MSCI USA Diversified Multiple-Factor Index (CAD)

The MSCI USA Diversified Multiple-Factor (CAD) Index captures large and mid-cap stocks across the US equity markets. The index is calculated by optimizing the MSCI USA Index, its parent index, in CAD, 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
707934
Index type
Equity
Benchmark administrator
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Div Yld (%)
1.12
P/E
23.40
P/E Fwd
19.02
P/BV
4.37
Number of constituents
193
Index Market Cap
$32.50 T
Largest constituent Market Cap
$1.62 T
Smallest constituent Market Cap
$10.21 B
Average constituent Market Cap
$168.42 B
Median constituent Market Cap
$66.27 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of Feb. 27, 2026 
* For ESG objective information, please see this page

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