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
SWUMFP
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213341410
Last Value
139.97
+0.66 (+0.47%)
As of
CETWeek to Week Change
0.35%
52 Week Change
16.18%
Year to Date Change
10.38%
Daily Low
139.97
Daily High
139.97
52 Week Low
119.05 — 21 Aug 2023
52 Week High
142.66 — 21 May 2024
Top 10 Components
HSBC | GB |
SHELL | GB |
ASTRAZENECA | GB |
3I GROUP PLC. | GB |
GSK | GB |
RELX PLC | GB |
UNILEVER PLC | GB |
BP | GB |
BRITISH AMERICAN TOBACCO | GB |
RIO TINTO | GB |
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Low
High
Featured indices
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1Y Return
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1Y Volatility
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1Y Return
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STOXX® Global 1800 ex Europe Low Carbon
€567.48
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1Y Return
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1Y Volatility
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iSTOXX® L&G Emerging Markets Momentum
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1Y Return
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1Y Volatility
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1Y Return
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1Y Volatility
0.09%