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
SWPMFHB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213341451
Last Value
946.28
+3.07 (+0.33%)
As of
CETWeek to Week Change
0.75%
52 Week Change
8.83%
Year to Date Change
1.98%
Daily Low
946.28
Daily High
946.28
52 Week Low
828.68 — 21 Aug 2023
52 Week High
962.42 — 16 May 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
BHP GROUP LTD. | AU |
Oversea-Chinese Banking Corp. | SG |
DBS Group Holdings Ltd. | SG |
Wesfarmers Ltd. | AU |
Goodman Group | AU |
WOODSIDE ENERGY GROUP | AU |
Aristocrat Leisure Ltd. | AU |
ANZ GROUP | AU |
United Overseas Bank Ltd. | SG |
Zoom
Low
High
Featured indices
iSTOXX® Eurozone Family Owned ESG Company
€113.2
-0.98
1Y Return
0.73%
1Y Volatility
0.13%
STOXX® Europe ESG Social Leaders Select 30 EUR
€338.87
-1.04
1Y Return
11.52%
1Y Volatility
0.10%
EURO STOXX® Climate Transition Benchmark
€132.74
-0.59
1Y Return
6.51%
1Y Volatility
0.11%
STOXX® USA 900 ESG-X Ax Low Risk
€373.81
-1.47
1Y Return
15.98%
1Y Volatility
0.10%
iSTOXX® APG World Multi-Factor -A
€135.61
+0.08
1Y Return
20.55%
1Y Volatility
0.09%