MSCI World Sector Neutral Quality Index

The MSCI World Sector Neutral Quality Index captures large and mid-cap representation across Developed Markets countries. The index aims to capture the performance of securities that exhibit stronger quality characteristics relative to their peers within the same GICS® sector by identifying stocks with high quality scores based on three main fundamental variables: high Return-on-Equity (ROE), low leverage and low earnings variability.
Index code
705169
Inception date
Aug. 11, 2014
Div Yld (%)
1.53
P/E
23.84
P/E Fwd
21.36
P/BV
6.23
Number of constituents
295
Index Market Cap
$28.57 T
Largest constituent Market Cap
$1.49 T
Smallest constituent Market Cap
$2.35 B
Average constituent Market Cap
$96.84 B
Median constituent Market Cap
$37.30 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI World Sector Neutral 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 World Sector Neutral Quality Index
Score
Coverage
ESG Score
7.26
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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