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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 and value factors
Within multi-factor indexes, choice is critical. Through top-down and 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 performance of quality, value and low volatility factor strategies. These factors have outperformed over long horizons, however are cyclical and lowly correlated therefore create diversification benefits.
Key benefits of the MSCI Factor Mix A-Series Indexes:
- Parent index construction rules offers liquidity and free float screening
- Provides efficient and controlled exposure to targeted factors and minimizes unintended exposure dilution in a single portfolio
- Offers strong historical risk adjusted performance
MSCI Factor Mix A-Series Indexes:
MSCI Emerging Markets Factor Mix A-Series Index
MSCI EAFE Factor Mix A-Series Index
MSCI USA Factor Mix A-Series Index
MSCI USA Factor Mix A-Series Capped Index
MSCI World Factor Mix A-Series Index
three factors
| Relatively cheap stocks | |
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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, meaning it has tended to perform well in periods of economic expansion. Graham and Dodd's Margin of Safety: Price of the firm is less than conservative estimates of cash flow generated from the firm's assets |
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How does MSCI target value?
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| Sound balance sheets | |
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Quality aims to reflect the performance of companies with durable business models and sustainable competitive advantages. Quality is a defensive factor and has tended to benefit during periods of economic contraction. Quality includes dimensions of profitability, earnings stability and balance sheet strength. |
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How does MSCI target quality?
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| Low risk stocks | |
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MSCI Minimum Volatility Indexes aim to reflect the performance characteristics of a minimum volatility strategy by optimizing towards the lowest absolute risk within a given set of constraints to minimize unintended risks and exposures. |
MSCI Equity Factor Models
MSCI Equity Factor Models
Leverage factors like sustainability, crowding and machine learning for building more resilient portfolios as market conditions change.
Introducing MSCI factor indexes
Introducing MSCI factor indexes
MSCI Factor Indexes seek to reflect the performance characteristics of a range of investment styles and strategies using transparent and rules – based methodologies.
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