'Histroy of change' launch by MSCI

Related Categories

Morgan Stanley Capital International has launched a product to help researchers which shows all the historical rebalancings which have been made to its indices.
The MSCI ‘History of Change’ (HoC) provides details on index rebalancings made to all MSCI Equity Indices since 1988, but does not include market-driven changes such as corporate events. Between November 1988 and April 2001, MSCI said it implemented 105 index rebalancings involving 4,317 additions and deletions.
The HoC product is available in standard and enhanced modules. The standard module provides index rebalancing data, including the SEDOL, the announcement date, the effective date, whether the security was added or deleted plus the electronic text archive of announcements.
The enhanced module provides this, plus time series data beginning about seven days before and ending about seven days after the effective date, including security pricing data, currency data and index data at the country level.

Have your say

You must sign in to make a comment


Your first step in manager selection...

IPE Quest is a manager search facility that connects institutional investors and asset managers.

  • QN-2466

    Asset class: Multi-asset funds.
    Asset region: Global.
    Size: EUR 30m.
    Closing date: 2018-08-16.

  • QN-2467

    Asset class: Search for a broker (mainly ETFs).
    Asset region: Global.
    Size: 250m.
    Closing date: 2018-08-28.

  • DS-2468

    Closing date: 2018-08-24.

Begin Your Search Here