Equity Portfolio Management

Investment managers and their organizations face a host of challenges: volatile markets, increasing competition for new business, demanding standards for accountability. More and more, performance is being measured on the trade-off between risk and return.

Barra equity portfolio management products help managers get more from their skills and strategies. By uncovering the sources of risk and return in an investment portfolio, Barra products help managers identify and understand the risks they are taking.

The Barra Aegis System is a comprehensive portfolio management suite that supports a quantitative investment process. Powered by Barra's leading multiple-factor risk models, the Aegis suite provides a detailed and accurate framework for risk decomposition, portfolio optimization and performance attribution. Learn more about the Barra Aegis System.

BarraOne is a web-based product, ideal for managers who build their portfolios from the bottom up. Intuitive and flexible, the BarraOne application allows managers to investigate the sources of risk that they feel are most critical to the success of their strategies. As a hosted application, BarraOne requires no client data maintenance or special software other than a standard browser. Learn more about BarraOne.

For more flexibility and control, flat-file subscriptions to MSCI Barra's industry-standard risk models are available. Ideal for organizations that want to integrate Barra models into their own quantitative processes, the flat-file subscription comes with the building blocks of Barra risk models, including factor returns series, asset factor exposures and the factor covariance matrix. Managers can draw on the market insights provided by Barra's factor models to enhance their research and alpha-model construction processes. Learn more about Barra risk models.

The MSCI Equity Indices can be used as tools to form an integral part of the portfolio management process. From asset allocation and research analysis to portfolio construction and monitoring, the flexible structure of the indices allows institutional investors to manage their portfolios according to their preferred investment styles. Learn more about the MSCI Equity Indices.

As style has become more important in the investment process for certain investors, MSCI Barra has created additional tools as part of the equity index family to assist the portfolio management process. These tools include valuation ratios and Z-scores to calculate the value and growth bias of constituents within the indices. These tools are useful to both investment managers who have a strong value or growth objective and for managers who want to 'tilt' their portfolio but who may not have a value or growth bias. These variables form part of the Domestic Equity and Value & Growth Indices. Learn more about the Global Value & Growth Indices.

For equity fund managers facing concentration limits, the MSCI 10/40 Equity Indices can provide a "better-fit" benchmark. By taking into account certain investment limits and weight constraints that may be applied under the UCITS III Directive, the MSCI 10/40 Equity Indices are designed to minimize index turnover and to help reduce tracking error. Learn more about the MSCI 10/40 Equity Indices.