Single country, regional and global models covering markets across public and private asset classes.
~$25,000/yr est.
Daily
1
1
Freshness
Recently enriched
Complete
75%
API
API Available
Offering: Global equity, factor, and private capital market indexes used for portfolio benchmarking, performance attribution, and passive investment product creation.
Best for: Institutional asset managers and pension funds requiring standardized, globally recognized benchmarks for portfolio performance and risk management.
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$25,000/yr est.
Request a sample directly from MSCI.
To Beta or Not to Beta
MSCI Barra's risk models and analytics products help the world's largest investors analyze, measure and manage portfolio and firm-wide investment risk. MSCI ...
Factor Investing with a Deep Multi-Factor Model
by Z Wei · 2022 · Cited by 9 — We construct our dataset on a daily basis and divide the original factors into five groups derived from the Barra Global Equity Model: reversal, ...
Deep Fundamental Factor Models
by MF Dixon · 2019 · Cited by 39 — The Barra factor model includes many more explanatory variables than used in our experiments below, but the purpose, here, is to illustrate the ...
Expected fields and columns in this data product
MSCI Barra Risk Models is an alternative data product offered by MSCI, available on discovery. Data is updated daily. API access is available for programmatic integration. Vedex estimates pricing at roughly $25,000/yr (an estimate, not a vendor-published price).
Single country, regional and global models covering markets across public and private asset classes.
MSCI is a index provider vendor based in New York City. MSCI’s Private Capital Indexes data provides asset owners, asset managers, and General Partners with the most accurate insights into private capital returns, enabling unrivaled benchmarking of private...