MSCI Short & Leveraged Daily Indices
Performance benchmarks for daily shorting and leveraged investment strategies
 |
The MSCI Short & Leveraged Daily Indices aim to replicate the performance of daily shorting and leveraged investment strategies and can be used as benchmarks for institutional investors following these types of strategies. They can also be licensed for use as the basis for exchange traded funds (ETFs) or other index-linked investment products. |
The MSCI Short Daily Indices are also available excluding the above-mentioned stock borrowing costs.
The MSCI Short & Leveraged Daily Indices can be calculated for all MSCI Developed, Emerging and Frontier Markets countries including the Gulf Cooperation Council (GCC) countries ex Saudi Arabia and the Arabian Markets countries ex Saudi Arabia. The MSCI Short & Leveraged Indices are constructed from certain MSCI Country and Regional Indices that are calculated according to the MSCI Global Investable Market Indices Methodology.
Flagship indices at launch include:
| Developed Markets | Emerging Markets |
|---|---|
| MSCI World Short Daily Index | MSCI ACWI Short Daily Index |
| MSCI World Leveraged 2x Daily Index | MSCI ACWI Leveraged 2x Daily Index |
| MSCI EAFE Short Daily Index | MSCI Emerging Markets Short Daily Index |
| MSCI EAFE Leveraged 2x Daily Index | MSCI Emerging Markets Leveraged 2x Daily Index |
| MSCI USA Short Daily Index | MSCI AC Asia ex Japan Leveraged 2x Daily Index |
| MSCI USA Leveraged 2x Daily Index |
The MSCI Short & Leveraged Daily Indices can be used to:
- Benchmark daily short or leveraged investment strategies
- Construct index-linked investment vehicles such as listed and OTC derivatives, ETFs, exchange traded notes (ETNs), and mutual funds.