MSCI Europe Small Cap Value Weighted Index

The MSCI Europe Small Cap Value Weighted Index is based on a traditional market cap weighted parent index, the MSCI Europe Small Cap Index, which includes small cap stocks across Developed Markets (DM) countries. The MSCI Europe Small Cap Value Weighted Index reweights each security of the parent index to emphasize stocks with lower valuations. Index weights are determined using fundamental accounting data-sales, book value, earnings and cash earnings-rather than market prices.
Index code
139245
Inception date
Dec. 4, 2014
Div Yld (%)
3.94
P/E
11.38
P/E Fwd
9.72
P/BV
1.06
Number of constituents
861
Index Market Cap
$1.59 T
Largest constituent Market Cap
$17.70 B
Smallest constituent Market Cap
$13.64 M
Average constituent Market Cap
$1.85 B
Median constituent Market Cap
$1.15 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI Europe Small Cap Value Weighted Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
97.68% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI Europe Small Cap Value Weighted Index
Score
Coverage
ESG Score
7.29
98.72%
UN Global Compact Violations % (*)
0.00%
100.00%
Red Flag ESG Controversies % (*)
0.00%
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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