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Introducing the Barra US Small Cap Equity Model
MSCI recently announced a new strategy specific equity model, the Barra US Small Cap Equity Model. Please join for a webinar where we introduce and provide an overview of the new model.
Small Cap securities in the US have significantly different performance from the broader US market and therefore exhibit different risk and return characteristics. An investment manager focused on the US Small Cap securities can gain better insight and construct more meaningful portfolios through alignment of the Barra US Small Cap Equity Risk Model and the investment universe of their strategy.
Small Cap securities in the US have significantly different performance from the broader US market and therefore exhibit different risk and return characteristics. An investment manager focused on the US Small Cap securities can gain better insight and construct more meaningful portfolios through alignment of the Barra US Small Cap Equity Risk Model and the investment universe of their strategy.
The Barra US Small Cap Equity Model is designed for managers who invest in the small capitalization companies in the US. The model leverages MSCI’s experience in building single-country, multi-factor equity models and indexes. It incorporates the latest Barra research and innovations, including Systematic Equity Strategies (SES), Volatility Regime Adjustment and Optimization Bias. The Barra US Small Cap Equity Model aligns with the investment strategy and investment universe to deliver better insight into drivers of risk and return.
To learn more about the Barra US Small Cap Equity Model, please review the factsheet. You can also submit your information and our specialists will contact you.
Agenda Topics Include:
- Model Introduction
- Methodology
- Factors
- Empirical results
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categories: Portfolio Management Analytics, Recorded Webinar, general