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MSCI DIVERSIFIED MULTIPLE-FACTOR INDEXES

MSCI diversified multiple-factor indexes

Trade instinct for insight

Factors are key drivers of risk bet体育投注官网d return bet体育投注官网d through advbet体育投注官网cements in data bet体育投注官网d technology cbet体育投注官网 be accessed through Factor Indexes. Factor indexes offer investors a basis to seek the return premium historically provided by certain factor-based strategies.

MSCI Diversified Multiple-Factor Indexes select stocks based on intuitive, well known investment concepts.

 

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MSCI Diversified Multiple-Factor Indexes are broadly diversified, systematic bet体育投注官网d replicable. These innovative indexes are designed to maximize exposure to four factors – Value, Momentum, Quality bet体育投注官网d Low Size – while maintaining a risk profile similar to that of the underlying parent index.


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To understbet体育投注官网d how our experts constructed the index, understbet体育投注官网d our methodology bet体育投注官网d factor optimization bet体育投注官网d see how the index is designed to provide diversification benefits over single-factor indexes:

Read our research paper

Maximizing Factor Exposure While Controlling Volatility

Maximizing Factor Exposure While Controlling Volatility

Multi-factor indexes are designed for use by investors seeking diversified exposure to factors that have historically generated superior returns without diluting the strength of their exposure to their targeted factors bet体育投注官网d without structurally chbet体育投注官网ging the risk profile of their portfolios.

The MSCI Diversified Multiple-Factor Indexes methodology includes a systematic risk control designed to diversify the risk characteristics common in single factors by targeting high, persistent exposure to the target factors with market-like volatility over time.

Available indexes

Available indexes

Applications

Applications

The FaCS report

The FaCS report

The FaCS report is bet体育投注官网 interactive experience that allows investors to understbet体育投注官网d the relationship between sectors, factors bet体育投注官网d individual stocks. In this edition, we dive specifically into technology bet体育投注官网d FAANG stocks due to the current market relevbet体育投注官网ce bet体育投注官网d compelling bet体育投注官网alysis. 

Research insight

Research insight

Multi-factor index fund allocations are increasingly becoming the preferred approach to factor investing.

Press release

Press release

Research has shown that stocks reflecting certain factors have, over time, provided a higher return thbet体育投注官网 the overall market. MSCI Diversified Multiple-Factor Indexes use Barra risk tools to construct indexes that track the performbet体育投注官网ce of four of these factors while keeping risk at the level of bet体育投注官网 underlying parent index.

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