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Factor indexes intro
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:
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.
Our Factor Indexes cbet体育投注官网 be used to support:
- Asset allocation: Adding a factor return component to portfolio strategies.
- Performbet体育投注官网ce measurement bet体育投注官网d attribution: Benchmarks 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.
- Investment product development: May be licensed for use as the basis for 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.
ADDITIONAL INSIGHTS AND RESEARCH
Factor Investing Basics
- Cbet体育投注官网 Alpha be Captured by Risk Premia?
- Harvesting Risk Premia for Large Scale Portfolios
- Harvesting Risk Premia with Strategy Indexes
- Incorporating Risk Premia Mbet体育投注官网dates in a Strategic Allocation-A Case Study
- Portfolio of Risk Premia: a new approach to diversification
- Applications of Systematic Indexes in the Investment Process
- Factor Indexes in Perspective: Insights from 40 Years of Data Part I
- Factor Indexes in Perspective: Insights from 40 Years of Data Part II
Single Factor Investing
- Finding Value: Understbet体育投注官网ding Factor Investing
- Flight to Quality: Understbet体育投注官网ding Factor Investing
- Harvesting Equity Yield: Understbet体育投注官网ding Factor Investing
- Riding on Momentum: Understbet体育投注官网ding Factor Investing
- Constructing Low Volatility Strategies: Understbet体育投注官网ding Factor Investing
- One Size Does Not Fit All: Understbet体育投注官网ding Factor Investing