Multiple-Factor Indexes

The MSCI Multiple-Factor Indexes are built to represent the returns of style factors that have historically generated superior returns over the long term. They are designed for a more efficient, controlled and persistent representation of factor exposures that maintains a target market risk.

Target benefits
Measure the returns of multiple style factors

Get transparency for easy analysis

Consistently assess aggregate and underlying positions, exposures and risks — all with same level of granularity

Gain insight into style factors

Use indexes as benchmarks to help you maximize your exposure to factor premia 

Adopt systematic risk control

Use indexes to enable you to target high, persistent factor exposures in your portfolio with market-like volatility over time

What we offer

A sampling of our indexes — each aiming to maximize its exposure to the four factors of value, momentum, quality and low size compared to their respective parent indexes.

MSCI ACWI Diversified Multiple-Factor Index

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MSCI Emerging Markets Diversified Multiple-Factor Index 

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MSCI USA Diversified Multiple-Factor Index 

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Resources

MSCI Diversified Multiple-Factor Indexes

Learn how to turn factors into the building blocks of your portfolio

How can factors be combined?

Top-down and bottom-up approaches to multi-factor index construction