Introducing the MSCI Momentum Indices

Systematic risk premia such as Value, Size and Momentum account for a substantial part of long-term portfolio performance. The MSCI Risk Premia Indices aim to reflect the performance of these systematic risk premia through indexation.

This webinar introduces the recently launched MSCI Momentum Indices, a new addition to the family of MSCI Risk Premia Indices, which are designed to reflect the performance of an equity momentum strategy by emphasizing stocks with high price momentum, and which can play a diversification role in a portfolio of Risk Premia strategies.

Agenda topics:

• Motivation and methodology behind the MSCI Momentum Indices
• Historical performance characteristics
• Role of the MSCI Momentum Indices within a diversified portfolio of Risk Premia