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MSCI Single Factor ESG Reduced Carbon Target Indexes

For many investment managers and product providers, the key challenge of combining factor and ESG into a single portfolio has been to construct an appropriate methodological framework to balance the desired factor exposure while meeting ESG considerations. MSCI is at the forefront of the integration of ESG into factor portfolios to enable investors to better manage key drivers of risk and return with an extensive set of risk factor models, ESG research and factor and ESG indexes.

MSCI Single Factor ESG Reduced Carbon Target Indexes are designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms along with the factor. This Index series uses an exclusion and optimization-based framework. The exclusions include environmental (thermal coal, oil sands), social (tobacco, controversial weapons, nuclear weapons and civilian firearms) and governance (exclusion of ‘red flag’ controversies represented by those businesses which are involved in very severe business controversies as defined by the MSCI ESG controversies methodology).

 


MSCI Value ESG Reduced Carbon Target Select Indexes

MSCI Momentum ESG Reduced Carbon Target Select Indexes

MSCI Minimum Volatility ESG Reduced Carbon Target Indexes

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