MSCI has developed Factor Indexes, FaCS and Analytics backed by four decades of Factor research and innovation. Factors are the building blocks of many portfolios – the elements capable of turning data points into actionable insights.

Bloomberg, a global leader in fixed income indexing, and MSCI, the world’s largest provider of ESG (environmental, social, and governance) equity indexes and research, have collaborated on the development of a family of rules-based benchmark indexes that incorporate measures of ESG risk and exposures.

We believe, and our research shows, that sound ESG practices are linked to better business results. At MSCI, we are deeply committed to being a leader in corporate responsibility and providing the global financial community with innovative products and services that power better investment decisions for a better world.

Equity factor investing was pioneered in the 1970s based on the research, data and analytics created by Barra – today part of MSCI. In recent years, MSCI has developed a broad range of indexes and analytical models that provide institutional investors with tools for evaluating factors and incorporating factor strategies into their portfolios.

Case Study

A U.S.-headquartered global investment management firm specializing in quantitative investing was seeking a source to enhance its in-depth research capabilities for environmental, social and governance-related business practices of companies worldwide.

Press Release

ESG Products & Services

Webcast

There is growing evidence that integrating ESG research and data into capital decision making processes can potentially help to minimize risks and identify opportunities not picked up by conventional analysis. MSCI invites you to a discussion with a diverse range of ESG experts to explore some of the latest examples where ESG has made a material difference and to examine the different ways investors are applying ESG research and data. Speakers: Chair: Matt Moscardi, Vice President, MSCI...

ESG Products & Services

Research Paper

Research Paper

Momentum, the tendency of past winners to continue to do well in the near future, is used widely in risk models, quantitative strategies and, more recently, as the basis for factor indexes aiming to replicate the performance of this pervasive factor. But the academic definition of momentum is extremely difficult to implement because it tends to lead to high volatility exposure and excessive portfolio turnover. Our approach involves selecting securities based on risk-adjusted performance and...

Indexes

Press Release

ESG Products & Services