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Refinitiv Morgan Stanley Alternative Beta Indices

Refinitiv Indices is a global, cross-asset provider of indices meeting various performance measurement and investment needs. Nontraditional investment options and strategies are often employed by a portfolio manager to further a fund’s investment objective and to help offset market risks, i.e. volatility management through exposure to the CBOE VIX Index.

The CBOE Volatility Index® (VIX® Index) is a leading measure of market expectations of near-term volatility conveyed by S&P 500 Index (SPX) option prices. VIX options and futures enable investors to trade volatility independent of the direction or the level of stock prices. VIX options and futures can provide the ability to diversify a portfolio or hedge, mitigate or capitalize on broad market volatility.

Alternative beta solutions look to access the systematic (beta) portion of returns for different Hedge Fund styles efficiently and without the shortcomings typically associated with direct investing through hedge fund managers (i.e. limited liquidity, low transparency). Hedge Fund investments are attractive as they can help provide diversification, uncorrelated returns to traditional investments and can help improve the overall risk-adjusted performance of a portfolio.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 850 companies and 70 indices; including 20 commodities, CBOE VIX Futures, Morgan Stanley Indices (Fwd Rate Bias, Currency Carry Optimized, Alpha, etc.) and the S&P 500 Total Return Index.

Some of the data items available include:

  • Base Currency Code, Bloomberg Ticker, Currency Code, Expiration Date, Forward Settlement Date, Last Price Date, Market Exposure, Notional Outstanding Value in US Dollars, Price Index, Reuters Identification Code (RIC), Sedol Code, Shares Outstanding, Unadjusted Price in Local Currency, Investable Weight in Index (Source), etc.

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