MSCI IndexMetrics® An Analytical Framework for Factor, ESG and Thematic Investing
Research Paper
June 9, 2020
Preview
MSCI introduced IndexMetrics® in 2013 as a lingua franca for evaluating and monitoring factor indexes along several dimensions, for a multiperspective analysis. As markets and investment processes continued to evolve, we have enhanced the IndexMetrics framework to keep it relevant. But the foundation remains: a framework designed to provide investors with quantitative measures along four dimensions — key metrics, performance, exposure and investability. Here, we provide an update to the "Introducing MSCI IndexMetrics" launch paper, including a comprehensive overview of the IndexMetrics analytical framework for factor indexes, as well as expanded coverage of ESG and thematic indexes.
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