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 benefitsMeasure 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.
Explore Multiple-Factor IndexesView performance details, fact sheets and more
MSCI Core Multiple-Factor Indexes
Seek higher exposure to three style factors – value, momentum (including analyst sentiment signal) and quality – controlling active risk versus the parent index.
MSCI Diversified Multiple-Factor Indexes
Seek higher exposure to four style factors – value, momentum, low size and quality – targeting total risk similar to the parent index.
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For further details,
Multiple-Factor index resources
