Modern index strategy


Our business is based on helping our clients succeed

We have remained a market leader by expanding and enhancing our index offering to reflect the evolving and complex needs of the institutional investment community – with groundbreaking new products, innovative research, high quality data and dedicated client support.

MSCI has been at the forefront of index construction and maintenance for more than 40 years, launching its first global equity indexes in 1969. Today we are more focused than ever on our clients' business needs and on delivering the quality and innovation they need to navigate increasingly complex markets.

 

 

The index matters

Using an index in the investment process that accurately and consistently measures the full opportunity set is key to fully understanding and capturing all the unique drivers of risk and return.


MODERN

Evolves to measure and capture equity markets as they exist today. Our indexes are built using an innovative maintenance methodology that provides superior balance between the need for a stable index that is flexible enough to adjust quickly to a constantly changing opportunity set. We provide timely and consistent treatment of corporate events MSCI USA Globeand synchronized rebalancings, globally.
 

SEAMLESS

Covers the full opportunity set and all its segments, including GICS® sectors. All of MSCI’s indexes are created using the Global Industry Classification Standard (GICS®), an industry classification system developed by MSCI and S&P Global, which provides a common framework to classify stocks. They offer exhaustive coverage of the investable opportunity set with non-overlapping size and style segmentation.
 

INTEGRATED

Consistent methodology for every market. Where other providers use either a long- or short-term liquidity measure to assess the eligibility of stocks for their indexes, MSCI uses both, recognizing the differences in liquidity between developed and emerging markets and enhancing the investability and replicability of our indexes. MSCI puts strong emphasis on investability and replicability of its indexes through the use of size and liquidity screens.

 

MSCI - A GLOBAL LEADER IN EQUITY INDEXES

99.8%

$ 12.3 trillion

222,000+

1,200+

accuracy rate in index production1 in assets under management are benchmarked to MSCI indexes2 equity indexes calculated daily – 12,000+ in real time equity ETFs based on MSCI indexes3
 

1 Accuracy rate is calculated based on the number of corrected data points in comparison to the total number of data points processed over a one-month period. Corrected data points are identified through internal quality control procedures or through client feedback. Index corrections are subject to a 50bp correction method. Monthly figures are averages for the period January through December 2018.
2 Assets under management (AUM) as of June 30, 2019, reported on September 30, 2019 using data from eVestment for active institutional funds and Morningstar for active retail funds. Equity ETF values were based on data from Refinitiv and MSCI. In addition, AUM includes passive assets using available internal data from MSCI. AUM includes notional open interest in futures and options using internal data from MSCI. Active retail funds include open-ended funds, closed-ended funds and insurance product funds. Active institutional AUM includes separate/segregated AUM, pooled/commingled AUM and mutual fund institutional AUM. AUM includes equity and multi-asset classes. AUM includes the MSCI only portion of hybrid/blended benchmarks from Morningstar and excludes feeder funds and funds of funds. For funds where the AUM was not reported as of June 30, 2019, the previous period AUM was utilized as an estimate. MSCI does not guarantee the accuracy of third-party data.
3 This data is as of September 30, 2019.

 

 

Please click here to read a Japanese language guide to MSCI indexes.
MSCI指数−構築方法のご案内(日本語版)


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