MSCI expands Factor Tilt Index family

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MSCI has launched the MSCI Size Tilt Indexes and MSCI Dividend Tilt Indexes, further expanding the range of factor indexes available to institutional investors.

The new MSCI Size Tilt Indexes and MSCI Dividend Tilt Indexes are part of the MSCI Factor Tilt Indexes family, and are designed for institutional investors for whom investability is a critical consideration, such as large-scale asset owners and managers.

The indexes tilt the market capitalization weights of securities based on the relevant factor score.

“The MSCI Size Tilt Indexes aim to reflect the performance of a Low Size strategy with high investment capacity. They are created by reweighing all parent index constituents based on the square root of their float-adjusted market capitalization weights.

“The MSCI Dividend Tilt Indexes aim to reflect the performance of a High Yield strategy with high investment capacity. They are created by screening the parent index constituents based on Dividend and Quality parameters and then reweighing the market capitalization weights of those constituents based on their dividend yield scores,” MSCI said.

“We’ve seen a dramatic growth in client demand over the last two years for factor indexes,” said Dimitris Melas, managing director and global head of Index New Product Research at MSCI.

“By expanding our family of factor tilt indexes, we are able to offer factor indexes across a broader range of investment styles to institutional investors who are focused on higher investability.”

 

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