MSCI Europe Quality Index

The MSCI Europe Quality Index is based on MSCI Europe, its parent index, which includes large and mid cap stocks across Developed Markets (DM) countries in Europe. 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.