Two industry leaders – MSCI and Interactive Data – collaborated to create the MSCI Indexes with IDCo Fair Value Pricing, which helps active fund managers explain the artificial tracking error between a fund’s fair value adjusted NAV and an MSCI index calculated using closing prices. The MSCI Indexes with IDCo Fair Value Pricing are calculated using fair value adjustment factors as of the close of the New York Stock Exchange provided by Interactive Data’s (IDCo) Fair Value Information Service.
RIMES provides Fair Value Adjusted Index information on a daily basis for 130+ flagship indexes derived from the MSCI ACWI IMI security universe. Daily index level history is available back to 2005.
Some of the index data items available include the following:
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