Extended Viewer

Model Insight - Barra North America Stochastic Factor Model (NAMS1) Highlights - February 2013

The Barra North America Stochastic Factor Model (NAMS1) is the second in a family of statistical factor models developed by MSCI, following the launch of the Barra Europe Stochastic Factor Model (EURS1) in September 2012. This overview document succinctly describes the NAMS1 specifications and provides the results of extensive backtests from 1995-2012.