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MSCI Factor Indexes

The MSCI Factor Indexes are rules-based indexes that capture the returns of systematic factors that have historically earned a persistent premium over long periods of time—such as Value, Low Size, Low Volatility, High Yield, Quality and Momentum.

Approximately  USD 236 billion in assets are estimated to be benchmarked to MSCI Factor Indexes1

1 Data as of  December, 2017 and reported as of March, 2018  by eVestment, Morningstar, Bloomberg and MSCI.


PERFORMANCE, FACTSHEETS AND METHODOLOGIES

Factor indexes (select your index by choosing the appropriate Indexes in the drop down menu)

MSCI USA Momentum Index

Performance | Factsheet | Methodology

MSCI USA Enhanced Value Index

Performance | Factsheet | Methodology

MSCI USA Sector Neutral Quality Index

Performance | Factsheet | Methodology

MSCI USA Risk Weighted Index

Performance | Factsheet | Methodology
 
MSCI World ex USA Sector Neutral Quality Index

Performance | Factsheet | Methodology

MSCI World ex USA Momentum Index

Performance | Factsheet | Methodology

MSCI World ex USA Enhanced Value Index

Performance | Factsheet | Methodology

MSCI World ex USA Risk Weighted Index

Performance | Factsheet | Methodology

MSCI ESG Analytics

Introducing ESG Analytics

Research Spotlight

MSCI Factor Indexes in Perspective ̶ Insights from 40 Years of Data

Research Insight

Index Performance in Changing Economic Environments.

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