The release of the new barra us equity model, use4, marks only the latest step in this ongoing journey. Data and information produced by various affiliates of msci inc., including msci esg research inc This document provides empirical results and analysis for the new barra us equity model (use4)
Barra Brass — The Movie Database (TMDB)
These notes include extensive information on factor structure, commentary on the performance of select factors, an analysis of the explanatory power of the model, and an examination of the statistical significance of the factors.
In the next chapter a detailed description of barra mfms will complete the theoretical portion of this handbook.
The s&p/barra growth and value indexes are constructed by dividing the stocks in an index according to a single attribute This splits the index into two mutually exclusive groups designed to track two of the predominant investment styles in the u.s