Announcement for July 05, 2024 at 08:32 PM GMT
THIS IS AN ANNOUNCEMENT FOR THE MSCI GLOBAL STANDARD INDEXES
TREATMENT IN MSCI INDEXES OF THE INDUSTRY FACTOR EXPOSURES USED IN THE EQUITY FACTOR MODELS FOR OPTIMIZED INDEXES USING THE BARRA OPEN OPTIMIZER
On July 01, 2024, MSCI announced updates to the business segment data inputs for multi-industry exposure calculations used in the equity factor models, with the changes effective on an ongoing basis starting July 29, 2024.
MSCI confirms that the updated multi-industry exposure calculation data will be used in MSCI Indexes through the respective Equity Factor Model as part of the August 2024 Index Review.
As a reminder, MSCI Optimized Indexes use the Barra Open Optimizer in combination with the relevant Barra Equity Model.
Clients of MSCI Analytics Equity Factor Model can find the relevant announcement on this link: https://www.msci.com/update-to-industry-factor-exposures-in-equity-factor-models
THIS IS AN ANNOUNCEMENT FOR THE MSCI GLOBAL STANDARD INDEXES
End of announcement.
Further announcements may occur as needed.
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