The Markets December 7, 2010

MSCI Launches Value Weighted Indices

MSCI Inc. has launched a series of value weighted indexes.
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Each MSCI Value Weighted Index reweights the constituents of a standard MSCI parent index on four fundamental accounting variables: sales, earnings, cash earnings and book value. According to a press release, the MSCI Value Weighted Indices include all constituents of the MSCI parent index which helps maintain the equivalent trading liquidity, investment capacity and turnover characteristics of the parent index. The resultant index effectively tilts the MSCI parent index towards stocks with relatively lower valuations, displaying value characteristics, the announcement explained.  

The 13 MSCI Value Weighted Indices are: 

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  • MSCI World Value Weighted Index 
  • MSCI Emerging Markets Value Weighted Index 
  • MSCI EAFE Value Weighted Index 
  • MSCI All Country World Index (ACWI) Value Weighted Index 
  • MSCI UK Value Weighted Index 
  • MSCI Europe ex UK Value Weighted Index 
  • MSCI World ex UK Value Weighted Index 
  • MSCI North America Value Weighted Index 
  • MSCI USA Value Weighted Index 
  • MSCI Japan Value Weighted Index 
  • MSCI Kokusai Value Weighted Index 
  • MSCI Pacific ex Japan Value Weighted Index 
  • MSCI World Value Weighted Index (hedged to GBP)

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