MSCI Europe Diversified Multiple 5-Factor Index (USD)

The MSCI Europe Diversified Multiple 5-Factor Index is based on the MSCI Europe Index, its parent index, which includes large and mid-cap stocks across Developed Markets in Europe. The index is designed to provide systematic exposure to Value, Momentum, Quality, Low Size, and Low Volatility, balancing factor exposure while maintaining broad market characteristics.
Index code
724005
Index type
Equity
Benchmark administrator
--
Div Yld (%)
3.65
P/E
13.74
P/E Fwd
12.41
P/BV
1.71
Number of constituents
148
Index Market Cap
$3.11 T
Largest constituent Market Cap
$122.81 B
Smallest constituent Market Cap
$233.71 M
Average constituent Market Cap
$21.02 B
Median constituent Market Cap
$11.65 B
Does this benchmark pursue ESG objectives?
N/A
Data as of Nov. 28, 2025 

Want to learn more about MSCI indexes?
Get in touch.