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

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