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.
Index code
145816
Inception date
Jan. 25, 2016
Div Yld (%)
1.83
P/E
20.37
P/E Fwd
16.80
P/BV
2.91
Number of constituents
25
Index Market Cap
$628.69 B
Largest constituent Market Cap
$35.02 B
Smallest constituent Market Cap
$4.95 B
Average constituent Market Cap
$25.14 B
Median constituent Market Cap
$27.19 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI Canada Quality Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI Canada Quality Index
Score
Coverage
ESG Score
6.98
100.00%
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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