Value and Growth Indexes
Our Value and Growth Indexes, designed to represent the return of style factors, categorize value and growth securities using different attributes as part of a two-dimensional framework. They also rely on not one, but multiple variables to define each factor.
Target benefitsMeasure both value and growth performance
Apply across markets and regions
Indexes support managed value and growth strategies across geographies, sectors and market-cap sizes.
Incorporate multi-factor approach
Use multiple variables, rather than one, to identify value and growth characteristics.
Employ two-dimensional framework
Modern methodology better reflects current philosophy and thinking behind international style investing.
Value and Growth IndexesView performance details, fact sheets and more
Our multi-factor style characteristics
Our indexes aim to reflect the performance of value and growth strategies across geographies and markets, including the U.S., Japan, Europe and emerging markets, as well as for small-cap equities for the U.S.
Value
- Book value to price ratio
- 12-month forward earnings to price ratio
- Dividend yield
Growth
- Long-term forward earnings per share (EPS) growth rate
- Short-term forward EPS growth rate
- Current internal growth rate
- Long-term historical EPS growth trend
- Long-term historical sales per share growth trend
Value and growth index resources
MSCI global investable market value and growth index methodology
Dive deeper into our thinking behind our Value and Growth Indexes.
Value and growth investing as ESG and climate friendly
Learn how to align value- or growth-oriented portfolios with climate and extra financial considerations.
