VedexProductsMSCIMSCI Factor Indices

MSCI Factor Indices

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Indices based on specific investment factors like Value, Momentum, and Quality.

API Access
Est. Price

~$15,000/yr est.

Update Frequency

Daily

Pricing Tiers

1

Regions

1

Quality SignalsB

Freshness

Recently enriched

75

Complete

75%

API

API Available

Product Overview

Multi-Asset Investment Analytics and Index Platform$$

Offering: Comprehensive suite of global market indices, quantitative risk models, and ESG/climate research data for institutional portfolio management and benchmarking.

Best for: Institutional asset managers and pension funds requiring standardized risk models and benchmark data for multi-asset portfolio construction.

Benefits
  • Industry-standard risk and performance attribution models
  • Extensive global coverage across equity
  • fixed income
  • and real estate
  • Robust integration via modern delivery channels like Snowflake and REST APIs
  • Deep expertise in ESG and climate risk regulatory reporting
Drawbacks
  • High complexity and learning curve for specialized risk platforms like Barra
  • Potential for vendor lock-in due to index licensing dependencies
  • Less agile than niche
  • AI-native alternative data providers

Product Intelligence

Value Score
44
quality per $
Coverage
70
geo × freq × depth
Try-ability
0
ease of trial

Product Details

Use Cases
Equity alpha generation | Factor-based portfolio construction | Risk factor decomposition | Performance attribution analysis | Strategic asset allocation | Smart beta product development | Institutional investment research
Coverage
Global
Delivery
REST APISFTPS3 BucketSnowflake ShareWeb UI downloadEmail
Data Sources
corporate filings
Detected Use Cases
investment research

Pricing Tiers

Vedex estimate
~$15,000/yr est.
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$15,000/yr est.

Request a sample directly from MSCI.

Web Authority

Notable
33
9 mentions·3 platforms
Academic Papers
2 × 8 pts+16
Reddit
3 × 3 pts+9
LinkedIn
4 × 2 pts+8
Evidence5 sources
Academic Papers

An Institutional Investor Perspective

The Appendix provides a more detailed description of the construction of the MSCI factor indices. Table 2 reports performance for the equity factors Value ...

Academic Papers

Decision-Making, Sub-Additive Recursive

by MC Nwogugu · 2020 · Cited by 32 — 3.9 MSCI Factor Indices. MSCI created twelve investable indices each of which has exposure to one Barra risk-model factor (eg. factors such as volatility ...Read m

Reddit

Multifactor Portfolio : Seeking low fees, good exposure and ...

I've also compared MSCI factor indices (returns in USD, as they don't have fact sheets for EUR on all of these), which has history going back to ...

Data Dictionary

Expected fields and columns in this data product


About MSCI Factor Indices

MSCI Factor Indices is an alternative data product offered by MSCI, available on discovery. Data is updated daily. API access is available for programmatic integration. Vedex estimates pricing at roughly $15,000/yr (an estimate, not a vendor-published price).

Indices based on specific investment factors like Value, Momentum, and Quality.

About MSCI

MSCI is a index provider vendor based in New York City. MSCI’s Private Capital Indexes data provides asset owners, asset managers, and General Partners with the most accurate insights into private capital returns, enabling unrivaled benchmarking of private...

View MSCI Profile

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