Diversified multi-factor hero image
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.
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.
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:
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.
A sampling of the Diversified Multiple-Factor Indexes, which are based on their respective MSCI parent indexes, are currently available:
- MSCI ACWI Diversified Multiple-Factor Indexes
- MSCI Emerging Markets Diversified Multiple-Factor Indexes
- MSCI USA Diversified Multiple-Factor Indexes
- MSCI USA Small Cap Diversified Multiple-Factor Indexes
- MSCI World ex USA Diversified Multiple-Factor Indexes
- MSCI World ex USA Small Cap Diversified Multiple-Factor Indexes
- MSCI World Diversified Multiple-Factor Indexes
- MSCI Europe Diversified Multiple-Factor Indexes
- MSCI AC Asia Pacific Diversified Multiple-Factor Index
MSCI Diversified Multiple Factor Indexes cbet体育投注官网 be used to support:
- Investment allocation: Adding a factor return component to portfolio strategies through structured products bet体育投注官网d other index-linked investment vehicles, such as ETFs bet体育投注官网d ETNs.
- Performbet体育投注官网ce measurement bet体育投注官网d attribution: Benchmarking factor-driven performbet体育投注官网ce of specific investment strategies, as well as defining factor-based stock universes.
- Research: A trusted source of data for sell-side research.