Barra Models

The industry's leading multi-factor models.

Barra Models

Barra products are powered by the industry's leading multi-factor models, a concept Barra first developed in 1975. It is these models that help our products forecast risk for equity, fixed income, cash and derivative instruments, at both the asset and portfolio level.

Barra risk models are developed by a cross-functional team of mathematicians, statisticians, financial engineers and investment industry experts. MSCI's research, data management and production departments consists of more than 275 professionals, who are constantly monitoring new securities, global market shifts and industry trends in every major world market.

Data accuracy, a crucial piece of risk modeling, is one of the elements that sets Barra risk models apart. The data used in our models is developed and refined by teams of experienced professionals who aggregate and cleanse raw data from more than 160 third party sources around the world, creating a database that is without peer in its depth and accuracy.

Barra Global Equity Model (GEM2 S/L) - Captures the effects of global common factors, such as the world market, styles, countries, industries and currencies, on portfolio return.

Barra Asia Pacific  Equity Model (ASE1 S/L) - Introduces the concept of local scopes and local factors in addition to regional factors to enhance model accuracy and provide greater insight across a heterogeneous region.

Barra Europe Equity Model (EUE3) - Provides a unified perspective on risk across all main European equity markets. EUE3 captures the common characteristics of the expanded European region, such as the Europe market, styles, industries, countries and currencies.

Barra Integrated Model - Offers a clear and detailed view of your risk exposures across markets, asset classes and currencies.

Barra Multiple-Horizon Equity Models - Incorporate daily returns and investment horizon into the proven factor structure of Barra's industry-leading risk models.

Barra Single Country Equity Models - Cover the world's major equity markets - offering sources of risk and return specific to local markets.

Barra Trading Models - Ideal for equity traders managing risk over short time horizons.