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MSCI Factor Indexes (former Risk Premia)

The MSCI Factor, ESG and Thematic indices cover a number of alternative indices ranging from Agriculture and Food Chain, Commodity, ESG and SRI indices through to Alternative Weighted indices such as Equal and Value Weighted indices.
  • The MSCI Factor Indices incorporate numerous investment styles and strategies: Minimum Volatility, Risk Weighted, Value Weighted, Equal Weighted, GDP Weighted, High Dividend Yield, Factor-based Long-Short and Long Only, Momentum, etc.
  • The MSCI ESG indices incorporate environmental, social and governance (ESG) ratings: Best in Class, Socially Responsible Investment, Ex Controversial Weapons, Environmental, etc.
  • The MSCI Thematic Indices run across four main themes or sectors: Infrastructure, Agriculture and Food Chain, Commodity Producers, and Faith-based.

Key Features and Coverage on RIMES

For this data source, RIMES currently hosts approximately 1150 indices and 12600 companies.

Index coverage includes:

  • AC Asia, ACWI, Australia IMI, Brazil IMI, BRIC, Canada ESG, Cile IMI, China IMI, Columbia IMI, EAFE ESG, EM sectors, EMU ESG, Europe, Far East, France, Germany, Global sectors, Hong Kong IMI, India, Japan, Kokusai, Korea, Mexico, North America, Peru, Russia, Singapore, Spain, Sweden, Taiwan, etc.

Some of the data items available include:

  • Index Items: 12 Months Forward/Trailing Index Eps, Average Dividend Per Share Growth, Current Internal Growth Rate (V/G), Dividend Payout Ratio, Dividend Yield, Estimated Daily Yield, Gross Index, Initial Market Cap (Millions USD), Long Term Forward EPS Growth Rate, Long Term Historical Eps Growth Trend, Long Term Historical Sales Per Share Growth Trend, Market Capitalisation in Local Currency, Net Index, Number Of Constituents, Opening Market Cap In USD, Price Index, Price to Book Value Ratio, Price to Cash Earnings, Price to Earnings Ratio, Return On Equity, Short Term Forward Eps Growth Rate, Year On Year Growth Forward Eps/Trailing Eps, etc.
  • Company Items: Adjustment Factor, Adjustment Value, Bloomberg Ticker, Classification, Closing Number Of Shares, Date of Portfolio, Dividend Per Share, Exchange Rate, Free Float Factor, Gics Classification Code, Gross Return, Index Of Price LOC, Industry, Industry Level, Investable Factor, Investable Market Value in US Dollars, ISIN Code, Issuer Code, Market Identifier Code, Market Value, MSCI Code, Net Return, Number of Shares Outstanding, Opening Investable Market Value in US Dollars, Opening Market Value, Opening Weight in Index, Price Return, Sector, Sedol, Share Class, Shares Outstanding, Time Series ID, Unadjusted Price, Value Of Quotation, Weight in Index, etc.

 

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