Equity Factor ModelsRedefining how models are designed and delivered.
Understand the drivers of risk and return
MSCI helps clients build, implement and measure factor-based strategies through consistent, systematic and transparent factor frameworks. Combining leading academic and practitioner research, our Barra factor models represent the forefront of measuring factor exposure and risk, and for attributing performance through a factor lens.
Asset managers — quantitative and fundamental — can use our factor research, analytics, data and tools to construct highly differentiated portfolios.
Asset owners can use our models to assess fund manager performance and help distinguish skill from luck.
Hedge funds can use our models to help preserve and maximize their unique source of alpha while minimizing risk.
Banks and broker-dealers can use our customized models to quickly react to market events.
How we can help you
Implement factor-based strategies and measure performance using innovative models built on the Barra legacy.
Manage downside risk
Identify allocation opportunities in crisis events using factors such as crowding and machine learning.
Adapt to changing regimes
Inform allocation adjustments using dynamic covariance capabilities and enhanced risk-forecasting methodology.
Efficiently access models
Customize and align your investment strategies via a modern and flexible interface with Snowflake.
Factor model suite by MSCI
We offer over 70 models across more than 90,000 securities, 49 industry factors and over 85 countries.
As of March 2024.
- Global Equity Factor Model — Long-term and Trading
- Global Total Market Equity Model — Long-term and Trading
- Global Investable Markets Equity Model — Long-term
- Multi-Asset Class Factor Model
- Europe Equity Factor Model - Long-term and Trading
- Europe Total Market Equity Model - Long-term and Trading
- Europe Stochastic Factor Model
- Asia Pacific Equity Factor Model - Long-term and Trading
- Emerging Markets Equity Model
- USA Equity Factor Model - Long-term and Trading
- US Total Market Equity Model - Long-term, Medium- term, Trading
- US Sector Equity Models
- US Small Cap Equity Model
- Canada Equity Model
- Brazil Equity Model
- Mexico Equity Model
- South Africa Equity Model
- United Kingdom Equity Model
- United Kingdom Trading Equity Model
- Australia Equity Model
- China Equity Model
- China International Equity Model
- Hong Kong Equity Model
- India Equity Model
- Indonesia Equity Model
- Japan Equity Factor Models - Long-term and Trading
- Korea Equity Model
- Malaysia Equity Model
- New Zealand Equity Model
- Singapore Equity Model
- Taiwan Equity Model
- Thailand Equity Model
What’s driving your risk and returns?
Learn from our equity factor experts at MSCI — Mark Carver and George Bonne — how our expanded suite of equity factor models is designed to help you address the most critical challenges of modern investing.
Featured models
