MSCI USA Diversified Multiple 5-Factor Index (USD)

The MSCI USA Diversified Multiple 5-Factor Index is based on the MSCI USA Index, its parent index, which includes large and mid-cap stocks across the US market. The index aims to maximize exposure to Value, Momentum, Quality, Low Size, and Low Volatility while maintaining a risk profile similar to that of the parent index.
Index code
716956
Index type
Equity
Benchmark administrator
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Div Yld (%)
1.29
P/E
23.68
P/E Fwd
19.98
P/BV
4.43
Number of constituents
192
Index Market Cap
$26.73 T
Largest constituent Market Cap
$1.68 T
Smallest constituent Market Cap
$1.04 B
Average constituent Market Cap
$139.23 B
Median constituent Market Cap
$54.12 B
Does this benchmark pursue ESG objectives?
No
Data as of Nov. 28, 2025 

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