Introducing the New Barra Europe Equity Model (EUE4)

The webinar provides an overview of the new Barra Europe Equity Model (EUE4) including comparisons with its predecessor, EUE3. We use various European portfolio case studies to demonstrate the benefits of using EUE4.

The Barra Europe Equity Model (EUE4) was designed specifically for managers investing within the European markets. EUE4 leverages MSCI’s experience in building regional equity multi-factor models and indices, and helps managers identify common sources of risk and returns across a broad set of European securities. It also has the new Daily Forecast Horizon version, allowing managers to construct and analyze portfolios in different investment horizons. This model is delivered with an enhanced style factor set and full daily updates.

Agenda Topics:

• Introduction of the model
• Review of the changes in descriptor/style factor calculation
• Review of methodological enhancements
• Introduction of daily forecast horizon model version
• Comparison of the forecasting accuracy of EUE4 and EUE3