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INDEX DATA MODULES

MSCI has added four data products to its data module offerings which are designed to help investors gain a precise view of the market relative to their investment process. The four datasets are the MSCI Real Time Indexes History Module, MSCI Real Assets Index Module, MSCI Index Fundamental Data modules and the most latest MSCI Constituent Event History Modules.


MSCI CONSTITUENT EVENT HISTORY MODULES

The MSCI Constituent Event History Modules have been created due to increasing client demand to better understand historical events which impacted the inclusion and/or weights of constituents within the MSCI Global Investable Market Indexes since 2007. These modules contain the historical lifecycle of corporate events and actions including all event statuses as they evolved over time (from `acknowledged’ to `implemented’ and ‘corrected’) with detailed event descriptions.

The data modules describe how constituents within MSCI Global Investable Market Indexes were impacted by:

  • Corporate events (acquisitions, mergers, spin‑offs, etc.)
  • Corporate actions (splits, stock dividends, right issues, etc.)*
  • Index Reviews (additions and deletions)
  • FIF/DIF/FOL changes
  • GICS classification changes


* Cash dividends are not part of current offering.

For more information download our Factsheet

MSCI REAL ASSETS INDEX MODULE

MSCI’s unique and comprehensive suite of Real Assets Indexes provides investors transparency and insight needed to meet the special challenges associated with this asset class. The MSCI Real Assets Index Module includes more than 250 equity indexes which are used by institutional investors for index-based investment products, risk and return analysis, asset allocation and policy benchmarks. The module provides institutional investors with a single, comprehensive set of listed equity indexes across 5 categories of real assets. The categories include: commodities, agriculture, timber, infrastructure and real estate.
 

KEY FEATURES
  • Single, global framework: Constituents are selected from the MSCI All Country World Index (ACWI) equity universe and construction is based on the Global Industry Classification Standard (GICS®) framework
  • Expansive set of real assets categories:  Includes 8 MSCI Index suites across 5 real assets categories and provides a comprehensive set of equity indexes, facilitating research and analysis across a diversified real assets allocation
  • Investability: Provides a replicable, transparent, investable view of the asset class to facilitate product creation


For more information download our Factsheet

MSCI INDEX FUNDAMENTAL DATA MODULES

The Fundamental Data Module provides access to the fundamental data components that make up industry leading MSCI Indexes, including MSCI factor indexes in a transparent manner. The modules provide access to security level fundamental data used in the construction of MSCI Indexes. The module includes a comprehensive set of 31 index fundamental data points.
 

KEY FEATURES
  • Coverage: MSCI ACWI IMI Universe
  • Data aligns with MSCI Index methodology requirements
  • Processed for global consistency & comparability
  • Meets MSCI Index governance standards of quality and accuracy
  • Frequency: Monthly
  • History: Up to 10 years at launch


For more information download our Factsheet

MSCI REAL TIME INDEXES HISTORY MODULE

The MSCI Real Time Indexes History provides a historical picture of global equity market activity for approximately 10,000 benchmark indexes, with data available from 2002. The historical data, particularly valuable for portfolio managers and equity traders, can be used to support the investment process in strategy development and back testing.
 

KEY FEATURES
  • Data quality: The quality and accuracy that is applied to the calculation of all MSCI indexes
  • Precison: Fully adjusted for corporate actions (stock splits, rights offerings, etc.)
  • Extensive history: Data available from 2002 provides a high frequency view of the market over a long period of time


Factsheet | Performance

For more information please contact clientservice@msci.com

MSCI REAL TIME INDEX DATA

MSCI provides real-time index data for over 10,000 indexes calculated in real-time.

MSCI Single Country Indexes Heat Map

Explore MSCI’s all-new interactive heat map which captures the daily performance for MSCI’s single country indexes within the emerging, developed, and frontier markets.

TICKER CODES

MSCI provides tickers information from Bloomberg and Reuters for our indexes.

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