M1EMDV MSCI Emerging Market Diversified Multiple-Factor Index

The Index is composed of stocks of large- and mid-capitalization companies in emerging markets that have favorable exposure to target style factors subject to constraints. The Index is based on MSCI Emerging Markets index, its parent index, which includes large and mid cap stocks across Emerging Markets countries. The Index aims to maximize exposure to four factors Value, Momentum, Quality and Low Size -- while maintaining a risk profile similar to that of the underlying parent index. The Index is constructed using a Barra Equity Model to maximize the index-level exposure to the targeted style factors while maintaining market risk similar to the parent index.

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As of 11/27/2022


Index Information
Provider:     MSCI
Category1:  Global Equity
Category2:  Emerging markets
Category3:  Large and mid cap
Currency:    USD
Inception date:  02/17/2015
Backtesting data exists:   Yes
Weighting methodology:   Other
Factsheet:  Read PDF
Number of holdings:  162  (as of 12/21/2017)
Rebalanced:  Semi-annually
Reconstituted:  Semi-annually

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