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 (%)
1.85
P/E
17.36
P/E Fwd
15.76
P/BV
1.70
Number of constituents
80
Index Market Cap
$2.92 T
Largest constituent Market Cap
$108.73 B
Smallest constituent Market Cap
$2.82 B
Average constituent Market Cap
$36.60 B
Median constituent Market Cap
$25.67 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of Aug. 31, 2026 
* For ESG objective information, please see this page

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