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REDDIT

Where to get historical monthly performance data for MSCI World factor indexes (Momentum, Quality, Value)?

8
Oct 1, 2026 · 08:28

​Hi everyone,

​For a backtest (calculating downside beta), I am looking for historical monthly performance data for the following indexes:

​MSCI World Momentum Index

​MSCI World Sector Neutral Quality Index

​MSCI World Enhanced Value Index

​Does anyone know where to get these time series as Excel for free?

Any tips would be greatly appreciated 😊