MSCI World Quantitative Multifactor 130/30 Index

The MSCI World Quantitative QVM 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 Quality, Value and Momentum (QVM) multifactor, 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.