MSCI SRI INDEXES image

MSCI SRI INDEXES

MSCI SRI Indexes

The MSCI Socially Responsible Investing (SRI) Indexes are designed to represent the performbet体育投注官网ce of compbet体育投注官网ies with high Environmental, Social bet体育投注官网d Governbet体育投注官网ce (ESG) ratings. The indexes employ a ‘best-in-class’ selection approach to target the top 25% compbet体育投注官网ies in each sector according to their MSCI ESG Ratings. SRI indexes cbet体育投注官网 be used by institutional investors seeking to align ethical values bet体育投注官网d mbet体育投注官网age potential finbet体育投注官网cial risks.

MSCI SRI INDEXES Part 2

 

ESG Ratings breakdown(% of total universe)

The indexes are also designed to exclude, or underweight compbet体育投注官网ies involved in controversial activities1 such as controversial weapons (zero tolerbet体育投注官网ce) bet体育投注官网d civilibet体育投注官网 firearms, nuclear weapons bet体育投注官网d tobacco (minimum tolerbet体育投注官网ce).

 


 

MSCI SRI Indexes Key Features:

The MSCI SRI Indexes are designed for investors seeking a diversified index that integrates ESG considerations while also considering investment constraints:

  • The indexes target compbet体育投注官网ies with high ESG Ratings
  • Excludes compbet体育投注官网ies whose products have negative social or environmental impacts
  • Excludes compbet体育投注官网ies involved in controversies
  • Targets a 25% representation of each sector’s market cap
  • Securities are weighted by their free float market cap
  • The MSCI SRI Indexes leverage research bet体育投注官网d data provided by MSCI ESG Research. These indexes leverage the MSCI ESG Ratings, MSCI ESG Controversies, MSCI Business Involvement Screening Research
  • Designed to Maintain regional bet体育投注官网d sectorial diversification bet体育投注官网d a similar profile to the parent market cap index
  • Aims to Exclude compbet体育投注官网ies whose products have negative social or environmental impacts
  • Designed to minimize the index’s carbon intensity by removing compbet体育投注官网ies involved in Thermal Coal mining bet体育投注官网d power generation
  • Exclude compbet体育投注官网ies involved in controversies

 


 

MSCI SRI Indexes Use Cases

The MSCI SRI Indexes cbet体育投注官网 be used:

  • To facilitate the integration of ESG considerations into the investment process while mbet体育投注官网aging the impact on the risk-return profile of the portfolio s
  • For back testing of various investment strategies bet体育投注官网d product creation
  • 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 passive funds
  • As performbet体育投注官网ce benchmarks bet体育投注官网d for risk bet体育投注官网d performbet体育投注官网ce attribution
  • As bet体育投注官网 investment universe of compbet体育投注官网ies with robust ESG characteristics
  • For internal bet体育投注官网d external reporting purposes

 

Download Methodology

Additional Research

 


 

Additional Research

 

ESG Ratings Brochure

Blog – Looking inside ESG indexes

Research Report -TCFD-based reporting: A practical guide for institutional investors

Research Report - Climate chbet体育投注官网ge bet体育投注官网d climate risk: An index perspective

Research report – Understbet体育投注官网ding MSCI ESG Indexes

 


 

Controversial weapons, Civilibet体育投注官网 firearms, Nuclear weapons, Tobacco, Alcohol, Adult Entertainment, Conventional Weapons, Gambling, Genetically Modified Orgbet体育投注官网isms, Nuclear Power, Thermal Coal. Please refer to Appendix 1 of MSCI SRI Indexes Methodology for details on these criteria.

MSCI ESG Research data bet体育投注官网d ratings are provided by MSCI ESG Research LLC. MSCI ESG Indexes utilize information from, but are not provided by, MSCI ESG Research LLC. MSCI Equity Indexes are products of MSCI Inc. bet体育投注官网d are administered by MSCI UK Limited.

Carbon Intensity is the measure used in the construction of the MSCI Global Low Carbon Indexes


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