MSCI Expands its Risk Premia Index Family with New Quality Indices
18 Dezembro 2012 - 7:30AM
Business Wire
MSCI Inc. (NYSE: MSCI), a leading provider of investment
decision support tools worldwide, today launched the MSCI Quality
Indices, a new category within the MSCI Risk Premia suite of
strategy indices.
The MSCI Quality Indices are designed to reflect a quality
growth investment strategy by identifying stocks with high quality
scores based on three main fundamental variables: high return on
equity (ROE), stable year-over-year earnings growth and low
financial leverage. The MSCI Quality Indices capture two underlying
risk premia factors - growth and low leverage. They complement
existing MSCI Risk Premia Indices and can play an effective
diversification role in a portfolio of risk premia strategies.
"There has been a clear acceleration of demand for such indices
from MSCI's institutional investor clients, and increasing numbers
of financial products are being launched based on risk premia
categories," said Baer Pettit, Managing Director and Global Head of
the MSCI Index Business.
The MSCI Quality Indices aim to capture the quality factor with
an objective and transparent methodology, while ensuring reasonably
high trading liquidity, investment capacity and moderate turnover
of index constituents.
From today, MSCI will offer a first series of five indices:
- MSCI ACWI Quality Index
- MSCI World Quality Index
- MSCI Emerging Markets Quality
Index
- MSCI Europe Quality Index
- MSCI USA Quality Index
The MSCI Quality Indices may be licensed for use as benchmarks
for quality growth investment strategies, or as the basis for
financial products such as exchange traded funds and structured
products.
-Ends-
About MSCI
MSCI Inc. is a leading provider of investment decision support
tools to investors globally, including asset managers, banks, hedge
funds and pension funds. MSCI products and services include
indices, portfolio risk and performance analytics, and governance
tools.
The company’s flagship product offerings are: the MSCI indices
with close to USD 7 trillion estimated to be benchmarked to them on
a worldwide basis1; Barra multi-asset class factor models,
portfolio risk and performance analytics; RiskMetrics multi-asset
class market and credit risk analytics; IPD real estate
information, indices and analytics; IPD real estate information,
indices and analytics; MSCI ESG (environmental, social and
governance) Research screening, analysis and ratings; ISS
governance research and outsourced proxy voting and reporting
services; FEA valuation models and risk management software for the
energy and commodities markets; and CFRA forensic accounting risk
research, legal/regulatory risk assessment, and due‐diligence. MSCI
is headquartered in New York, with research and commercial offices
around the world.
1As of March 31, 2012, as published by eVestment, Lipper and
Bloomberg in September, 2012.
For further information on MSCI, please visit our web site
at www.msci.com
MSCI (NYSE:MSCI)
Gráfico Histórico do Ativo
De Jun 2024 até Jul 2024
MSCI (NYSE:MSCI)
Gráfico Histórico do Ativo
De Jul 2023 até Jul 2024