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A leader in factor indexing

MSCI Factor Indexes are designed to capture the return of factors which have historically demonstrated excess market returns over the long run. These rules-based, transparent indexes target stocks with favorable factor characteristics – as backed by robust academic findings and empirical results – and are designed for simple implementation, replicability, and use for both traditional passive and active mandates.
 

Click on any of the factor icons below to learn more about the MSCI single factors:
MSCI Volatility icon MSCI Yield icon MSCI Quality icon MSCI Momentum Icon MSCI Value Icon MSCI Size Icon Growth


Learn more about factors – view the MSCI Factor Investing Webinar Series.

Learn more about MSCI Factor ESG Indexes


MSCI Equity Factor Models

MSCI Equity Factor Models

Redefining the way models are constructed and delivered.

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MSCI Equity Factor Models

 

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Factor indexes

MSCI Factor Indexes - 40 years experience

In addition to Single Factor Indexes we offer MSCI Multiple-Factor Indexes, which aim to give institutional investors a foundation for implementing multi-factor strategies transparently and efficiently. There are two key ways to gain multi-factor exposure:

  • MSCI Diversified Multiple-Factor Indexes: Target outperformance while maintaining a risk profile similar to the parent index, using factor optimization.
  • MSCI Factor Mix Indexes: Designed to represent the performance of equity in multiple factors, while benefiting from diversification and flexibility. The MSCI Factor Mix A-Series, MSCI Factor Mix A-Series Capped and MSCI Quality Mix (E-Series) are part of MSCI Factor Mix Indexes.

 

Passive Investing - Passive Factor Investing - Active Management


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MSCI Equity Factor Models

MSCI Equity Factor Models

Leverage factors like sustainability, crowding and machine learning for building more resilient portfolios as market conditions change.

Are Factors Only for Quants?

Are Factors Only for Quants?

Explore why Factors are the domain of every investor.

Awards 2021

Awards 2021

Equity Factor Index Provider of the Year at Professional Pensions Investment Awards 2021