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Jul 08 2015

“Index Rebalance Effect” On Stock Performance

  • Jul 8, 2015

Stocks selected for inclusion in the MSCI ACWI have outperformed from the day of the announcement to the day of implementation, while the opposite is true for stocks which are removed. Long-term, however, stocks included in the index do not outperform compared to those that were removed.

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About The Author

Jun Zhu / Sr. Research Analyst & Co-Portfolio Manager