Morgan stanley _ press release _ styleselect on msci us index

Morgan Stanley (NYSE: MS) announced today that it has licensed a new quantitative index called StyleSelect on MSCI US. Msci global index This new index is a dynamic basket of stocks developed by Morgan Stanley to capture an attractive combination of style properties relative to the broad U.S. Msci world sri market. Msci world etf Such properties are modeled by Morgan Stanley using MSCI’s Value and Growth enhanced style classification system. Msci world healthcare index The quantitative methodology is developed by the Quantitative and Derivative Strategies (QDS) group at Morgan Stanley. Msci stock quote Applying this quantitative screen to the MSCI US Index, MSCI then calculates this custom index and rebalances it monthly.

“StyleSelect on MSCI US joins the StyleSelect on MSCI Europe and on MSCI Japan in our successful family of StyleSelect indices. Msci world index history The indices aim to provide investors access to a disciplined and transparent quantitative stock selection process determined by Morgan Stanley – an active strategy in a passive shell,” said Simon Emrich, North American Head of Quantitative and Derivative Strategies at Morgan Stanley. Msci definition StyleSelect on MSCI US is based on the selective exclusion of MSCI US constituents, based on their value and growth characteristics.


Msci world sector weights It is subject to strict industry group representation and diversification criteria, as well as turnover control.

“StyleSelect indices form an innovative underlyer for our new suite of structured products,” said Kevin Woodruff, Head of North American Equity Derivatives at Morgan Stanley. Msci index china “StyleSelect indices on MSCI US, Japan, Europe and other markets are gaining interest from a variety of our clients. Msci wiki This new offering is driven by investor demand and will help both our institutional and retail clients find alternative opportunities to enhance performance.”

“We are delighted Morgan Stanley has chosen us as their preferred supplier for this customized family of indices,” added David Brierwood, Chief Operating Officer of MSCI Barra. Msci world index chart “This index customization further reinforces the breadth and depth of index customizations that we can offer our clients – from simple geographic or sector modifications to complex screening using client-defined criteria. Msci world nr We have seen considerable growth in this area as investors look for more targeted or specialized investment opportunities and benchmarks that are more representative of their investment set.”

The StyleSelect on MSCI US can be used as an active strategy in outright or overlay form. Msci emerging markets index constituents Its historical tracking risk has been approximately 1.4 percent per annum. Msci developed markets index It is differentiated from existing fundamental indices and other stock-screen based indices, which typically exhibit sector and other concentrated style biases.

For more information about StyleSelect please contact Simon Emrich +1 212 761 8254, Yazid Sharaiha +44 20 7425 6045 or Baron Law +81 3 5424 5526 at the QDS group or your Morgan Stanley sales representative.

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. Msci world onvista The Firm’s employees serve clients worldwide including corporations, governments, institutions and individuals from more than 600 offices in 32 countries. Msci world zusammensetzung For further information about Morgan Stanley, please visit www.morganstanley.com.