MSCI Canada Quality Index

The MSCI Canada Quality Index is based on the MSCI Canada Index, its parent index, which includes large and mid cap stocks of the Canadian equity market. The index aims to capture the performance of quality growth stocks by identifying stocks with high quality scores based on three main fundamental variables: high return on equity (ROE), stable year-over-year earnings growth and low financial leverage. The MSCI Quality Indexes complement existing MSCI Factor Indexes and can provide an effective diversification role in a portfolio of factor strategies.