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The MSCI Diversified Multi-Factor Indexes
May 27, 2015
Multi-factor indexes are important tools for institutional investors seeking diversified exposure to factors that have historically generated premia over long horizons. In this Research Spotlight, we examine the new MSCI Diversified Multi-Factor (DMF) Index family, which selects stocks with exposures to the value, momentum, quality and low size factors, while keeping risk at the level of the market.
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Research authors
- Dimitris Melas, Managing Director, MSCI Research
- Chin Ping Chia, Head of Research for Asia Pacific
- Stuart Doole, Managing Director, MSCI Research
- Padmakar Kulkarni, Executive Director, MSCI Research