MSCI Europe Diversified Multiple-Factor Index

The MSCI Europe Diversified Multiple-Factor Index is based on the MSCI Europe Index, its parent index, which includes large and mid-cap stocks across Developed Markets countries. 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
706535
Index type
Equity
Benchmark administrator
--
Div Yld (%)
3.27
P/E
13.64
P/E Fwd
12.73
P/BV
1.72
Number of constituents
157
Index Market Cap
$3.35 T
Largest constituent Market Cap
$95.94 B
Smallest constituent Market Cap
$2.93 B
Average constituent Market Cap
$21.38 B
Median constituent Market Cap
$12.34 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of Dec. 31, 2025 
* For ESG objective information, please see this page

Want to learn more about MSCI indexes?
Get in touch.