 Week Low
344.81 — 26 Oct 2023
52 Week High
434.77 — 11 Jul 2024
Top 10 Components
TSMC | TW |
Samsung Electronics Co Ltd | KR |
Reliance Industries Ltd | IN |
Quanta Computer Inc | TW |
PETROLEO BRASILEIRO S.A. -PREF | BR |
Bharti Airtel Ltd | IN |
TENCENT HOLDINGS | CN |
Larsen & Toubro Ltd | IN |
Petroleo Brasileiro SA | BR |
NTPC Ltd | IN |
Zoom
Low
High
Featured indices
iSTOXX® APG World Multi-Factor Responsible Low-Carbon SDI
€137.24
-2.42
1Y Return
22.99%
1Y Volatility
0.09%
iSTOXX® L&G Developed Europe ex UK Momentum
€444.16
-5.18
1Y Return
20.20%
1Y Volatility
0.10%
EURO iSTOXX® 50 ESG Focus GR Decrement 5%
€170.91
-1.99
1Y Return
15.22%
1Y Volatility
0.12%
iSTOXX® L&G Developed Asia Pacific ex Japan Quality
$756.16
+8.32
1Y Return
4.94%
1Y Volatility
0.15%
STOXX® Global ESG Environmental Leaders Diversification Select 30 EUR
€520.5
+4.43
1Y Return
12.20%
1Y Volatility
0.08%