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
SWUMFP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341410
Last Value
143.25
+1.22 (+0.86%)
As of CET
Week to Week Change
0.63%
52 Week Change
13.37%
Year to Date Change
12.96%
Daily Low
143.25
Daily High
143.25
52 Week Low
120.01 — 27 Oct 2023
52 Week High
143.94 — 29 Aug 2024
Top 10 Components
| HSBC | GB |
| SHELL | GB |
| 3I GROUP PLC. | GB |
| ASTRAZENECA | GB |
| GSK | GB |
| UNILEVER PLC | GB |
| RELX PLC | GB |
| BRITISH AMERICAN TOBACCO | GB |
| COMPASS GRP | GB |
| RIO TINTO | GB |
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Low
High
Featured indices
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-1.25
1Y Return
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1Y Volatility
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STOXX® Europe 600 ESG-X Ax Value - EUR (Price Return)
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STOXX® Europe 600 ESG-X Ax Size - EUR (Price Return)
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1Y Return
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1Y Volatility
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