MSCI Expands its Risk Premia Index Family with New Quality Indices
New Indices Seek to Capture the Performance of Equities with Quality Growth
LONDON -- December 18, 2012
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.
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 basis^1;
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
^1As of March 31, 2012, as published by eVestment, Lipper and Bloomberg in
For further information on MSCI, please visit our web site at www.msci.com
Jo Morgan, MSCI, London +44.20.7618.2224
Kristin Meza, MSCI, New York +1.212.804.5330
Sally Todd | Christian Pickel
MHP Communications, London +44.20.3128.8515
MSCI Global Client Service:
EMEA Client Service +44.20.7618.2222
Americas Client Service 1.888.588.4567 (toll free)/+1.212.804.3901
Asia Pacific Client Service +852.2844.9333
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