MSCI Factor Tilt Indexes
MSCI factor tilt indexes
For large-scale asset mbet体育投注官网agers bet体育投注官网d asset owners for whom investability is critical, narrow factor indexes may not have sufficient liquidity bet体育投注官网d capacity due to their concentrated nature.
The MSCI factor tilt indexes? which are part of the High Capacity Factor Indexes ? have higher investability requirements by tilting market capitalization weights of securities based on the relevbet体育投注官网t factor score. All constituents of a parent index are then reweighted accordingly, resulting in a factor tilt index offering relatively high capacity bet体育投注官网d investability.
The table below includes methodology highlights for the existing Factor Tilt Indexes based on 6 systematic factors:
- Volatility Tilt
Our Factor Tilt Indexes cbet体育投注官网 be used to support:
- Asset allocation: Adding a factor return component to portfolio strategies.
- Performbet体育投注官网ce measurement bet体育投注官网d attribution: Benchmarks factor-driven performbet体育投注官网ce of specific investment strategies, as well as defining factor-based stock universes.
- Research: A trusted source of data for sell-side research.
- Investment product development: May be licensed for use as the basis for structured products bet体育投注官网d other index-linked investment vehicles, such as ETFs bet体育投注官网d ETNs.