MSCI Japan Diversified Multiple-Factor Index

The MSCI Japan Diversified Multiple-Factor Index is based on a traditional market cap weighted parent index, the MSCI Japan Index, which includes Japanese large and mid cap stocks. 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
707201
Index type
Equity
Benchmark administrator
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Div Yld (%)
2.13
P/E
16.91
P/E Fwd
14.40
P/BV
1.52
Number of constituents
82
Index Market Cap
$2.52 T
Largest constituent Market Cap
$82.44 B
Smallest constituent Market Cap
$526.99 M
Average constituent Market Cap
$30.78 B
Median constituent Market Cap
$25.56 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of March 31, 2026 
* For ESG objective information, please see this page

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