Validating results of a prior study, a look at the last four MSCI index rebalances shows that stocks soon to be added outperform from Announce Date to Effective Date, while deleted stocks underperform.
Jul
08
2016
“Index Rebalance Effect” Once Again Proven
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![Jun Zhu / Sr. Research Analyst & Co-Portfolio Manager](https://leuthold.imgix.net/leutholdgroup.com/site_files/authors/DSC_3350_LR_Jun.jpg?h=150&w=150&fit=crop&fp-y=.15)