Demystify the factors in factor investing
Quickly build and fine tune your factor investing strategies with FaCS® by applying uniform factor definitions across funds to implement, analyze, report and compare factor exposures.
Measure style drift to better understand variability in factor exposures over time.
Screen funds and securities to ensure expected factor exposures and investor objectives agree.
Compare and select funds using standard definitions for common factors to find the factor exposure you need.
Clearly communicate portfolio factor tilts to both institutional and retail investors.
Features and capabilities
Fifty years of factor research and innovation, informing your investing strategy with helpful tools for implementing, evaluating, explaining and reporting factor exposures.
8
Factor groups detailed at the security level.
80,000+
Equities included in security-level factor exposures
7,000+
Mutual funds and 27,000 share classes covered by factor exposure data of FaCS® on Funds
1,600+
Global equity ETFs included in factor exposure data via FaCS®1
MSCI Factor Classification Standards
FaCS® includes 16 factor characteristics in eight factor groups, shown by MSCI and academic researchers to be key drivers of risk and return.
FaCS® is available via direct delivery, MSCI platforms and select third-party vendors and custodians.
Related products and resources
FaCS® and Factor Box
Communicate in a common factor language and clearly illustrate fund-level factor exposures.
FaCS® on Funds
Evaluate and compare mutual funds and ETFs through the lens of eight factor groups and standardized definitions.
FactorLab
Easily access our latest factor data, available via Snowflake in multiple languages, including Python.
Looking for a demo?Request one now.
Introducing MSCI FaCS®
We offer a standard approach for defining factors and evaluating the factor characteristics of portfolios.
1 All data as of September 2024, unless otherwise noted.