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 (%)
3.32
P/E
13.49
P/E Fwd
12.55
P/BV
1.69
Number of constituents
157
Index Market Cap
$3.29 T
Largest constituent Market Cap
$90.60 B
Smallest constituent Market Cap
$3.13 B
Average constituent Market Cap
$20.97 B
Median constituent Market Cap
$12.56 B
Does this benchmark pursue ESG objectives?
No
Data as of Aug. 29, 2025 

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