MSCI Launches New Barra Europe Equity Model
29 Abril 2013 - 5:00AM
Business Wire
MSCI Inc. (NYSE: MSCI), a leading provider of investment
decision support tools worldwide, today announced the launch of the
next-generation Barra Europe Equity Model (EUE4). This new and
enhanced model is designed specifically for portfolio managers
investing within the European equity markets. It offers an enhanced
style factor structure for more detailed forecasts and a new
perspective on risk and return.
EUE4 introduces a new class of Europe equity models with the
Daily Forecast Horizon, designed to support portfolio managers
constructing and analyzing portfolios with short investment
horizons. The detailed level of granularity and increased
responsiveness supports more frequent trading or portfolio
rebalancing and helps to capture short-term market
dislocations.
The new model covers 34 countries in Western and Eastern Europe,
including full coverage of the MSCI Europe Index and the MSCI
Frontier Markets Central & Eastern Europe and Commonwealth of
Independent States Index. Additionally, it covers more than 17,000
assets of which over 2,500 are frontier market securities.
“EUE4 leverages MSCI’s experience in building regional equity
multi-factor models and indices, and helps portfolio and risk
managers identify common sources of risk and return across a broad
set of European securities,” said Peter Zangari, Managing Director
of Equity Portfolio Management Analytics at MSCI. “Rapidly changing
market conditions call for intuitive, dynamic, and stable models,
and MSCI is committed to empowering our clients with a
comprehensive risk monitoring and portfolio construction
framework.”
Learn more about the Barra Europe Equity Model.
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; MSCI ESG (environmental, social
and governance) Research screening, analysis and ratings; ISS
governance research and outsourced proxy voting and reporting
services; and FEA valuation models and risk management software for
the energy and commodities markets. MSCI is headquartered in New
York, with research and commercial offices around the world.
1As of September 30, 2012, as published by eVestment, Lipper and
Bloomberg on January 31, 2013
For further information on MSCI, please visit our web site
at www.msci.com
This document and all of the information contained in it,
including without limitation all text, data, graphs, charts
(collectively, the “Information”) is the property of MSCI Inc. or
its subsidiaries (collectively, “MSCI”), or MSCI’s licensors,
direct or indirect suppliers or any third party involved in making
or compiling any Information (collectively, with MSCI, the
“Information Providers”) and is provided for informational purposes
only. The Information may not be reproduced or redisseminated in
whole or in part without prior written permission from MSCI.
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