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MSCI IndexMetrics® An Analytical Framework for Factor, ESG and Thematic Investing

categories: Americas, Asia Pacific, Australia, EMEAI, KOUZMENKO Roman, KATIYAR Saurabh, GUPTA Abhishek, Asset Allocation and Asset Liability Management, Asset Pricing and Valuation, Investing (Investment Management), Performance Analysis, Responsible Investing, Asset Managers (Quant or Fundamental), Asset Owners, Banks, Hedge Funds, Indexes, Alternatives, Credit, Currencies, Derivatives, Equities

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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