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
SWPMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213342186
Last Value
717.86
-2.35 (-0.33%)
As of
CETWeek to Week Change
1.23%
52 Week Change
12.31%
Year to Date Change
5.11%
Daily Low
717.86
Daily High
717.86
52 Week Low
616.08 — 23 Oct 2023
52 Week High
720.21 — 4 Jul 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
Wesfarmers Ltd. | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
BHP GROUP LTD. | AU |
ANZ GROUP | AU |
XIAOMI | HK |
Goodman Group | AU |
United Overseas Bank Ltd. | SG |
Aristocrat Leisure Ltd. | AU |
Zoom
Low
High
Featured indices
STOXX® Asia/Pacific 600 ESG-X Ax Multi-Factor
€212.13
-0.97
1Y Return
10.76%
1Y Volatility
0.13%
ISS STOXX® Europe 600 Biodiversity Focus SRI
€136.08
+0.95
1Y Return
16.63%
1Y Volatility
0.10%
STOXX® Asia/Pacific 600 ESG-X Ax Value
€178.41
+0.38
1Y Return
10.14%
1Y Volatility
0.16%
DAX ESG Screened
€1253.57
-11.58
1Y Return
9.53%
1Y Volatility
0.11%
STOXX® Willis Towers Watson Europe 600 Climate Transition
€135.44
+0.59
1Y Return
10.14%
1Y Volatility
0.10%