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MSCI Barra Models

An overview of MSCI Barra Models

The Barra Global Total Market Equity Model (GTM) is built on decades of experience in constructing global equity indexes and risk models. As a leader in providing tools to help build and manage better portfolios, MSCI pioneered the application of factors to invent a common language to explain risk and return through a factors lens. MSCI developed factor models with the world’s largest investors and research backed by over 40 years of factor data.

We have 150+ researchers with extensive academic credentials and broad financial industry experience. Our factor hierarchy is built ground-up from aggregated fundamental and technical data. This is based on research to identify common drivers of risk and return, backtested for relevance across markets and investment strategies.

GTM uses Systematic Equity Strategies for the first time in a Barra global equity model, delivering rich global datasets, point-in-time fundamental data, and factor structures aligned to different investment horizons.

Key Facts 

  • Geographical coverage
  • History
    From 1997
  • Data format
  • Delivery mechanism
    Deployed/Onsite Servers
  • Data frequency

Features & Benefits

What you get with MSCI Barra Models

  • Enhance alpha generation processes, develop and evaluate new strategies using Systematic Equity Strategy factors for global equity investing, high quality research-based factors and point-in-time fundamental datasets.
  • Measure sensitivity to potentially crowded trades using Systematic Equity Strategy factors.
  • Gain insights into the different business segments of a firm with multi-industry exposures. Reduce forecasting bias in optimized portfolios using Optimization Bias Adjustment.
  • Estimate a company’s cost of capital for discounted cash flow analysis more accurately using predicted betas that incorporate Bayesian adjustment techniques.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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