MSCI Risk Factor Models
Improved portfolio analytics and efficient workflows
Simplified workflows. Actionable insights.
MSCI’s industry-leading risk factor models are now accessible through Goldman Sachs. With the combined expertise in data and risk management, this collaboration aims to deliver higher quality analytics that clients can access in a simplified way.
Equity factor innovation
MSCI's risk factor models are built upon decades of expertise and are designed to push the boundaries in order to meet modern investment needs
Quality and stability
Models are designed to ensure that clients can effectively and consistently manage their strategies and build better portfolios
Broad range of choices
Models are designed to cater to the needs of global, regional, and single country-focused investors
MSCI Equity Factor Risk Models via Goldman Sachs
Access MSCI’s market-leading risk factor models via Goldman Sachs’ flexible portfolio analytics ecosystem, programmatically or via user interface.
Programmatic Risk Management
GS Quant, our open-source Python toolkit designed to rapidly and seamlessly integrate data, provides a programmatic environment to access MSCI’s risk factor models in a scalable manner.
Time Series Visualization
PlotTool Pro, one of the most popular tools on the Goldman Sachs trading floor, offers powerful time series visualization and analysis of a portfolio’s factor performance and risk.
Portfolio Risk Analysis
Marquee’s Portfolio Analytics offers a highly intuitive web interface to upload, analyze and share portfolios, understand sources of risk through the lens of MSCI factor risk models, and control risk exposure with custom hedges.
About MSCI
With over 50 years of expertise in research, data and technology, MSCI powers better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios. MSCI creates industry-leading, research-enhanced solutions risk and performance analytics that help clients build better portfolios and communicate with clients more effectively through an integrated view of risk and return.
Media highlights
Risk.net
Goldman inks modelling, data tie-up with MSCI
Traders Magazine
Investor Needs Prompt Buy Side to Rethink Infrastructure
The Asset
Goldman Sachs, MSCI aim to improve portfolio analytics
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