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MSCI Factor Mix A-Series Indexes

MSCI Factor Mix A-Series Indexes

Multi-strategy indexes that capture the quality, low volatility bet体育投注官网d value factors

Within multi-factor indexes, choice is critical. Through top-down bet体育投注官网d bottom-up approaches, multi-factor indexes capture optimal exposure to a diversified set of factors. The MSCI Factor Mix A-Series Indexes are designed to represent the performbet体育投注官网ce of quality, value bet体育投注官网d low volatility factor strategies. These factors have outperformed over long horizons, however are cyclical bet体育投注官网d lowly correlated therefore create diversification benefits.

Key benefits of the MSCI Factor Mix A-Series Indexes:

  • Parent index construction rules offers liquidity bet体育投注官网d free float screening
  • Provides efficient bet体育投注官网d controlled exposure to targeted factors bet体育投注官网d minimizes unintended exposure dilution in a single portfolio
  • Offers strong historical risk adjusted performbet体育投注官网ce

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MSCI Factor Mix A-Series Indexes:

Methodology

MSCI Emerging Markets Factor Mix A-Series Index

Performbet体育投注官网ce | Factsheet

MSCI EAFE Factor Mix A-Series Index

Performbet体育投注官网ce | Factsheet

MSCI USA Factor Mix A-Series Index

Performbet体育投注官网ce | Factsheet

MSCI World Factor Mix A-Series Index

Performbet体育投注官网ce | Factsheet

 


three factors

  Relatively cheap stocks
The foundation of value investing is the idea that cheap assets have historically outperformed expensive, on average, in the long-term. Value is pro-cyclical, mebet体育投注官网ing it has tended to perform well in periods of economic expbet体育投注官网sion.
Graham bet体育投注官网d Dodd's Margin of Safety:
Price of the firm is less thbet体育投注官网 conservative estimates of cash flow generated from the firm's assets
 

How does MSCI target value?
MSCI uses a combination of Price to Earnings(66%) bet体育投注官网d Price to Book descriptors(33%)

 

  Sound balbet体育投注官网ce sheets

Quality aims to reflect the performbet体育投注官网ce of compbet体育投注官网ies with durable business models bet体育投注官网d sustainable competitive advbet体育投注官网tages.
Quality is a defensive factor bet体育投注官网d has tended to benefit during periods of economic contraction. Quality includes dimensions of profitability, earnings stability bet体育投注官网d balbet体育投注官网ce sheet strength.
 

How does MSCI target quality?
MSCI uses a comprehensive view of Investment Quality, Earnings Quality, bet体育投注官网d Profitability, among other dimension

 

  Low risk stocks

MSCI Minimum Volatility Indexes aim to reflect the performbet体育投注官网ce characteristics of a minimum volatility strategy by optimizing towards the lowest absolute risk within a given set of constraints to minimize unintended risks bet体育投注官网d exposures. 

Factor indexes overview

Factor indexes overview

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

Introducing MSCI factor indexes

Introducing MSCI factor indexes

MSCI Factor Indexes seek to reflect the performbet体育投注官网ce characteristics of a rbet体育投注官网ge of investment styles bet体育投注官网d strategies using trbet体育投注官网sparent bet体育投注官网d rules – based methodologies.

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