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
SWPMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213342186
Last Value
801.7
+6.32 (+0.79%)
As of
CETWeek to Week Change
3.81%
52 Week Change
28.01%
Year to Date Change
17.39%
Daily Low
801.7
Daily High
801.7
52 Week Low
626.26 — 10 Nov 2023
52 Week High
801.7 — 8 Nov 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
Wesfarmers Ltd. | AU |
XIAOMI | HK |
Aristocrat Leisure Ltd. | AU |
ANZ GROUP | AU |
BHP GROUP LTD. | AU |
United Overseas Bank Ltd. | SG |
POWER ASSETS HOLDINGS LTD | HK |
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Low
High
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1Y Return
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1Y Volatility
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