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
SWPMGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213336212
Last Value
1,201.8
-0.17 (-0.01%)
As of
CETWeek to Week Change
2.20%
52 Week Change
27.46%
Year to Date Change
14.83%
Daily Low
1201.8
Daily High
1201.8
52 Week Low
942.91 — 13 Nov 2023
52 Week High
1223.34 — 30 Sep 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
National Australia Bank Ltd. | AU |
Westpac Banking Corp. | AU |
XIAOMI | HK |
Wesfarmers Ltd. | AU |
Goodman Group | AU |
ANZ GROUP | AU |
Oversea-Chinese Banking Corp. | SG |
BHP GROUP LTD. | AU |
DBS Group Holdings Ltd. | SG |
Zoom
Low
High
Featured indices
STOXX® Global Low Carbon 100 - USD (Gross Return)
$484.81
+0.65
1Y Return
22.22%
1Y Volatility
0.11%
STOXX® Europe 600 ESG Target - EUR (Price Return)
€188.02
-0.83
1Y Return
9.69%
1Y Volatility
0.10%
iSTOXX® L&G Emerging Markets Multi-Factor - USD (Net Return)
$826.85
-6.09
1Y Return
17.24%
1Y Volatility
0.13%
EURO STOXX® ESG-X & Ex Nuclear Power Quality - EUR (Gross Return)
€327.01
+0.30
1Y Return
8.93%
1Y Volatility
0.11%
STOXX® Europe 600 Low Carbon - EUR (Gross Return)
€329.41
-0.12
1Y Return
12.69%
1Y Volatility
0.10%