Factor Advanced Indexes​

MSCI Factor Advanced Indexes are designed to represent the performance of a strategy that seeks to systematically integrate Sustainability considerations into factor investing. They aim to be more “Sustainability aware” to support institutional investors seeking to incorporate those Sustainability considerations into their factor investing-based portfolios.

Target benefits
Integrating Sustainability across the investment process

Apply robust methodology

Indexes represent performance of a strategy that seeks to simultaneously combine factor and Sustainability norms with transparency.

Choose index for your strategy

Indexes aim to achieve lowest risk while improving the Sustainability score relative to underlying parent index.

Incorporate Sustainability with “one-step” approach

Designed for scalability across regions and countries, and for both single- and multiple-factor strategy use.

Building indexes that are more “Sustainability aware”

Our indexes, which seek higher exposure to target factors while improving Sustainability scores, increase the weighting of stocks in the upper-right quadrant below.

Related to Factor Advanced Indexes

Factoring in Sustainability

How can Sustainability help explain overall portfolio risk and return?

ESG Ratings

Identify industry leaders and laggards by measuring company management of Sustainability risks and opportunities.