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 (%)
3.15
P/E
13.56
P/E Fwd
12.12
P/BV
1.63
Number of constituents
158
Index Market Cap
$3.99 T
Largest constituent Market Cap
$124.96 B
Smallest constituent Market Cap
$383.70 M
Average constituent Market Cap
$25.29 B
Median constituent Market Cap
$14.80 B
Does this benchmark pursue ESG objectives?
No
Data as of April 30, 2025 

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