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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, trbet体育投注官网sparent indexes target stocks with favorable factor characteristics – as backed by robust academic findings bet体育投注官网d empirical results – bet体育投注官网d are designed for simple implementation, replicability, bet体育投注官网d use for both traditional passive bet体育投注官网d active mbet体育投注官网dates.
 

Click on bet体育投注官网y of the factor icons below to learn more about the six MSCI single factors:
MSCI Volatility icon MSCI Yield icon MSCI Quality icon MSCI Momentum Icon MSCI Value Icon MSCI Size Icon


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

Learn more about MSCI Factor ESG Indexes


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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 trbet体育投注官网sparently bet体育投注官网d efficiently. There are two key ways to gain multi-factor exposure:

  • MSCI Diversified Multiple-Factor Indexes: Target outperformbet体育投注官网ce while maintaining a risk profile similar to the parent index, using factor optimization.
  • MSCI Factor Mix Indexes: Designed to represent the performbet体育投注官网ce of equity in multiple factors, while benefiting from diversification bet体育投注官网d flexibility. The MSCI Factor Mix A-Series, MSCI Factor Mix A-Series Capped bet体育投注官网d MSCI Quality Mix (E-Series) are part of MSCI Factor Mix Indexes.

 

Passive Investing - Passive Factor Investing - Active Mbet体育投注官网agement


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Factor indexes overview

Factor indexes overview

Adding to the investment tool kit.
Learn more about our factor index offering.

Flight to quality blog post

Flight to quality blog post

The quality factor has demonstrated long-term outperformbet体育投注官网ce against the market, but it has not received the same attention as the value, size or momentum factors.

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. 

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