MSCI ON DATASTREAM
MSCI on Datastream
This document provides details of MSCI data on all versions of Datastream including Datastream through Eikon
and Datastream datafeeds. This includes information about the indices provided in the Vendor Index module and
all the restricted MSCI modules containing constituents, sector indices and restricted datatypes such as valuation
ratios and additional currency indices. Details of MSCI indices are available from MSCI.
How to subscribe to MSCI on Datastream
Customers interested in MSCI modules (apart from the Vendor Index module below), licensing, or service queries,
should contact:
MSCI Client Services e-mail: clientservice@msci.com or http://www.msci.com/about/contact_client_service.html,
Once MSCI has confirmed the customer has a license they will send an approval form to Thomson Reuters for the
service(s) to be added.
The Source
MSCI is a leading provider of investment decision support tools to over 6,000 clients worldwide, ranging from large
pension plans to boutique hedge funds. They offer a range of products and services - including indices, portfolio
risk and performance analytics, and ESG data and research - from a number of internationally recognized brands
such as Barra, RiskMetrics and IPD. Located in 23 countries around the world, and with over 2,600 employees,
MSCI is dedicated to supporting the increasingly complex needs of the investment community with groundbreaking
new products, high quality data, superior distribution and dedicated client support.
The Modules – Index Only Modules
1.
MSCI Vendor Index Module - Freely Available Indices
This module provides access to the freely available MSCI indices and a select number of datatypes and it is available
to customers who have access to all versions of Datastream including Datastream through Eikon and Datastream
datafeeds.
Please note that no prior approval from MSCI is required for this module and no requests need to be made to entitle
the service as the indices are already included within the above products.
Data included in this module:

Indices - the majority of MSCI indices are freely available apart from GICS Sector indices which are all
restricted with 5 regional exceptions*. The range of freely available indices include the following:

December 2014
Large, Mid, Standard, Small Cap, Small+Mid
MSCI on DATASTREAM
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(SMID), Investable Market (IMI), All Cap and Micro cap market capitalisation indices
Style segmentation (Value and Growth) indices
Across Developed Markets (DM), Emerging Markets (EM) and Asia Pacific (AP) regions and
countries
DM and EM GDP indices
DM monthly hedged indices (price only)
Gulf Corporation Council (GCC) country indices
Islamic indices
Frontier Market indices
Andean Indices
Overseas China and All China Indices
Factor, Thematic and ESG indices
* GICS Sector, Industry Group and Industry indices for World (DW), ACWI (AF), EM (EF), Europe (UR)
and EMU (MU)1
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Datatypes - price index (PI), gross return (RI), and net return (NR)
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Index currencies - USD, Local and Euro
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Exchange rates
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History - history available for MSCI indices varies, see navigator for details. The below is a guideline of
what is generally available:
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Pre GIMI - Developed Markets: 31 December 1969
Emerging Markets and All Country (EM+DM): 31 December 1987
GIMI size and style indices - Investable Market Index (IMI), Large Cap, Mid Cap, and Small+Mid
(SMID) indices across key countries and regions; plus sector segmentations: varies from 31 May
1994
Gulf Corporation Council (GCC) Countries indices: 1 June 2005
Frontier Market Indices: 1 June 2002
Factor, Thematic, ESG indices: Varies – refer to navigator for details
Islamic indices: 31 May 2007
MSCI Enhanced Index Module
This module provides additional market capitalisation and valuation ratio history for country and regional indices
with history generally available back to base date. No constituent level data is included in this module.
Module
Desktop PLI
MSCI Developed and Emerging Markets Enhanced Index
Module
XFMSDEN-KDS &
XFMSEE-KDS

Datafeed PLI
Internal use
XFMSDEN-DDS &
XFMSEE-DDS
Service Code
MSDENH &
MSEENH
Vendor index Module above plus market caps and valuation ratios at the country and regional level
including Size and Value and Growth indices- see Appendix A for a list of all datatypes included in this
module
1
These are the 2 digit codes used to create Sector indices. The unrestricted sector indices only includes these regional indices
and not the country indices included within each region
Thomson Reuters Datastream
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MSCI on DATASTREAM
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Foreign currency indices: Indices provided in other currencies including - USD, EUR, GBP, JPY, CHF, CAD
and AUD
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History - back to base date for most datatypes - refer to navigator for details
3.
