Equity Factor ModelsBuild more resilient portfolios.
Powering your portfolio from idea to execution
MSCI helps portfolio managers build, implement and measure factor-based strategies through transparent, research-driven frameworks. Combining leading academic and practitioner research, our Barra equity factor models represent the forefront of measuring factor exposure, managing risk and attributing performance through a factor lens — all built to help you adapt and thrive in shifting markets.
Gain a clearer view of portfolio performance drivers through models that deconstruct risk and return across style, sector and macro factors to identify exposures and unintended bets.
Design portfolios built to withstand market shocks and regime shifts. Use factor insights to diversify strategies and help minimize unintended exposures across portfolios and mandates.
Track shifting factor exposures, spot concentration or crowding early, and quickly adapt your strategies to stay within your risk tolerance.
React quickly to volatility and regime shifts with advanced risk signals and scenario analysis with tools designed to support you during periods of volatility and market shifts.
How we can help you
Whether you're seeking to identify opportunity, manage risk or assess manager skill, our innovative models — built on the Barra legacy — are designed to help meet the needs of modern investing.
Differentiate your portfolio
Express unique investment views with more precision. Our models support tailored factor tilts and diversified exposures, helping you identify alpha while aligning with your strategy and style.
Seek maximum alpha
Hedge funds can use our factor models to isolate and enhance alpha signals, reduce unintended exposures, and dynamically manage risk in shifting or crowded markets.
Evaluate managers
Asset owners can use our models to attribute performance with clarity — using consistent factor frameworks to assess managers, identify skill and align investment strategies with portfolio-level goals and benchmarks.
Execute with speed
Banks and market makers can use our factor models to dynamically manage exposures, quickly respond to market shifts, and hedge and trade across asset classes.
A legacy of innovation, built for what’s ahead
A pioneer in multi-factor modeling, MSCI integrates new data signals and methodologies — including crowding, machine learning, climate and AI factors — through its Barra models to reflect the realities of today’s investment environment. When systems, regulations or risk paradigms evolve, we help you adapt and endure.
Extensive experience
Over 50 years of industry expertise, data heritage and continuously advancing solutions.
Broad market reach
Over 70 equity factor models across more than 90,000 securities, 49 industries and over 85 countries.1
Continuous innovation
Models that reflect the evolving priorities of today’s portfolio strategies, from AI-driven insights to other emerging themes.
Flexible access
Access via Barra platforms, flat files, third-party platforms or Snowflake.
Factor model suite by MSCI
We offer models at the country, regional, and global level, designed for both long-term and trading horizons.
- 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
- China Local Equity Factor Model - Long-term and Trading
- 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
50 Years of factor models: How investment landscape has evolved and what’s next
Over the last five decades, markets have become more global, more complex, and more volatile. Investors’ needs have shifted from simply understanding portfolio risk to building resilient, adaptive strategies that balance risk and opportunity. In this discussion, Mark Carver explores how factor models have evolved alongside the industry — from offering transparency into risk and return to powering decisions in today’s dynamic environment, and explores what’s next, including the role of AI, sustainability, and private assets in shaping the future of portfolio construction.
Featured models
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1 As of March 2025.