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
--
Div Yld (%)
1.17
P/E
24.34
P/E Fwd
19.97
P/BV
4.18
Number of constituents
196
Index Market Cap
$27.69 T
Largest constituent Market Cap
$1.59 T
Smallest constituent Market Cap
$7.81 B
Average constituent Market Cap
$141.31 B
Median constituent Market Cap
$54.91 B
Does this benchmark pursue ESG objectives?
No
Data as of Nov. 28, 2025 

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