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 (%)
1.17
P/E
18.95
P/E Fwd
15.05
P/BV
4.06
Number of constituents
162
Index Market Cap
$29.81 T
Largest constituent Market Cap
$2.38 T
Smallest constituent Market Cap
$413.49 M
Average constituent Market Cap
$184.06 B
Median constituent Market Cap
$65.71 B
Does this benchmark pursue ESG objectives?
No
Data as of Oct. 30, 2026 

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