Before investors can manage their portfolio exposures, they must have a way to measure them.
We can help you understand the risk and return drivers of your portfolio to make more informed investment decisions — whether to reduce risk, increase returns or further diversify — with our extensive suite of factor indexes, models and analytical tools.
Learn the fundamental principles that drive performance by measuring risk and return exposures influencing investment outcomes.
Implement crowding, machine learning and sustainability factors throughout the investment process to help minimize volatility and improve long-term performance.
Re-balance portfolios or re-allocate capital to reflect views in the current market regime with a better understanding of market dynamics.
Features and capabilities
We leverage nearly 50 years of factor data, models and research to help investors better analyze investment outcomes, build distinctive portfolios and implement factor investing strategies.1
1,100+
Factor indexes, including flagship and multi-factor
70+
Equity factor models across more than 90,000 securities, 49 industries and over 85 countries2
80,000+
Equities included in the FaCS® security-level factor exposures
197+
Factor descriptors, most with daily history since 1995
Featured products Explore the building blocks of portfolios
Factor Indexes
Indexes to help better analyze investment outcomes, build portfolio resiliency and express investment views.
Equity Factor Models
“Next generation” Barra models that include factors such as sustainability, crowding and machine learning to help build portfolio resilience and manage risk.
FaCS® and Factor Box
Factor classification standard and framework to easily analyze, compare, implement and report factor investing strategies in equity portfolios.
FactorLab
Hub exclusively for our latest factor research built for range of applications, whether conducting alpha research or designing risk factors.
Resources and research
Factor indexes performance scorecard and heat map
Daily updated equity factor performance around the globe and by region.
Interested in factor investing?We can help.
Crowding Solutions
Security- and factor-level real-time crowding data built to inform investment decisions in concentrated markets.
Multi-Asset Class Factor Model
Consistent view of factor exposures across asset classes.
Quantitative Investment Solutions
Enabling portfolio managers to construct tax-optimized and customized portfolios at scale.
1 All data as of September 2024, unless otherwise noted.
2 As of March 2024.