Index

The MSCI USA Low Carbon SRI Leaders Index is based on the MSCI USA Index, its parent index, and includes large and mid-cap segment of the US market. The index aims to represent the performance of companies that have low carbon transition risk than that of the broad market and have high Environmental, Social and Governance (ESG) performance. The Index excludes companies whose products have negative social or environmental impacts. Constituent selection is based on the research provided by MSCI...

Low Carbon SRI

Research Report

In this paper, we investigate whether the new Barra Europe Stochastic Factor Model (EURS1) performs differently in portfolio construction when compared to other statistical models commonly used by investors.  In order to explore this, we built a typical principal component analysis (PCA) model and used both the PCA and EURS1 models to track two popular benchmarks using the Barra Open Optimizer.  In all cases, we found EURS1 to have the lowest tracking error, and the EURS1 slow model...

Portfolio Management Analytics

Fact Sheet

Emerging Markets Indexes

Research Report

BarraOne Equity Risk Models

Research Report

Euro area sovereign risks continue to dominate headlines as political uncertainty and market volatility increase. Investors have been preparing for the possibility that one or more countries may exit the common currency, and so has MSCI.  How will RiskMetrics and Barra risk models adjust for this event?  This paper discusses the challenges of modeling risk where no historical series exist for a new currency. We describe our preparation for the event day risk proxy, then we detail...

Research Report

Oil prices have risen sharply during the last two years.  Investors concerned about further increases will want to guard against adverse effects on their portfolios.  In this Market Report, we investigate appropriate hedging strategies using the Barra Integrated Model, looking at how asset classes interact in different historical periods (and not simply relying on looking at previous periods of similar oil-price behavior).  The Barra Integrated Model allows investors to...

Fact Sheet

Developed Markets

Research Report

Over the last three years, the principal investors in the Spanish property market have provided MSCI and Tinsa with their forecasts of the major trends in the real estate market. Spanish economic growth, real estate yields and rent levels were among twenty variables predicted by an elite group of market players. In this eighth edition of the IPD®-Tinsa Barometer, our 14 panellists share their outlook for 2015 against the backdrop of economic recovery.

Real Assets

Fact Sheet

Emerging Markets Indexes

Research Report

Dans cette 24ème édition du Baromètre MSCI, les plus grosses sociétés de gestion ajustent leurs anticipations pour 2018 et nous donnent leur vision du marché pour 2019. In the 24rd edition of the French Barometer, the biggest investment companies adjust their anticipations on the French investment property market for 2018 and provide their vision for 2019.

Real Assets