MSCI Europe Multiple-Factor ESG Target Index

The MSCI Europe Multiple-Factor ESG Target Index is based on MSCI Europe Index, its parent index, which includes large and mid-cap stocks across Developed Market (DM) countries in Europe. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to combination of style factors along with the improvement in the ESG profile of the index.
Index code
716008
Inception date
Sept. 28, 2017
Div Yld (%)
3.17
P/E
15.15
P/E Fwd
13.29
P/BV
1.88
Number of constituents
108
Index Market Cap
$4.58 T
Largest constituent Market Cap
$229.86 B
Smallest constituent Market Cap
$615.67 K
Average constituent Market Cap
$42.41 B
Median constituent Market Cap
$22.36 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI Europe Multiple-Factor ESG Target Index

Implied Temperature Rise
> 1.5°C - < 2°C
100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI Europe Multiple-Factor ESG Target Index
Score
Coverage
ESG Score
9.41
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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