MSCI Global Sector Indices
These modules provide index levels, returns and valuation ratios for GICS sector, industry group, and industry
indices. No constituent level data is provided in these modules and Small Cap indices are also not included.
Module
MSCI Sector Index Modules
MSCI Asia Pacific Sectors Daily *2
MSCI Developed Markets Sectors Daily
MSCI Emerging Markets Sectors Daily
MSCI Asia Pacific Sectors Monthly *
MSCI Developed Markets Sectors Monthly
MSCI Emerging Markets Sectors Monthly
Desktop PLI
XFAPC-KDS
XFMSDM-KDS
XFMSEM-KDS
XFMSAPC-KDS
XFMSD-KDS
XFMSEMC-KDS
Datafeed PLI
Internal use
XFAPC-DDS
XFMSDM-DDS
XFMSEM-DDS
XFMSAPC-DDS
XFMSD-DDS
XFMSEMC-DDS
Service Code
MSAPCIID
MSDMCIID
MSEMCIID
MSAPCII
MSDMCII
MSEMCII
Indices
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Indices are calculated for most MSCI country and regions at the first 3 levels of the MSCI/S&P GICS
classification (Global Industry Classification Standard) hierarchy ( 10 sectors, 24 industry group and 67
industries)
Sub-industry level (156), indices are calculated for a number of IMI regions including AC Europe, AC Asia,
ACWI, EAFE and World
Sub-industry level REIT indices calculated for standard regions - EAFE, ACWI and World
Small Cap sector indices are not included in this module, they are included in the Small Cap core modules
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Datatypes - price index (PI), gross return (RI), net return (NR), market cap (MV) and valuation ratios – see
Appendix A for details
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Index currencies - USD and local
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History - see navigator for details
The Modules – Constituent and Index Modules
4. MSCI Core Developed, Emerging and Asia Pacific Markets Modules (security level data and index valuation
ratios)
These modules provide index market capitalisation and valuation ratios plus constituent data for a rolling 7 years.
Module
Desktop PLI
Datafeed PLI
Service Code
*Asia Pacific - The Asia Pacific module includes indices from both emerging and developed markets for the Asia Pacific
region - Australia, China, Hong Kong, India, Indonesia, Japan, Korea, Malaysia, New Zealand, Pakistan, Philippines,
Singapore, Sri Lanka, Taiwan and Thailand.
2
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MSCI on DATASTREAM
Module
MSCI Core Modules
MSCI Core Developed Markets Daily
MSCI Core Emerging Markets Daily
MSCI Core Asia Pacific Daily
MSCI Core Developed Markets Monthly
MSCI Core Emerging Markets Monthly
MSCI Core Asia Pacific Monthly
Desktop PLI
XFMSDD-KDS
XFMSDE-KDS
XFMSA-KDS
XFMSCO-KDS
XFMSCOR-KDS
XFMSAPA-KDS
Datafeed PLI
Internal use
XFMSDD-DDS
XFMSDE-DDS
XFMSA-DDS
XFMSCO-DDS
XFMSCOR-DDS
XFMSAPA-DDS
Service Code
MSDD
MSDE
MSAPAC
MSCORD
MSCORE
MSAPACM
Security Level Data
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Comprehensive security level information including valuation ratios, returns, shares outstanding, balance
sheet and income statement data, security description including GICS classification and market
capitalizations
Daily divided data available in daily module
Advanced corporate events data included in daily module
Indices
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Index data included in vendor index module
Datatypes - market capitalization and index valuation ratios including price earnings, dividend yield, return
on equity and price/cash flow (see Appendix A for list) for country and regional indices (not Small Cap)
History
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Index valuation ratios including market capitalization – rolling 7 years
Constituents and constituent lists – rolling 7 years monthly and 13 months rolling daily lists
Monthly module provides data to the last month end and the daily module provides this plus daily data
since the last month end
5. MSCI Core Small Cap Modules - Developed, Emerging and Asia Pacific Markets Modules (security level and
index valuation ratios)
These modules provide index market capitalization and valuation ratios plus constituent data for Small Cap indices
for a rolling 7 years plus sector indices for the relevant modules.
