Extended-lister
Showing 61 - 70 of 88 entries
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Methodology
MSCI Diversified Factor Mix Indexes MethodologyPDF
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Research Report
Measuring the Sustainability of AbenomicsAre Improved Returns for Japanese Companies Smoke and Mirrors? Following decades of recession and slow growth, Japan’s Prime Minister Shinzo Abe introduced a revitalization plan – dubbed Abenomics – in 2012 to address the key barriers of economic growth. In particular, the third “arrow” of Abenomics, the growth strategy, focused on a series of government‐driven initiatives impacting corporations and capital markets. Among them was the establishment of Japan’s Stewardship Code and Corporate...
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Research Report
Japan: MSCI ESG Ratings SnapshotSince the launch of the MSCI Japan ESG Select Leaders Index in 2017, 60% of companies in the MSCI Japan Top 500 Index have actively participated in MSCI's Issuer Communication process, indicating their awareness and interest in supporting MSCI ESG Research. However, only 11% have demonstrated a stronger handle of relevant ESG risks that resulted in an MSCI ESG Rating upgrade; most (81%) have maintained their rating. We found Japanese companies in the MSCI Japan Top 500 Index have faced fewer...
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Research Report
Currency Hedging: Adapting to VolatilityIn the past, institutional investors largely ignored currency hedging in their international equity portfolios. With the globalization of the equity portfolio and recent market volatility, they no longer can afford to do so. However, how to hedge foreign-exchange exposure is receiving renewed scrutiny. Static hedges have delivered higher risk-adjusted returns compared with unhedged portfolios over a long-term horizon. The static hedge, however, faces challenges in adapting to changing market...
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Product Documentation
Exchange Traded Products Based on MSCI Indexes
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Research Report
Research Insight - Factor Indexes in Perspective: Insights from 40 Years of Data Part II: Supplementary Materials - September 2014Until recently, MSCI had calculated 25 years of simulated history for its factor indexes. In this Research Insight, we extend the simulated history to 40 years, providing new insights into the behavior of factor indexes over various time periods. We look at factor index behavior over various time frames; the changes in the correlation between factor returns over this period; historical variations in valuation of factor indexes and their exposure to GICS sectors. We also use IndexMetrics,...
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Methodology
MSCI Dividend Masters Indexes MethodologyPDF
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Methodology
FAQ on the Transition Announcement for the MSCI High Dividend Yield IndicesPDF
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Press Release
MSCI Barra to Introduce High Dividend Yield IndicesPDF
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Press Release
New MSCI Risk Control Indices Added to MSCI Risk Premia Indices FamilyPDF