Where other providers use either a long- or short-term liquidity measure to assess the eligibility of stocks for their indexes, MSCI uses both, recognizing the differences in liquidity between developed and emerging markets and enhancing the investability and replicability of our indexes. We also license our indexes for exchange traded funds and exchange-listed futures and options. These cookies collect only non-personal information, and give us aggregate, non-identifiable insights into how our website is being used. In addition, if you submit an online form to us (e.g., email subscribe, Contact Us, event registration, etc. A leader in factor indexing. The optimization uses the MSCI Parent Index as the universe of eligible securities and the specified optimization objective and constraints to determine the optimal Barra Factor Index. MSCI puts strong emphasis on investability and replicability of its indexes through the use of size and liquidity screens.This website uses cookies to remember users and understand ways to enhance their experience.We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements.We use Google Analytics to collect anonymous information about how visitors use our website. Data as of December, 2017 and reported as of March, 2018 by eVestment, Morningstar, Bloomberg and MSCI. However, when examined through the lens of performance-driving factors, their characteristics are far from homogeneous.Value and momentum factors typically move in opposite directions — that is, when one outperforms the market, the other usually underperforms. We use cookies to optimize site functionality and give you the best possible experience. MSCI Factor Indexes are designed to capture the return of factors which have historically demonstrated excess market returns over the long run. These rules-based, transparent indexes target stocks with favorable factor characteristics – as backed by robust academic findings and empirical results – and are designed for simple implementation, replicability, and use for both … Our indexes are built using an innovative maintenance methodology that provides superior balance between the need for a stable index that is flexible enough to adjust quickly to a constantly changing opportunity set. The MSCI factor indexes are rules-based indexes that capture the returns of systematic factors that have historically earned a persistent premium over long periods of time—such as Value, Low Size, Low Volatility, High Yield, Quality and Momentum and Growth.Approximately USD 236 billion in assets are estimated to be benchmarked to MSCI Factor IndexesAs factor investing becomes increasingly “business as usual,” institutional investors have become keenly interested in the ability of strategies that replicate factor indexes to persistently capture the desired exposures.FAANG stocks make up nearly 40% of the NASDAQ 100 index, and smaller but significant weights in many others. Der MSCI World Index umfasst die Aktien von über 1.650 Unternehmen mit hoher und mittlerer Marktkapitalisierung (Large und Mid Caps) aus 23 Industrieländern. We use cookies to optimize site functionality and give you the best possible experience. All of MSCI’s indexes are created using the Global Industry Classification Standard (GICS®), an industry classification system developed by MSCI and S&P Global, which provides a common framework to classify stocks. They offer exhaustive coverage of the investable opportunity set with non-overlapping size and style segmentation.Consistent methodology for every market. At the core is our Modern Index Strategy, which provides consistent treatment across all markets. ), we use these cookies to identify your navigation activities on our websites. Commonly grouped as tech stocks or growth companies, it seems reasonable to assume they share many similar characteristics. Please note, if you accept our marketing cookies (as described below), we may also be able use Google Analytics to report website usage statistics about you individually.Our marketing cookies let us to know when you interact with our marketing communications.
These cookies collect only non-personal information, and give us aggregate, non-identifiable insights into how our website is being used. Please note, if you accept our marketing cookies (as described below), we may also be able use Google Analytics to report website usage statistics about you individually.Our marketing cookies let us to know when you interact with our marketing communications. We have remained a market leader by expanding and enhancing our index offering to reflect the evolving and complex needs of the institutional investment community – with groundbreaking new products, innovative research, high quality data and dedicated client support.Using an index in the investment process that accurately and consistently measures the full opportunity set is key to fully understanding and capturing all the unique drivers of risk and return.Evolves to measure and capture equity markets as they exist today. The MSCI factor indexes are rules-based indexes that capture the returns of systematic factors that have historically earned a persistent premium over long periods of time—such as Value, Low Size, Low Volatility, High Yield, Quality and Momentum and Growth. We also license our indexes for exchange traded funds and exchange-listed futures and options. ), we use these cookies to identify your navigation activities on our websites.