DM Small Cap (includes Small Cap VG and Small Cap ACS for DM)
EM Small Cap (includes Small Cap VG and Small Cap ACS for EM)
AP Small Cap (includes Small Cap VG and Small Cap ACS for AP)
Module
MSCI Small Cap Modules
MSCI Small Cap Developed Markets Daily
MSCI Small Cap Emerging Markets Daily
MSCI Small Cap Asia Pacific Daily
MSCI Small Cap Developed Markets Monthly
MSCI Small Cap Emerging Markets Monthly
MSCI Small Cap Asia Pacific Monthly
Thomson Reuters Datastream
Desktop PLI
XFMSCIS-KDS
XFMSS-KDS
XFMSSC-KDS
XFMSCISC-KDS
XFMSSCE-KDS
XFMSSCA-KDS
Datafeed PLI
Internal use
XFMSCIS-DDS
XFMSS-DDS
XFMSSC-DDS
XFMSCISC-DDS
XFMSSCE-DDS
XFMSSCA-DDS
Service Code
MSCISCD
MSSCEMD
MSSCAPD
MSCISC
MSSCEMM
MSSCAPM
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MSCI on DATASTREAM
Security Level Data
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Comprehensive security level information including valuation ratios, returns, shares outstanding, balance
sheet and income statement data, security description including GICS classification and market
capitalizations for constituents of Small Cap and Small Cap Value and Growth indices
Daily divided data available in daily module
Advanced corporate events data included in daily module
Indices
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Index data included in vendor index module
Datatypes - market capitalization and index valuation ratios including price earnings, dividend yield, return
on equity and price/cash flow (see Appendix A for list) for country and regional Small Cap indices and Small
Cap Value and Growth indices
Small Cap GICS Sector, Industry Group and industry Indices
History
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Index valuation ratios including market capitalization – rolling 7 years
Constituents and constituent lists – rolling 7 years monthly and 13 months rolling daily lists
Monthly module provides data to the last month end and the daily module provides this plus daily data
since the last month end
6. MSCI Core Value & Growth Plus Modules (additional index and security level data)
These modules provide index market capitalization and valuation ratios plus constituent data for the Value and
Growth indices for a rolling 7 years.
Module
MSCI Core Value & Growth Plus Modules
MSCI Core Developed Markets Value and Growth Plus Daily
MSCI Core Emerging Markets Value and Growth Plus Daily
MSCI Core Asia Pacific Value and Growth Plus Daily
MSCI Core Developed Markets Value and Growth Plus
Monthly
MSCI Core Emerging Markets Value and Growth Plus Monthly
MSCI Core Asia Pacific Value and Growth Plus Monthly
Desktop PLI
Service Code
XFMSV-KDS
XFMSVGE-KDS
XFMSVGA-KDS
XFMSVG-KDS
Datafeed PLI
Internal use
XFMSV-DDS
XFMSVGE-DDS
XFMSVGA-DDS
XFMSVG-DDS
XFMSVGEM-KDS
XFMSVGAP-KDS
XFMSVGEM-DDS
XFMSVGAP-DDS
MSVGEM
MSVGAP
MSVGDMD
MSVGEMD
MSVGAPD
MSVGDM
Security Level Data
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Comprehensive security level information including valuation ratios, returns, shares outstanding, balance
sheet and income statement data, security description including GICS classification and market
capitalizations for constituents of Value and Growth indices
Global Z-scores, Value and Growth valuation ratios
Daily divided data available in daily module
Advanced corporate events data included in daily module
Indices
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Index data included in vendor index module
Datatypes - market capitalization and index valuation ratios including price earnings, dividend yield, return
on equity and price/cash flow (see Appendix A for list) for country and regional Value and Growth indices
Thomson Reuters Datastream
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MSCI on DATASTREAM
History
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Index valuation ratios including market capitalization – rolling 7 years
Constituents and constituent lists – rolling 7 years monthly and 13 months rolling daily lists
Monthly module provides data to the last month end and the daily module provides this plus daily data
since the last month end
7. MSCI Islamic Core Plus Modules – add on to Core or Value/Growth Plus Modules
These modules provide specific constituent data for the Islamic indices for a rolling 7 years.
