Index

The MSCI North America ESG Filtered MIN TE Index is based on the MSCI North America Index, its parent index, and includes large and mid-cap securities across the U.S. and Canada markets. The index aims to represent the performance of a strategy that is designed to exclude companies based on various ESG and climate change criteria. As a final step, the index also aims to minimize the tracking error relative to the Parent Index through an optimization process.

Index

The MSCI World Multiple-Factor Advanced Index is based on MSCI World Index, its parent index, which includes large and mid-cap stocks across Developed Market (DM) countries across the world. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to combination of style factors along with the improvement in the ESG profile of the index.

Multi-Factor

Index

The MSCI Emerging Markets Quality Advanced Index is based on MSCI Emerging Markets Index, its parent index, which includes large and mid-cap stocks across Emerging Markets (EM) countries across the world. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to quality factor along with the improvement in the ESG profile of the index.

Quality

Index

The MSCI Emerging Markets Value Advanced Index is based on MSCI Emerging Markets Index, its parent index, which includes large and mid-cap stocks across Emerging Markets (EM) countries across the world. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to value style along with the improvement in the ESG profile of the index.

Factor ESG Target

Index

The MSCI ACWI Multiple-Factor Advanced Index is based on MSCI ACWI Index, its parent index, which includes large and mid-cap stocks across Developed Markets (DM) and Emerging Markets (EM) countries. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to combination of style factors along with the improvement in the ESG profile of the index.

Multi-Factor

Research Report

The 2008 financial crisis put global markets into a volatile “risk-on / risk-off” swing.  When investors worry about recession or deflation, their risk aversion goes up and they shift to low-risk assets, thus hurting risky assets like equities. In contrast, when investors expect a recovery or inflation, their risk aversion goes down and they shift into high-risk assets.  This binary attitude results in a high degree of correlation among global markets and may point to a...

Research Report

US investors are bracing themselves for the potential expiration of the 2003 Bush dividend tax cut.  To help portfolio managers prepare for this potential change in the US tax code, this Market Report uses the rich factor structure of the Barra US Equity Model to examine these issues: (1) what effect the initial tax cut had on dividend-paying stocks, (2) the impact of this policy on the overall stock market, and (3) the change in dividend policies of the issuing firms. 

Research Report

MSCI have collaborated with Ulster University for the last six years to produce the Northern Ireland Commercial Property report. This unique report provides the only performance measurement analytics on the Northern Ireland market, and provides comparison with its European and Global peers.

Real Assets

Research Report

This paper describes BIM303, a new version of the Barra Integrated Model (BIM). This new version incorporates the latest Barra equity models, includes several new and updated Barra fixed income models, and completes the history of the private equity and private real estate components. Other local models that form the complete BIM are the same as those in BIM301, the previous integrated model. BIM303, like BIM301, comes in versions for multiple horizons: Short, Long, and Extra Long.

Research Report

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