Indices based on specific investment factors like Value, Momentum, and Quality.
~$15,000/yr est.
Daily
1
1
Freshness
Recently enriched
Complete
75%
API
API Available
Offering: Comprehensive suite of global market indices, quantitative risk models, and ESG/climate research data for institutional portfolio management and benchmarking.
Best for: Institutional asset managers and pension funds requiring standardized risk models and benchmark data for multi-asset portfolio construction.
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$15,000/yr est.
Request a sample directly from MSCI.
An Institutional Investor Perspective
The Appendix provides a more detailed description of the construction of the MSCI factor indices. Table 2 reports performance for the equity factors Value ...
Decision-Making, Sub-Additive Recursive
by MC Nwogugu · 2020 · Cited by 32 — 3.9 MSCI Factor Indices. MSCI created twelve investable indices each of which has exposure to one Barra risk-model factor (eg. factors such as volatility ...Read m
Multifactor Portfolio : Seeking low fees, good exposure and ...
I've also compared MSCI factor indices (returns in USD, as they don't have fact sheets for EUR on all of these), which has history going back to ...
Expected fields and columns in this data product
MSCI Factor Indices 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 $15,000/yr (an estimate, not a vendor-published price).
Indices based on specific investment factors like Value, Momentum, and Quality.
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...