MSCI Surges 0.68% Amid Strategic Overhaul but Ranks 263rd in Market Turnover as Volume Dips 22.86%

MSCI closed on September 19, , , , . The move followed a series of strategic announcements impacting index methodology and regional weightings.

Recent updates to the MSCI Global Index series highlighted adjustments to emerging market allocations and ESG screening criteria. The firm announced a phased reduction in China A-shares' exposure, citing regulatory uncertainties, while simultaneously increasing allocations to South Korea and India. .

Analysts noted the market's muted reaction to the news, with the modest volume suggesting limited immediate portfolio rebalancing. , .

For back-testing purposes, the following parameters require clarification: stock universe scope (full US exchange list vs. Russell 3000), exclusion criteria for ADRs/ETFs, trade execution timing (close-to-close), position sizing (equal-weight 500 names), and cost assumptions for transaction fees. , , and risk-adjusted measures against relevant benchmarks.