Module
MSCI Islamic Core Plus Modules
MSCI Islamic Core Plus Developed Markets Monthly
MSCI Islamic Core Plus Emerging Markets Monthly
MSCI Islamic Core Plus Asia Pacific Markets Monthly
MSCI Islamic Small Cap Plus Emerging Markets Monthly
MSCI Islamic Core Plus Developed Markets Daily
MSCI Islamic Core Plus Emerging Markets Daily
MSCI Islamic Core Plus Asia Pacific Markets Daily
MSCI Islamic Small Cap Plus Emerging Markets Daily
Desktop PLI
XFMSIS-KDS
XFMSISEM-KDS
XFMSISA-KDS
MSISSE-KDS
XFMSISD-KDS
XFMSISE-KDS
XFMSISAP-KDS
XFMSISSE-KDS
Datafeed PLI
Internal use
XFMSIS-DDS
XFMSISEM-DDS
XFMSISA-DDS
MSISSE-DDS
XFMSISD-DDS
XFMSISE-DDS
XFMSISAP-DDS
XFMSISSE-DDS
Service Code
MSISDMM
MSISEMM
MSISAPM
MSISSEMM
MSISDMD
MSISEMD
MSISAPD
MSISSEMD
Security Level Data
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Islamic constituent lists
Purified daily total returns
Purified dividends and purified yield
Customers must have a pre-existing Core of Core Value/Growth Plus subscription.
8. MSCI US REIT Constituent Modules
This module provides constituents of the MSCI US REIT index.
Module
Domestic Module - MSCI US REIT Index and Constituents
MSCI US REIT Daily
MSCI US REIT Monthly
Desktop PLI
XFMSUR-KDS
XFMSURE-KDS
Datafeed PLI
Internal use
XFMSUR-DDS
XFMSURE-DDS
Service Code
MSUREITD
MSUREITM
 The MSCI US REIT constituent modules provide access to the constituent list of the MSCI US REIT index which is
based on constituents from the MSCI US Investable Market 2500 Index.
 Constituents for MSCI US REIT sub-industry indices.
More details are available on the Extranet
The Modules – Miscellaneous Modules
9. MSCI Factor, ESG and Thematic Modules – add on to Core and Small Cap Modules
Thomson Reuters Datastream
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MSCI on DATASTREAM
These modules provide constituents of the Factor, ESG and Thematic indices.
The Standard modules require a DM and EM core subscription.
The IMI modules require DM, EM plus DM and EM Small Cap core subscriptions.
Module
MSCI Thematic, Factor & ESG Modules
MSCI Factor Standard Module Daily
MSCI Factor IMI Module Daily
MSCI ESG Standard Module Daily
MSCI ESG IMI Module Daily
MSCI Thematic Standard Module Daily
MSCI Thematic IMI Module Daily
Desktop PLI
XFMSRPSTD-KDS
XFMSRPIMI-KDS
XFMSESGSTD-KDS
XFMSESGIMI-KDS
XFMSTSTD-KDS
XFMSTIMI-KDS
Datafeed PLI
Internal use
XFMSRPSTD-DDS
XFMSRPIMI-DDS
XFMSESGSTD-DDS
XFMSESGIMI-DDS
XFMSTSTD-DDS
XFMSTIMI-DDS
Service Code
MSRPSTD
MSRPIMI
MSESGSTD
MSESGIMI
MSTSTD
MSTIMI
The MSCI Factor, ESG and Thematic indices cover a number of alternative indices ranging from Agriculture and
Food Chain, Commodity, ESG and SRI indices through to Alternative Weighted indices such as Equal and Value
Weighted indices.
More details are available on the Extranet
Security Level Data

Constituent lists and weights data
MSCI Economic Exposure Security Data Modules
10.
These modules provide geographic revenue breakdowns by country and region for the stocks in the MSCI AWCI
index and also includes the country exposure revenue and % weighting for a number of MSCI Economic Exposure
regional and country indices.
