MSCI launches factor indexes

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 been recently successful based on historic alpha (five-year beta regression) and price behavior in the market, measured by 12-month cumulative excess returns. Signals used to identify momentum are the logarithm rate of excess return over the last 12 months and historical alpha. The country and industry exposure must

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