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MSCI Barra India Total Market Equity Model (INE2) Methodology & Handbook PDF

MSCI Barra India Total Market Equity Model (INE2) is an India multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfolio optimization.

MSCI Barra India Total Market Equity Model (INE2) is a multi-factor India equity risk model designed for institutional investors managing Indian equity portfolios across multiple investment horizons. The model provides daily updates for style, industry, and market risk factors and incorporates momentum, liquidity, profitability, leverage, value, growth, and volatility factors to support portfolio construction, risk decomposition, stress testing, and quantitative portfolio management.

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