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
Inception date
Aug. 24, 2015
Div Yld (%)
3.24
P/E
13.59
P/E Fwd
12.31
P/BV
1.65
Number of constituents
160
Index Market Cap
$4.45 T
Largest constituent Market Cap
$221.46 B
Smallest constituent Market Cap
$83.50 M
Average constituent Market Cap
$27.81 B
Median constituent Market Cap
$15.31 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI Europe Diversified Multiple-Factor Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI Europe Diversified Multiple-Factor Index
Score
Coverage
ESG Score
7.83
100.00%
UN Global Compact Violations % (*)
0.00%
100.00%
Red Flag ESG Controversies % (*)
0.00%
100.00%
MSCI ACWI IMI
Score
Coverage
ESG Score
6.72
88.49%
UN Global Compact Violations % (*)
0.15%
97.03%
Red Flag ESG Controversies % (*)
0.16%
97.03%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

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