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.
Featured indexesMore than 1,000 factor indexes — built with over 50 years of market intelligence
As of May 2024
Quantitative
Indexes designed to provide targeted, optimized exposures that reflect long only, extended long/short, and market neutral approaches.
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 Advanced
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.
Factor indexes performance scorecard and heat map
Equity factor performance updated daily, with color shading indicating each factor index’s performance relative to the parent benchmark.
- All returns over 1 year are annualized.
- The information contained herein (the "Information") may not be reproduced or redisseminated in whole or in part without prior written permission from MSCI. The Information may not be used to verify or correct other data, to create any derivative works, to create indexes, risk models, or analytics, or in connection with issuing, offering, sponsoring, managing or marketing any securities, portfolios, financial products or other investment vehicles. Historical data and analysis should not be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information or MSCI index or other product or service constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy. Further, none of the Information or any MSCI index 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. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. NONE OF MSCI INC. OR ANY OF ITS SUBSIDIARIES OR ITS OR THEIR DIRECT OR INDIRECT SUPPLIERS OR ANY THIRD PARTY INVOLVED IN MAKING OR COMPILING THE INFORMATION (EACH, AN "INFORMATION PROVIDER") MAKES ANY WARRANTIES OR REPRESENTATIONS AND, TO THE MAXIMUM EXTENT PERMITTED BY LAW, EACH INFORMATION PROVIDER HEREBY EXPRESSLY DISCLAIMS ALL IMPLIEDWARRANTIES, INCLUDING WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. WITHOUT LIMITING ANY OF THE FOREGOING AND TO THE MAXIMUM EXTENT PERMITTED BY LAW, IN NO EVENT SHALL ANY OF THE INFORMATION PROVIDERS HAVE ANY LIABILITY REGARDING ANY OF THE INFORMATION FOR ANY DIRECT, INDIRECT, SPECIAL, PUNITIVE, CONSEQUENTIAL (INCLUDING LOST PROFITS) OR ANY OTHER DAMAGES EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES. The foregoing shall not exclude or limit any liability that may not by applicable law be excluded or limited.
Explore Factor IndexesView performance details, fact sheets and more
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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