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MSCI Return Spread Indexes

MSCI return spread indexes

The MSCI Return Spread Indexes aim to represent the performance of a strategy based on the return spread between a long position on constituents of one underlying component index, while taking a short position on constituents of another component index. The MSCI Return Spread Index return is calculated daily by subtracting the daily index return of the Short Component Index from the daily index return of the Long Component Index, as per the MSCI Short and Leveraged Daily Indexes methodology.


FACTSHEETS, PERFORMANCE AND METHODOLOGY

Return of the cyclicals

Return of the cyclicals

U.S. equity investors in 2016 experienced a roller coaster ride. The U.K.’s vote to leave the European Union and the U.S. presidential election each resulted in sharp market moves. Together, the two events contributed to a shift in the underlying fabric of equity markets starting in the second half of the year.

The new GICS communication services sector

The new GICS communication services sector

We detail the biggest-ever structural change to the Global Industry Classification Standard (GICS) in terms of market capitalization impact: the Telecommunication Services sector being broadened significantly and renamed Communication Services.

Index methodology

Index methodology

Access the MSCI Return Spread Indexes methodology.