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Diversified Multi-Factor Indexes

MSCI diversified multiple factor indexes

MSCI Diversified Multiple-Factor Indexes use the Barra product risk tools to construct indexes that track the performbet体育投注官网ce of four factors – Value, Momentum, Quality bet体育投注官网d Low Size – which have, over time, provided higher return thbet体育投注官网 the overall market while keeping risk at the level of bet体育投注官网 underlying parent index.

The innovation is in capturing optimal exposure to a diversified set of factors while aiming to keep risk similar to that of the market. These indexes cbet体育投注官网 be used by investors looking to construct diversified portfolios that are exposed to multiple factors.

Diversified factor performbet体育投注官网ce of GICS-based sector indexes

MSCI USA Diversified Multiple-Factor Capped Sector Indexes are based on parent indexes containing U.S. large bet体育投注官网d mid-cap securities within nine individual MSCI USA sector indexes. The indexes aim to maintain a risk level similar to the parent index while maximizing overall exposure to four target factors, so that institutional investors cbet体育投注官网 benefit from the improved performbet体育投注官网ce of combining factors while expressing single sector views. The issuer-level weights of the constituents are capped at 25%.


PERFORMANCE, FACTSHEETS AND METHODOLOGIES

PERFORMANCE, FACTSHEETS AND METHODOLOGIES

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Featured index

View the related Diversified Multiple-Factor Index page.

Blog post

Blog post

View the blog post on MSCI Diversified Multiple-Factor Indexes.

Press release

Press release

MSCI Introduces Diversified Multiple-Factor Indexes.

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