MSCI World Quantitative Value 130/30 Index

The MSCI World Quantitative Value 130/30 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 130% long and 30% short exposure, delivering 160% gross and 100% net long exposure, while targeting a beta close to 1 relative to the parent index.