MSCI Australia IMI Value Index

The MSCI Australia Value Index captures large, mid and small-cap Australian securities exhibiting overall value style characteristics. 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	664252
Inception date	June 2, 1997
Div Yld (%)	4.84
P/E	16.72
P/E Fwd	14.76
P/BV	1.72

Number of constituents	130
Index Market Cap	$797.56 B
Largest constituent Market Cap	$161.70 B
Smallest constituent Market Cap	$90.14 M
Average constituent Market Cap	$6.13 B
Median constituent Market Cap	$1.33 B

Data as of Sept. 30, 2024

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI Australia IMI Value Index	28.47	22.89	26.59	21.96	0.34	0.39	0.28	70.92	2009-03-09 - 2007-10-31
MSCI ACWI IMI	2.23	16.70	17.69	14.97	0.34	0.62	0.58	58.28	2009-03-09 - 2007-10-31

ESG metrics

Summary

MSCI Australia IMI Value Index

Implied Temperature Rise

> 3.2°C

97.69% coverage

MSCI ACWI IMI

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.69% coverage

MSCI Australia IMI Value Index	Score	Coverage
ESG Score	7.25	98.46%
UN Global Compact Violations % (*)	0.00%	99.23%
Red Flag ESG Controversies % (*)	0.00%	99.23%

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.

Consolidated environmental rating distribution

MSCI Australia IMI Value Index

MSCI ACWI IMI

MSCI Australia IMI Value Index	Score	Coverage
Environmental Pillar Score	4.58	98.46%
Aggregated Climate VaR %	-46.00%	--
Policy Risk Climate VaR %	-30.98%	97.69%
Technology Opportunities Climate VaR %	2.41%	59.23%
Physical Risk Climate VaR %	-17.43%	83.08%
Fossil Fuel-Based Sector Exposure (NACE) %	39.83%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	1296.48	97.69%
Reported Emissions %	96.85%	--
Estimated Emissions %	2.96%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	3523.64	97.69%
High Climate Impact Sector Exposure %	60.56%	100.00%
Fossil Fuel Reserves % (*)	34.74%	97.69%
Green Revenue	2.11	100.00%
Green Capex %	0.00%	4.62%
Green Bonds % (**)	--	--

MSCI ACWI IMI	Score	Coverage
Environmental Pillar Score	5.90	88.49%
Aggregated Climate VaR %	-20.29%	--
Policy Risk Climate VaR %	-12.90%	95.68%
Technology Opportunities Climate VaR %	1.97%	63.31%
Physical Risk Climate VaR %	-9.35%	80.58%
Fossil Fuel-Based Sector Exposure (NACE) %	7.36%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	367.13	96.17%
Reported Emissions %	83.09%	--
Estimated Emissions %	16.46%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	845.72	96.11%
High Climate Impact Sector Exposure %	60.11%	99.98%
Fossil Fuel Reserves % (*)	5.31%	97.10%
Green Revenue	7.67	99.70%
Green Capex %	0.53%	4.58%
Green Bonds % (**)	--	--

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

(**) The universe of self-labelled green bonds is sourced from Refinitiv and Climate Bonds Initiative. Bonds included in the MSCI Fixed Income Indexes that are not identified as selflabelled green bonds based on data from Refinitiv and Climate Bonds Initiative are deemed non-compliant with the green bond criteria as defined by the MSCI ESG Research Green Bond Assessment methodology. Such bonds are counted towards the Coverage %.

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.

MSCI Australia IMI Value Index	Score	Coverage
Social Pillar Score	4.28	98.46%
Controversial Weapons %	0.00%	100.00%
Tobacco Involvement - Highly Restrictive %	0.32%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.00%	100.00%
Social Violations (Count)	0.00	99.23%
Social Violations (% of Constituents)	0.00%	99.23%
Lack of Due Diligence Policy (ILO) %	0.00%	99.23%
Gender Pay Gap	13.61	72.31%
Female:Male Board Diversity Ratio	77.17	98.46%
Total Recordable Injury Rate	4.95	81.54%
Bribery and Corruption Controversies (Sum)	2.00	99.23%

MSCI ACWI IMI	Score	Coverage
Social Pillar Score	5.05	88.49%
Controversial Weapons %	0.43%	99.87%
Tobacco Involvement - Highly Restrictive %	0.71%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.53%	99.87%
Social Violations (Count)	18.00	97.03%
Social Violations (% of Constituents)	0.20%	97.03%
Lack of Due Diligence Policy (ILO) %	0.00%	97.32%
Gender Pay Gap	14.41	63.30%
Female:Male Board Diversity Ratio	55.66	95.45%
Total Recordable Injury Rate	4.24	73.50%
Bribery and Corruption Controversies (Sum)	187.00	97.02%

MSCI Australia IMI Value Index	Score	Coverage
Governance Pillar Score	7.63	98.46%
Board Independence	86.08	98.46%
Board Gender Diversity	41.98	98.46%

MSCI ACWI IMI	Score	Coverage
Governance Pillar Score	5.70	88.49%
Board Independence	78.49	97.01%
Board Gender Diversity	33.80	97.01%

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BHP GROUP (AU)	20.27%
NATIONAL AUSTRALIA BANK	10.05%
WESTPAC BANKING	9.55%
ANZ GROUP HOLDINGS	7.98%
RIO TINTO LTD (AU)	4.17%
WOODSIDE ENERGY GROUP	4.16%
FORTESCUE	3.05%
TRANSURBAN GROUP	2.30%
SUNCORP GROUP	2.00%
SANTOS	1.98%

Index categories

Products for indexes

Direct Indexing

MSCI Australia IMI Value Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

ESG metrics

Summary

MSCI Australia IMI Value Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI Australia IMI Value Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI Australia IMI Value Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI Australia IMI Value Index

MSCI ACWI IMI

Want to learn more about MSCI indexes?
Get in touch.

		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI Australia IMI Value Index	28.47	22.89	26.59	21.96	0.34	0.39	0.28	70.92	2009-03-09 - 2007-10-31
MSCI ACWI IMI	2.23	16.70	17.69	14.97	0.34	0.62	0.58	58.28	2009-03-09 - 2007-10-31

Index categories

Products for indexes

Direct Indexing

MSCI Australia IMI Value Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

ESG metrics

Summary

MSCI Australia IMI Value Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI Australia IMI Value Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI Australia IMI Value Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI Australia IMI Value Index

MSCI ACWI IMI

Want to learn more about MSCI indexes?Get in touch.

Want to learn more about MSCI indexes?
Get in touch.