MSCI Australia IMI Diversified Multiple-Factor (AUD) Index

The MSCI Australia IMI Diversified Multiple-Factor (AUD) Index is designed to measure the performance of the large, mid and small cap segments of the Australia market. 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
709740
Inception date
Sept. 22, 2016
Div Yld (%)
3.55
P/E
19.08
P/E Fwd
16.81
P/BV
2.21
Number of constituents
122
Index Market Cap
$1.20 T
Largest constituent Market Cap
$93.16 B
Smallest constituent Market Cap
$613.54 M
Average constituent Market Cap
$9.84 B
Median constituent Market Cap
$4.80 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI Australia IMI Diversified Multiple-Factor (AUD) Index

Implied Temperature Rise
> 3.2°C
97.54% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI Australia IMI Diversified Multiple-Factor (AUD) Index
Score
Coverage
ESG Score
7.26
100.00%
UN Global Compact Violations % (*)
0.00%
100.00%
Red Flag ESG Controversies % (*)
0.00%
100.00%
MSCI ACWI IMI
Score
Coverage
ESG Score
6.72
88.49%
UN Global Compact Violations % (*)
0.15%
97.03%
Red Flag ESG Controversies % (*)
0.16%
97.03%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

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