Multiple-Factor Indexes

The MSCI Multiple-Factor Indexes aim to maximize exposure to multiple 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.

Multiple-Factor index resources

The Next Generation of Multi-Factor Indexing

MSCI Core Multiple-Factor Indexes Methodology

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