Announcement for April 15, 2024 at 08:17 PM GMT
THIS IS AN ANNOUNCEMENT FOR THE MSCI GLOBAL STANDARD INDEXES
CONCLUSIONS FROM THE CONSULTATION ON THE POTENTIAL ENHANCEMENT TO THE EXTREME PRICE INCREASE METHODOLOGY
MSCI announced today the conclusions from its recent consultation with the investment community on the proposed enhancements on the treatment of securities that exhibit extreme price increase in the MSCI Global Investable Market Indexes. Following positive feedback from market participants, as proposed, MSCI will extend the monitoring period for securities exhibiting extreme price increase to include 90-day, 120-day, 150-day, 180-day and 250-day windows and apply the excess return thresholds of 500%, 800%, 1500%, 1500% and 2500% respectively. This enhancement would allow to better capture securities that may experience significant price volatility following an extreme price increase and subsequent potential inclusion in the indexes.
MSCI will continue to apply this screen only for potential additions to the MSCI Standard Indexes.
MSCI will implement these enhancements for the MSCI Global Investable Market Indexes Methodology starting from the May 2024 Index Review.
The updated MSCI Global Investable Market Indexes Methodology book which reflects the above-mentioned changes is available at: https://www.msci.com/index-methodology.
THIS IS AN ANNOUNCEMENT FOR THE MSCI GLOBAL STANDARD INDEXES
End of announcement.
Further announcements may occur as needed.
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