Navigation Menu

MSCI Factor Tilt Indexes

MSCI factor tilt indexes

For large-scale asset managers and asset owners for whom investability is critical, narrow factor indexes may not have sufficient liquidity and capacity due to their concentrated nature.

The MSCI factor tilt indexes‒ which are part of the High Capacity Factor Indexes ‒ have higher investability requirements by tilting market capitalization weights of securities based on the relevant factor score. All constituents of a parent index are then reweighted accordingly, resulting in a factor tilt index offering relatively high capacity and investability.

The table below includes methodology highlights for Factor Tilt Indexes based on our systematic factors

  • Value
  • Quality
  • Momentum
  • Size
  • Dividend
  • Volatility Tilt

Applications

Fact Sheets

Contact us

Contact us

Speak to a MSCI representative regarding MSCI Factor Tilt Indexes.

Factsheet

Factsheet

MSCI ACWI Value Weighted Index

Index definitions

Index definitions

Refer to this useful guide on key index definitons.

UtmAnalytics