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  Barra Equity Models Direct – Overview
 
 
Barra Equity Models Direct data is data from Barra models delivered in text, or ASCII, form, so that it can be read by your own programs. There are two forms of Models Direct data offered: BIMe and Traditional. For infomation about purchasing Models Direct data, ask for a sales representative at your nearest Barra office.
BIMe Models Direct Data
BIMe Models Direct data is a comprehensive set of data files from the equity component of the Barra Integrated Model. The files comprise a complete data update system and were designed to minimize your maintenance burden. A guide to BIMe Models Direct is available.
Note: Unlike traditional Models Direct data, BIMe Models Direct data is available only for the complete set of equity models in BIM, not a subset of models of your choice.
Traditional Models Direct Data
Traditional Models Direct data is available from each of the single-country equity models and also from the Europe Equity Model and the Global Equity Model. You can purchase all or some of the categories of data items available for each model. All files are comma-separated and can be opened in a spreadsheet program, by any text editor, or by a custom program of your own. File layouts are available.
File File Extension Contents
Asset Risk Characteristics RSK All factor exposures plus predicted and historical1 beta, predicted specific and total risk, price, capitalization, yield, and index membership for all assets
Covariance Matrix COV Square variance/ covariance matrix for each month expressed in annualized % squared
Factor Returns FRT2 Monthly factor returns
Daily Factor Returns DFR Daily factor returns
Asset Total Returns RET Monthly total returns for all assets
Asset Betas BET3 Predicted and historical1 beta for all assets
Global Exchange Rates XRT Exchange rates between US Dollars and all other GEM currencies
Industry Weights IND3 Multiple industry allocation for all assets
Asset Specific Returns SRT Monthly specific returns, the return net of common factor return
Mini-Industry Weights MIN Assignments to mini-industries (i.e. sub-industries) for all assets
Valuation Signals VAL Monthly Alphabuilder signals from Barra proprietary models for all assets
Market Impact Model MIM Daily breakpoints and slopes for all assets
Float Capitalization FLO Float capitalizations of assets
Linked Specific Risk LSR3 Root asset specific risk and the elasticity to the root
Notes:
  1. For most models
  2. Complete history in each installment
  3. Subset of RSK data