Opalesque Industry Update - MSCI Inc., a leading provider of critical decision support tools and services for the global investment community, today announces the launch of the next generation of MSCI Equity Factor Models. Designed to help investors better understand the factors that drive portfolio risk and performance as market conditions change, the models feature three new factors:
The four new models include the MSCI Global Equity Factor Model and the MSCI USA Equity Factor Model, which are designed for long-term investors. The MSCI Global Equity Factor Trading Model and the MSCI USA Equity Factor Trading Model are for investors managing strategies with shorter investment horizons. The new models will be available through multiple distribution channels, including Snowflake's Data Cloud, select third-party partners and from MSCI directly via the proprietary Barra Portfolio Manager and BarraOne® platforms. The new MSCI Equity Factor Models also evaluate pre-merger Special Purpose Acquisition Corporations (SPACs), expanding the investment opportunity set for investors as well as improving the calculation of some existing factors. Mark Carver, Head of Equity Portfolio Management and Equity Factors at MSCI, said: "Investors have told us repeatedly that the new risk measures in these models, combined with the introduction of sustainability factors, are crucial for an evolving investment landscape. We are excited to introduce these innovative models and believe they enable clients to better understand the drivers of their portfolio risk and return, construct differentiated portfolios, and effectively respond to changing market dynamics." |
Industry Updates
MSCI launches next generation of equity factor models
Friday, June 17, 2022
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