Module
MSCI Economic Exposure Modules
MSCI DM Economic Exposure Security Data Standard Module
MSCI EM Economic Exposure Security Data Standard Module
Desktop PLI
XFMSDMEE-KDS
XFMSEMEE-KDS
Datafeed PLI
Internal use
XFMSDMEE-DDS
XFMSEMEE-DDS
Service Code
MSDMEE
MSEMEE
Security Level Data
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Geographic revenue breakdowns by country and region for each large cap and mid cap stock included in
the MSCI ACWI index
Country and regional exposure revenue and exposure revenue % provided for each stock
Indices

Country exposure revenue and country exposure % provided for a number of MSCI regional and Country
indices
History
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History available from April 2014
More details are available on the Extranet
Thomson Reuters Datastream
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MSCI on DATASTREAM
11.
MSCI 10/40 and 10-40 Indices – Constituent Lists
The MSCI 10/40 and 10-40 Index family was created to provide more appropriate benchmarks for UCITS
(Undertakings for Collective Investment in Transferable Securities requirements) compliant mutual funds and are
derived from MSCI Equity Indices.
Module
MSCI 10/40 and 10-40 indices
MSCI ACWI Metals & Mining 10-40
MSCI ACWI Paper & Forest Products 10/40
MSCI ACWIF Telecom Index 10/40
MSCI All Country Asia Pac ex JPN Energy &Materials 10-40
MSCI Australia 10-40
MSCI Brazil 10/40
MSCI China 10/40
MSCI EM Asia 10/40
MSCI EM Eastern Europe 10/40
MSCI EM Europe 10-40
MSCI EM Latin America 10/40
MSCI EM European and Middle East 10-40
MSCI EM East European Ex Russia 10-40
MSCI EM Eastern Europe IMI 10-40
MSCI EM Telecommunications Services 10-40
MSCI Europe Consumer Staples 10/40
MSCI Europe Discretionary 10/40
MSCI Europe Financials 10/40
MSCI Europe Health Care 10/40
MSCI Europe Industrials 10/40
MSCI Europe IMI Information Technology 10-40
MSCI Europe Information Technology 10/40
MSCI Europe Materials 10/40
MSCI Europe Telecom 10/40
MSCI Europe Utilities 10/40
MSCI France 10/40
MSCI Germany 10/40
MSCI Hong Kong 10-40
MSCI India 10/40
MSC Indonesia 10/40
MSCI Italy 10/40
MSCI Korea 10-40
MSCI Netherlands 10/40
MSCI Nordic 10/40
MSCI Russia 10-40
MSCI Spain 10/40
MSCI Switzerland 10/40
MSCI Thailand 10/40
MSCI Turkey 10/40 and 10-40
MSCI Turkey IMI 10-40
MSCI UK 10/40 and 10-40
MSCI World Capital Goods 10/40
MSCI World Consumer Staples 10/40
MSCI World Energy & Materials 10/40
Thomson Reuters Datastream
Desktop PLI
XFMSACE-KDS
XFMSCA-KDS
XFMSCACTLO-KDS
XFMSCX-KDS
XFMSCAU-KDS
XFMSCB-KDS
XFMSCC-KDS
XFMSCE-KDS
XFMSCEM-KDS
XFMSCEME-KDS
XFMSCEML-KDS
XFMSCEMEM-KDS
XFMSCEE-KDS
XFMSCEMEEI-KDS
XFMSCEMT-KDS
XFMSCEU-KDS
XFMSCEUD-KDS
XFMSCEUF-KDS
XFMSCEUH-KDS
XFMSCEUI-KDS
XFMSCEII-KDS
XFMSCEUIT-KDS
XFMSCEUM-KDS
XFMSCEUT-KDS
