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
MSCI USA Enhanced Value Index
MSCI USA Sector Neutral Quality Index
MSCI USA Low Size Index
MSCI World ex USA Momentum Index
MSCI World ex USA Enhanced Value Index
MSCI World ex USA Low Size Index
ADDITIONAL INSIGHTS AND RESEARCH