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 (%)
3.15
P/E
14.91
P/E Fwd
12.87
P/BV
1.95
Number of constituents
146
Index Market Cap
$4.11 T
Largest constituent Market Cap
$235.12 B
Smallest constituent Market Cap
$1.91 B
Average constituent Market Cap
$28.16 B
Median constituent Market Cap
$15.74 B
Does this benchmark pursue ESG objectives?
No
Data as of Sept. 30, 2026 

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