MSCI USA Diversified Multiple-Factor Index

The MSCI USA Diversified Multiple-Factor Index is based on a traditional market cap weighted parent index, the MSCI USA Index, which includes US large and mid cap stocks. The index aims to maximize exposure to four factors - Value, Momentum, Quality and Low Size -- while maintaining a risk profile similar to that of the underlying parent index.
Index code
706176
Index type
Equity
Benchmark administrator
--
Div Yld (%)
1.29
P/E
21.47
P/E Fwd
18.06
P/BV
3.80
Number of constituents
187
Index Market Cap
$23.82 T
Largest constituent Market Cap
$1.19 T
Smallest constituent Market Cap
$847.94 M
Average constituent Market Cap
$127.39 B
Median constituent Market Cap
$49.26 B
Does this benchmark pursue ESG objectives?
No
Data as of June 30, 2025 

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