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REDDIT
Where to get historical monthly performance data for MSCI World factor indexes (Momentum, Quality, Value)?
Hi everyone,
For a backtest (calculating downside beta), I am looking for historical monthly performance data for the following indexes:
MSCI World Momentum Index
MSCI World Sector Neutral Quality Index
MSCI World Enhanced Value Index
Does anyone know where to get these time series as Excel for free?
Any tips would be greatly appreciated 😊