MSCI Australia Diversified Multiple-Factor Index
The MSCI Australia Diversified Multiple-Factor (AUD) Index captures large and mid-cap stocks across the Australian equity markets. The index is calculated by optimizing the MSCI Australia Index, its parent index, in AUD, 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.
Data as of Nov. 28, 2025