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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.

MSCI launched the industry’s first Minimum Volatility index in 2008, and now we provide a broad family of factor indexes. Approximately USD 180 Billion are estimated to be benchmarked to MSCI Factor Indexes.1

1 Data as of September, 2016 and reported as of December,2016 by eVestment, Morningstar, Bloomberg and MSCI.


PERFORMANCE, FACTSHEETS AND METHODOLOGIES

Factor indexes (select your index by choosing the appropriate Index Family 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

The Index Matters

MSCI indexes are at the heart of the global investment process. Read more about how we focus on helping you succeed.

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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