In an interview with SRP, Stéphane Mattatia, MSCI MD, Global Head of Derivatives Licensing and Thematic Indexes, discussed market resiliency and the collaboration between MSCI and MKT MediaStats, highlighting the concept underneath the MSCI inflation index:
"If you take our inflation index, the underlying universe is based on the observation of the intensity of inflation as a theme in the news as measured by our data partner MKT MediaStats. The concept is that if you want to run some correlation between a company’s stocks, and maybe inflation levels, these correlations are meaningful when inflation is a hot topic in the market but when no one is concerned about inflation, it is meaningless to run the correlation between your stocks and gold and oil, for instance, which are usual drivers of inflations, because simply this correlation won’t mean anything as the market simply does not think about inflation".
Stephane went on to discuss Megatrends,"(w)e have also developed a thematic rotation index based on our full ranges of about 20 thematic indexes. MKT MediaStats measures the intensity of each of these thematic in the news, and the index gets invested into the four most popular themes. This kind of index is aimed at investors that are not comfortable choosing a theme for five or 10 years, as the index will invest in the most popular themes".
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