FactorLab
Find your edge faster with our latest research-enhanced datasets.

Build robust portfolios faster

Enhance your risk and return models and factor investing strategies using the latest factor data and research, designed for easy integration into your investment strategy. 

Screen for specific characteristics

Identify and filter securities with specific characteristics that best fit your investing strategy.

Create custom factors and models

Access deep capabilities in factor research to build better alpha and risk models including unique information not contained in classic factors.

Improve your data quality

Compete more effectively by evaluating new data sources more quickly and accessing high-quality data. 

Features and capabilities

Access custom factors and factor statistics across global, regional and local equity markets designed to provide timely and granular insights into the drivers of risk and return.

197

Factor descriptors, most with daily history since 1995

12

Factor groups containing nearly 200 factor descriptors

77,000

Equities covered with daily financial metrics1

Get data on more factor descriptors

FactorLab includes data on more than 197 factor descriptors divided into 12 factor groups — a deeper trove of data than what’s available in our current factor models.

Related products and resources

FactorLab

Get seamless access to our latest factor data, available via Snowflake in multiple languages including Python, R, MATLAB and C#.

Crowding Solutions

Helping investors navigate financial traffic.

FaCS™ and Factor Box

Communicate in a common factor language and clearly illustrate factor exposures.

Want to learn more about FactorLab?

Related to FactorLab

An introduction to MSCI’s crowding factor

Learn about security- and factor-level real-time crowding data built to inform investment decisions in concentrated markets.

1 All stats as of August 2024, unless otherwise noted.