MSCI Barra launches factor indexes

News

Index provider MSCI Barra has launched the MSCI Europe Momentum Tilt Index and the Europe Value Tilt Index, which are weighted towards stocks that are exposed to fundamental factors. The indexes are designed to be licensed as the basis of index-linked investments such as structured products and exchange-traded funds.

The indexes are based on the MSCI Europe Index and the Barra Europe equity risk model. The Momentum Tilt index uses a Barra Momentum Factor, which aims to identify stocks that have b

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