XFMSCEUU-KDS
XFMSCF-KDS
XFMSCG-KDS
XFMSCH-KDS
XFMSCIN-KDS
XFMSCINDO-KDS
XFMSCIT-KDS
XFMSCIKOR-KDS
XFMSCN-KDS
XFMSCNO-KDS
XFMSCR-KDS
XFMSCS-KDS
XFMSCSW-KDS
XFMSCT-KDS
XFMSCTU-KDS
XFMSTURKI-KDS
XFMSCU-KDS
XFMSCW-KDS
XFMSCWDCS-KDS
XFMSCWDE-KDS
Datafeed PLI
Internal use
XFMSACE-DDS
XFMSCA-DDS
XFMSCACTLO-DDS
XFMSCX-DDS
XFMSCAU-DDS
XFMSCB-DDS
XFMSCC-DDS
XFMSCE-DDS
XFMSCEM-DDS
XFMSCEME-DDS
XFMSCEML-DDS
XFMSCEMEM-DDS
XFMSCEE-DDS
XFMSCEMEEI-DDS
XFMSCEMT-DDS
XFMSCEU-DDS
XFMSCEUD-DDS
XFMSCEUF-DDS
XFMSCEUH-DDS
XFMSCEUI-DDS
XFMSCEII-DDS
XFMSCEUIT-DDS
XFMSCEUM-DDS
XFMSCEUT-DDS
XFMSCEUU-DDS
XFMSCF-DDS
XFMSCG-DDS
XFMSCH-DDS
XFMSCIN-DDS
XFMSCINDO-DDS
XFMSCIT-DDS
XFMSCIKOR-DDS
XFMSCN-DDS
XFMSCNO-DDS
XFMSCR-DDS
XFMSCS-DDS
XFMSCSW-DDS
XFMSCT-DDS
XFMSCTU-DDS
XFMSTURKI-DDS
XFMSCU-DDS
XFMSCW-DDS
XFMSCWDCS-DDS
XFMSCWDE-DDS
Service Code
MSACEMM
MSCACPF
MSCACTL
MSCXJEM
MSCAUST
MSCBRAZ
MSCCHIN
MSCEMAS
MSCEMEE
MSCEMEU
MSCEMLA
MSCEMEM
MSCEEXR
MSCEMEEI
MSCEMTS
MSCEUCS
MSCEUDS
MSCEUFN
MSCEUHC
MSCEUID
MSCEIIT
MSCEUIT
MSCEUMT
MSCEUTL
MSCEUUT
MSCFRAN
MSCGERM
MSCHOKO
MSCINDI
MSCINDO
MSCITAL
MSCIKOR
MSCNETH
MSCNORD
MSCRUSS
MSCSPAIN
MSCSWIS
MSCTHAI
MSCTURK
MSTURKI
MSCUTKG
MSCWCAG
MSCWDCS
MSCWDEM
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MSCI on DATASTREAM
Module
MSCI World Energy 10/40
MSCI World Health Care 10/40
MSCI World Industrials 10/40
MSCI World Information Technology 10/40
MSCI World Material 10/40 and 10-40
MSCI World Media 10/40
MSCI World Pharmaceuticals & Biotechnology 10/40
MSCI World Telecom 10/40
MSCI World Utilities 10/40
MSCI Zhong Hua 10/40
Desktop PLI
XFMSCWDEC-KDS
XFMSCWDH-KDS
XFMSCWDI-KDS
XFMSCWDIT-KDS
XFMSCWO-KDS
XFMSCWOM-KDS
XFMSCWD-KDS
XFMSCWDT-KDS
XFMSCZ-KDS
XFMSCWDU-KDS
Datafeed PLI
XFMSCWDEC-DDS
XFMSCWDH-DDS
XFMSCWDI-DDS
XFMSCWDIT-DDS
XFMSCWO-DDS
XFMSCWOM-DDS
XFMSCWD-DDS
XFMSCWDT-DDS
XFMSCZ-DDS
XFMSCWDU-DDS
Service Code
MSCWDEC
MSCWDHC
MSCWDID
MSCWDIT
MSCWOMA
MSCWOME
MSCWDPH
MSCWDTL
MSCZHHA
MSCWDUT
http://www.msci.com/eqb/methodology/meth_docs/1040Method.pdf
Indices

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

All the index values (apart from those in U$, local and Euro) and constituent lists are licensed on an index
by index basis
10/40 indices – different history prior to the 10/40 methodology change in March 2006
10-40 indices – entire history back-calculated using current methodology
All indices are rebalanced to the parent indices on a quarterly basis.
Security Level data


Constituent lists -10/40 index capped weight next day
Constituent lists -10/40 Index capping factor next day
- MTCWND
- MTCFND
12. MSCI Custom Indices
MSCI can calculate custom indices which can be provided on Datastream. There is a charge for this service, please
contact your TR account manager for more details on accessing through Datastream services.
