FTSE Invesco Dynamic MultiFactor Index Series

Co-developed with Invesco, the series uses a rules-based framework to target exposure to low volatility, momentum, quality, size and value factors.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE Invesco Dynamic MultiFactor Index Series, co-developed with Invesco, uses a rules-based framework to target exposure to low volatility, momentum, quality, size and value factors.

The index series uses economic and market sentiment indicators to identify four regimes corresponding to different parts of the business cycle: Recovery, Expansion, Slowdown and Contraction. The FTSE Invesco Dynamic MultiFactor Index Series will emphasize exposure to these factors by allocating to one of four predetermined multi-factor indices according to the 'Invesco Signal'. The multi-factor indices, built using FTSE Russell’s innovative ‘Tilt-Tilt’ methodology, target a combination of factors that have historically outperformed other factors in these stages of the business cycle.

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Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

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Research and Insights

Article

Decarbonising high-yield and emerging market bond indices

FTSE Russell is extending its transparent and flexible toolkit to help investors align their fixed income benchmarks to the targets of the 2015 Paris Climate Agreement. This insight provides analysis among the launched indices and insights of the different index behaviours.
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11 min

Article

Can Equal Weight Solve Our Concentration Crisis? Not so fast…

Explore why equal weighting isn't the cure for market concentration and discover a multifactor approach for better diversification and performance.
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10 min

Article

Dividend yield factor left behind in US equity rally

Learn why US dividend yield factor underperformed in 2023, and how technology and discretionary sectors drove the equity rally.
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7 min

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