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MSCI Index Calculation Methodology

MSCI Index Calculation Methodology

www.msci.com

Factor, Growth Inclusion Factor, Value Inclusion Factor, Index Inclusion Factor (*). PAF t is the Price Adjustment Factor of the security s at time t. FXrate t is the FX rate of the price currency of security s vs USD at time t. It is the value of 1 USD in foreign currency. FXrate t 1 is the FX rate of the price currency of security s vs USD at ...

  Factors, Currency, Adjustment, Misc, Adjustment factor

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