Where can I find information on how to access MSCI data on Datastream?

Navigator
 MSCI indices are available to search on in the Navigator tool
 Or use the Explore option: By Source, MSCI
 Or Explore: By Market,
 Or Explore: By Sector, MSCI


MSCI Datatypes – there are separate MSCI categories under Equities and Equity Indices on
Navigator
Extranet
 Content Update - sign up to the Content Update pages on the Extranet for new MSCI additions and
changes
 Check the dedicated MSCI section on the Extranet
Appendix A – Index Restricted Datatypes
Thomson Reuters Datastream
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MSCI on DATASTREAM
Description
Number of Equities
Market Capitalization
Adjusted Market Cap USD
Datatype
MSNE
MSMV
MSAMV
Frequency
Daily
Daily
Daily
Initial Market Cap USD
MSIMV
Daily
Estimated Daily Dividend
Yield
Price/Book Value
MSEDY
Daily
MSBP
Monthly
Median Market Cap of
Index
MSCM
Monthly
Dividend Yield
MSDY
Monthly
Year on year growth
forward EPS
MSEG
Monthly
Long Term EPS Growth
Trend
Price to 12 months
Forward Earnings
MSET
Monthly
MSFE
Monthly
12 months forward Index
EPS
MSFI
Monthly
Current Internal Growth
Rate
Long Term Forward EPS
Growth Rate (EGRLF)
MSIG
Monthly
MSLE
Monthly
Average Market Cap of
Index
Price/Cash Earnings
MSMC
Monthly
MSPC
Monthly
Price/Earnings
MSPE
Monthly
Return on Equity
MSRE
Monthly
Short Term Forward EPS
Growth Rate (EGRSF)
MSSE
Monthly
Long Term SPS Growth
Trend (SGRO)
Year on year growth
trailing EPS
MSSG
Monthly
MSTG
Monthly
Thomson Reuters Datastream
Notes
Number of securities in the index
Index closing market capitalization
Security Adjusted Market Capitalization in USD used for
today's index level calculation
Unadjusted previous security full market cap in USD used
for today's index calculation.
Uses annualized dividends and prices of previous month
end.
Book value per share is calculated using the latest
reported book value; a trailing 12-month figure is not
calculated.
The median market cap of an index computed by MSCI is
the dollars weighted median free float adjusted market
capitalization of the index. It is the free float adjusted
market capitalization of the security which makes the
cumulative index free float adjusted market
capitalization reach 50% when the index constituents are
ordered by decreasing free float adjusted market
capitalization.
Calculated using the trailing 12-month cash earnings per
share figure.
Using the 12-month index EPS, MSCI calculates an EPS
growth rate for an index. Year on year growth EPS
relates earnings growth to the index level.
Calculated using the last five years fiscal year-end
earnings per share.
EPS12F (12-month forward EPS) and EPS12B (12-month
backward EPS) are used to calculate the price to 12month forward earnings.
MSCI calculates the 12-month index EPS by combining an
index level with its underlying price to earnings ratios,
thereby creating a new theoretical per share figure at an
index level that reflects the evolution of the EPS for an
index.
Calculated using return on equity and the dividend
payout ratio.
The long term forward EPS Growth Rate is the consensus
of analysts’ earnings growth rate estimates typically
provided for the next 3 to 5 years.
Average free float adjusted market capitalization of all
the index constituents.
Calculated using the trailing 12-month cash earnings per
share figure.
Calculated using the trailing 12-month earnings per
share figure.
Calculated using the trailing 12-month earnings per
share figure and latest book value per share.
The EGRSF is a measure of the expected growth of a
security over the next 12 months from the calculation
date.
Calculated using the last five years fiscal year-end sales
per share.
Using the 12-month index EPS, MSCI calculates an EPS
growth rate for an index. Year on year growth EPS
relates earnings growth to the index level.
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MSCI on DATASTREAM
Description
12 months trailing Index
EPS
Datatype
MSTY
Thomson Reuters Datastream
Frequency
Monthly
Notes
MSCI calculates the 12-month index EPS by combining an
index level with its underlying price to earnings ratios,
thereby creating a new theoretical per share figure at an
index level that reflects the evolution of the EPS for an
index.
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