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 benefits
Gain 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.

Explore Factor Indexes
View performance details, fact sheets and more

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These Additional Terms of Use govern your access or use of the index data and related information and materials on the MSCI web site ("Index Data"). Initial and subsequent access and use of the MSCI web site and Index Data is subject to these Additional Terms of Use.

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.

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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

Equity factor models

Learn more about how we construct and deliver equity factors models.

Are factors a thing of the past?

Data shows that factors matter as much now as they ever have.

Are factors only for quants?

Understand why factors are for every investor, not just quants.