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
MSCI LIMITED
Div Yld (%)
3.07
P/E
15.09
P/E Fwd
13.05
P/BV
1.93
Number of constituents
151
Index Market Cap
$4.58 T
Largest constituent Market Cap
$160.88 B
Smallest constituent Market Cap
$1.91 B
Average constituent Market Cap
$30.37 B
Median constituent Market Cap
$17.88 B
Does this benchmark pursue ESG objectives?
No
Data as of Aug. 31, 2026 

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