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
MSCI LIMITED
Div Yld (%)
1.12
P/E
19.98
P/E Fwd
16.23
P/BV
4.31
Number of constituents
174
Index Market Cap
$32.63 T
Largest constituent Market Cap
$1.91 T
Smallest constituent Market Cap
$476.11 M
Average constituent Market Cap
$187.57 B
Median constituent Market Cap
$70.47 B
Does this benchmark pursue ESG objectives?
No
Data as of Aug. 31, 2026 

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