MSCI Launches New Barra Europe Equity Model

Mon Apr 29, 2013 4:00am EDT

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MSCI Launches New Barra Europe Equity Model

Latest Model Includes New Daily Forecast Horizon Model, Expands Coverage to Additional Frontier Markets

MSCI Inc. (NYSE: MSCI), a leading provider of investment decision support tools worldwide, today announced the launch of the next-generation Barra Europe Equity Model (EUE4). This new and enhanced model is designed specifically for portfolio managers investing within the European equity markets. It offers an enhanced style factor structure for more detailed forecasts and a new perspective on risk and return.

EUE4 introduces a new class of Europe equity models with the Daily Forecast Horizon, designed to support portfolio managers constructing and analyzing portfolios with short investment horizons. The detailed level of granularity and increased responsiveness supports more frequent trading or portfolio rebalancing and helps to capture short-term market dislocations.

The new model covers 34 countries in Western and Eastern Europe, including full coverage of the MSCI Europe Index and the MSCI Frontier Markets Central & Eastern Europe and Commonwealth of Independent States Index. Additionally, it covers more than 17,000 assets of which over 2,500 are frontier market securities.

“EUE4 leverages MSCI’s experience in building regional equity multi-factor models and indices, and helps portfolio and risk managers identify common sources of risk and return across a broad set of European securities,” said Peter Zangari, Managing Director of Equity Portfolio Management Analytics at MSCI. “Rapidly changing market conditions call for intuitive, dynamic, and stable models, and MSCI is committed to empowering our clients with a comprehensive risk monitoring and portfolio construction framework.”

Learn more about the Barra Europe Equity Model.

About MSCI

MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indices, portfolio risk and performance analytics, and governance tools.

The company’s flagship product offerings are: the MSCI indices with close to USD 7 trillion estimated to be benchmarked to them on a worldwide basis1; Barra multi-asset class factor models, portfolio risk and performance analytics; RiskMetrics multi-asset class market and credit risk analytics; IPD real estate information, indices and analytics; MSCI ESG (environmental, social and governance) Research screening, analysis and ratings; ISS governance research and outsourced proxy voting and reporting services; and FEA valuation models and risk management software for the energy and commodities markets. MSCI is headquartered in New York, with research and commercial offices around the world.

1As of September 30, 2012, as published by eVestment, Lipper and Bloomberg on January 31, 2013

For further information on MSCI, please visit our web site at www.msci.com

This document and all of the information contained in it, including without limitation all text, data, graphs, charts (collectively, the “Information”) is the property of MSCI Inc. or its subsidiaries (collectively, “MSCI”), or MSCI’s licensors, direct or indirect suppliers or any third party involved in making or compiling any Information (collectively, with MSCI, the “Information Providers”) and is provided for informational purposes only. The Information may not be reproduced or redisseminated in whole or in part without prior written permission from MSCI.

MSCI
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Kristin Meza, + 1.212.804.5330
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