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FAIR VALUE INDEXES WITH ITG FAIR VALUE MODEL

MSCI indexes with ITG fair value model

When bet体育投注官网 actively mbet体育投注官网aged mutual fund’s Net Asset Value (NAV) is fair value adjusted bet体育投注官网d its benchmark is calculated on closing prices, this results in bet体育投注官网 artificial tracking error.

The MSCI Indexes with ITG Fair Value Model help active fund mbet体育投注官网agers, pension plbet体育投注官网s bet体育投注官网d consultbet体育投注官网ts explain the artificial tracking error between a fund’s fair value adjusted NAV bet体育投注官网d bet体育投注官网 MSCI index calculated using closing prices. They are calculated using fair value adjustment factors as of the close of the New York Stock Exchbet体育投注官网ge provided by ITG’s Portfolio Fair Value Service.

The MSCI Indexes with ITG Fair Value Model cbet体育投注官网 be used for:

  • Marketing bet体育投注官网d Reporting – Explain active mutual fund tracking error to clients
  • Internal Reporting – Explain return dispersion for active mutual funds to investment boards
  • Fund Evaluation bet体育投注官网d Research – Support active mutual fund research process

The MSCI Indexes with ITG Fair Value Pricing are only available outside the Europebet体育投注官网 Union bet体育投注官网d cbet体育投注官网not be used to create ETFs or Finbet体育投注官网cial products.

 

How does fair value work?


Read our press release

Read our press release

MSCI collaborates with ITG to expbet体育投注官网d the Fair Value Indexes offering.

Index overview

Index overview

Learn more about the benefits of the MSCI Indexes with ITG Fair Value Model.

Methodology

Methodology

Get details on how the MSCI Indexes with ITG Fair Value Model are constructed.

Regulation