Factor Indexes
MSCI Factor Indexes are designed to help investors seeking to build resilient portfolios and capture opportunities. The indexes aim to explain the drivers behind investment outcomes in a scalable, transparent and cost-effective manner.
Target benefitsGain insights into risk and return drivers
Better analyze investments
Understand the principles behind performance and risk when building your portfolio.
Build portfolio resiliency
Strengthen risk management with further insight into drivers of risk and return.
Express investment views
Explore potential for nuanced portfolio positioning and consistent returns by applying factors.
Factor indexes performance scorecard and heat map
Daily updated equity factor performance around the globe and by region.
Featured indexesMore than 1,000 factor indexes — built with over 50 years of market intelligence
As of May 2024
Multiple-Factor
Designed to help investors seeking to maximize their exposure to multiple style factors while maintaining target market risk.
Value and Growth
Traditional style indexes built with advanced two-dimensional framework, relying on multiple variables to define each factor.
Minimum Volatility
Designed to inform risk reduction and asset allocation, especially during downturns.
High Dividend Yield
Designed to target companies with strong dividends that also appear undervalued.
Quality
Built to target companies with durable business models and sustainable competitive advantages.
Momentum
Designed to help investors seeking to ride prevailing trends by representing performance of high momentum companies.
Enhanced Value
Built to support investors seeking underpriced potential, designed to address value investing pitfalls.
Factor ESG
Designed to help investors who are developing strategies that satisfy factor allocation and sustainability targets.
Equal Weighted
Designed to help investors seeking to increase their size factor exposure with alternative to traditional market-cap weighted indexes.
Growth Target
Designed to help investors seeking targeted exposure to the growth factor.
Explore Factor IndexesView performance details, fact sheets and more
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The Index Data is for informational, non-commercial purposes only, and the user of the information contained in the Index Data assumes the entire risk of any use made of the Index Data. You understand and agree that the Index Data is provided "as is" and MSCI does not warrant the accuracy, completeness, non-infringement, originality, timeliness or any other characteristic of the Index Data.
The Index Data is not an offer or recommendation to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Further, none of the Index Data is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. Historical data and analysis should not be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. Reproduction, redistribution or any other form of copying or transmission of the Index Data without MSCI's prior written consent is strictly prohibited. Without limiting the generality of the foregoing, the Index Data and other MSCI intellectual property you access via the MSCI web site may not, without MSCI's prior written permission, be used as a basis for any financial instruments or products (including, without limitation, passively managed funds and index-linked derivative securities) or other products or services, or used to verify or correct data in any other compilation of data or index, or used to create any other data or index (custom or otherwise), or used to create any derivative works, or used for any other commercial purposes.
For further details,
Factor index resources
Low volatility over the market cycle
Low volatility has historically performed well in turbulent markets — our factor research explains why.
Quality time
Learn about factor premia drivers — and why the quality factor has skyrocketed in popularity.
Finding value
See our evaluation of three generations of value indexes and harnessing the value factor’s potential.
Building your investment strategy around factors? We can help.
Related to Factor Indexes
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