MSCI ACWI Value Index

The MSCI ACWI Value Index captures large and mid cap securities exhibiting overall value style characteristics across Developed Markets countries and Emerging Markets (EM) countries. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield.
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Index code
106039
Inception date
Dec. 11, 2014
Div Yld (%)
2.91
P/E
16.19
P/E Fwd
13.70
P/BV
2.05
Number of constituents
1,647
Index Market Cap
$38.11 T
Largest constituent Market Cap
$762.81 B
Smallest constituent Market Cap
$71.46 M
Average constituent Market Cap
$23.13 B
Median constituent Market Cap
$7.89 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI ACWI Value Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
99.09% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI ACWI Value Index
Score
Coverage
ESG Score
6.77
99.94%
UN Global Compact Violations % (*)
0.28%
100.00%
Red Flag ESG Controversies % (*)
0.31%
100.00%
MSCI ACWI IMI
Score
Coverage
ESG Score
6.72
88.49%
UN Global Compact Violations % (*)
0.15%
97.03%
Red Flag ESG Controversies % (*)
0.16%
97.03%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

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