MSCI World Quantitative Value Market Neutral Index

The MSCI World Quantitative Value Market Neutral Index is based on the MSCI World Index, its parent index, which includes large and mid-cap stocks across Developed markets. The index uses an optimization process that aims to maximize exposure to the Value factor, while controlling for active risk, active specific risk, and non-target factors relative to the parent index. The index targets 100% long and 100% short exposure, delivering 200% gross and zero net exposure, while targeting a beta close to zero relative to the parent index.