Updated on a monthly basis, the MSCI Global Index Monitor (GIM) provides online access to a wide range of global equity market index data. GIM features numerous flagship MSCI indexes such as the MSCI Emerging Markets Index and MSCI ACWI, along with an extensive suite of country and regional indexes across Developed, Emerging and Frontier Markets.
GIM offers in-depth risk and return analysis for the MSCI indexes covered, including:
- Price returns and total (or gross) returns calculated in eight currencies (USD, EUR, GBP, JPY, CHF, AUD, CAD and local)
- Barra risk and performance attribution
- Current and historical sector and country breakouts, current and historical index fundamentals, top 10 index constituents, top and bottom 10 index performers
GIM also includes coverage of a broad sampling of the MSCI Value & Growth, Islamic, Equal Weighted and Minimum Volatility Indexes.
GIM is available for pension plans, endowments, foundations, consultants and qualified wealth managers.
The historical data available for the constituents of the MSCI Global Equity Indexes is broad and deep, providing over 40 years of Developed Markets (DM) and Asia Pacific Markets (AP) history and over 25 years of Emerging Markets (EM) history. This comprehensive history of the global investable Indexes universe is ideal for anyone wishing to back-test investment strategies.
The MSCI Market Open Index (MOI) files help clients price or replicate MSCI indexes more efficiently intraday and at market close.
The files are delivered at the close of the day prior to market open and contain data points, such as index divisors, index and security dividend points and intraday number of shares. "Interim index constituents" are also included to capture the impact of corporate events on the index, eliminating the need for clients to refer to Price Adjustment Factors (PAFs) for index calculation.
The MSCI Market Open Index files are complementary to existing MSCI files and are available at no additional cost to clients that are licensed to receive the corresponding MSCI data modules.
Three packaged options are available to meet various client preferences:
- MOI add-on 'Core' security package, available direct and/or through vendors. For clients that automate the processing of a large number of MSCI core indexes.
- MOI Integrated Client File (ICF) package, available direct and/or through vendors. For clients receiving MSCI Custom and Thematic & Strategy Indexes.
- MOI single index file(s), available direct (no IT pre-processing necessary). For clients receiving a limited number of indexes. Each file contains one index, for a given currency and index variant (price, net or gross).
Facilitates index replication
Disseminated after market close (t-1), the market open index file gives a complete description of the index constituents for the next day’s (t) market open and intraday in a consistent and easy to use format. It also provides a list of index changes effective as of the next market close (t) for the following market open (t+1).
Enhances index pricing procedures
Data points such as index divisors help value MSCI indexes intraday while dividend points show index dividends expressed as a fraction of the index level.
Certain intraday corporate events are captured as "interim constituents" that explicitly show the impact of the event on the index price level.
Clients wishing to receive Market Open Index data for more than 10 - 15 indexes should use the Core or the ICF packages.