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 (%)
2.29
P/E
15.76
P/E Fwd
14.20
P/BV
1.48
Number of constituents
88
Index Market Cap
$2.35 T
Largest constituent Market Cap
$78.62 B
Smallest constituent Market Cap
$890.44 M
Average constituent Market Cap
$26.73 B
Median constituent Market Cap
$19.68 B
Does this benchmark pursue ESG objectives?
N/A
Data as of Nov. 28, 2025 

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