- Home/
- Our Solutions/
- Indexes/
- Index Profiles/
- Factors/
- MSCI Diversified Multiple-Factor Indexes/MSCI Diversified Multiple-Factor Indexes
- Environmental, Social, and Governance (ESG)
- MSCI ACWI Sustainable Impact Index
- MSCI China IMI Environment 10/40 Index
- MSCI ESG Focus Indexes
- MSCI USA ESG Select Index
- MSCI KLD 400 Social Index
- MSCI Low Carbon Indexes
- MSCI Japan Empowering Women Index
- MSCI Japan ESG Select Leaders Index
- MSCI Japan Empowering Women (WIN) Select Index
- MSCI Canada IMI Women’s Leadership Select Index
- Currency Hedged
- Market Cap Weighted
- MSCI All Market Indexes
- MSCI China A International Indexes
- MSCI China All Shares
- MSCI China Indexes
- MSCI Emerging Markets ex China Index
- MSCI US Equity Indexes
- MSCI USA IMI Sector Indexes
- MSCI Indexes for Australian Investors
- MSCI Indexes for Canadian Investors
- MSCI Investable Market Indexes
- MSCI ASEAN Indexes
- MSCI Saudi Arabia Indexes
- MSCI Emerging and Frontier Markets Indexes
- Factors
- MSCI Diversified Multiple-Factor Indexes
- MSCI Dividend Masters Indexes
- MSCI Equal Weighted Indexes
- MSCI Factor Indexes
- MSCI High Dividend Yield and Hedged Indexes
- MSCI Minimum Volatility Indexes
- MSCI Risk Weighted Indexes
- MSCI Select Value Momentum Blend Indexes
- MSCI Top 50 Dividend Indexes
- Índice MSCI All Colombia Local Listed Risk Weighted
- Índices MSCI Mexico Select Momentum Capped & Mexico Select Risk Weighted
- Wealth
- Additional Index Profiles
MSCI DIVERSIFIED MULTIPLE FACTOR INDEXES
MSCI Diversified Multiple-Factor Indexes use the Barra product risk tools to construct indexes that track the performance of four factors – Value, Momentum, Quality and Low Size – which have, over time, provided higher return than the overall market while keeping risk at the level of an underlying parent index.
The innovation is in capturing optimal exposure to a diversified set of factors while aiming to keep risk similar to that of the market. These indexes can be used by investors looking to construct diversified portfolios that are exposed to multiple factors.
DIVERSIFIED FACTOR PERFORMANCE OF GICS-BASED SECTOR INDEXES
MSCI USA Diversified Multiple-Factor Capped Sector Indexes are based on parent indexes containing U.S. large and mid-cap securities within nine individual MSCI USA sector indexes. The indexes aim to maintain a risk level similar to the parent index while maximizing overall exposure to four target factors, so that institutional investors can benefit from the improved performance of combining factors while expressing single sector views. The issuer-level weights of the constituents are capped at 25%.
MSCI Diversified Multiple-Factor Indexes
MSCI ACWI Diversified Multiple-Factor Index
MSCI Emerging Markets Diversified Multiple-Factor Index (USD)
MSCI World ex USA Diversified Multiple-Factor Index
MSCI World ex USA Small Cap Diversified Multiple-Factor Index
MSCI USA Diversified Multiple-Factor Index
MSCI USA Small Cap Diversified Multiple-Factor Index
MSCI DIVERSIFIED MULTIPLE-FACTOR CAPPED SECTOR INDEXES
MSCI USA Energy Diversified Multiple-Factor Capped Index
MSCI USA Materials Diversified Multiple-Factor Capped Index
MSCI USA Industrials Diversified Multiple-Factor Capped Index
MSCI USA Consumer Discretionary Diversified Multiple-Factor Capped Index
MSCI USA Consumer Staples Diversified Multiple-Factor Capped Index
MSCI USA Health Care Diversified Multiple-Factor Capped Index
MSCI USA Financials Diversified Multiple-Factor Capped Index
MSCI USA Information Technology Diversified Multiple-Factor Capped Index
MSCI USA Utilities Diversified Multiple-Factor Capped Index