MSCI Connector

What you can ask

• Show me median IRR and TVPI for US Buyout funds, vintages 2015-2020Copy

  Example path get_pci_measure_detail

• What are my current equity holdings across public and private markets?
• Compare Index Performance

MCP connector

Server URL

https://mcp.msci.com/mcp/v1.0/mcpCopy

Login

OAuth

Tools

Skills

18 in the ChatGPT listing

• benchmarkUse this skill for MSCI benchmark and market-reference analysis: index performance and levels, trailing/forward valuation multiples, sector/country/industry composition, factor scores, benchmark-relative weights, or return series for beta/CAPM.
• climateUse this skill for MSCI climate and regulatory sustainability metrics at index/security level, including Weighted Average Carbon Intensity (WACI), Implied Temperature Rise (ITR), carbon footprinting, Climate VaR physical/transition risk, SFDR principal adverse impact indicators, and EU Taxonomy alignment.
• compareUse this skill to compare two to five MSCI indexes side by side on performance, risk, composition, valuation, or sustainability metrics.
• compositionUse this skill for what sits inside an MSCI index: constituents and holdings, constituent weights, top-N holdings, country/region/sector/industry breakdowns, constituent counts, index concentration, and whether a given security is a member of a named index.
• Dashboard changesUse this skill to build a live, MSCI-branded HTML dashboard summarizing an MSCI index's last N index reviews (rebalances) via the IndexAI Insights MCP: constituent counts before/after, additions, deletions, FIF changes, official index turnover, addition/deletion turnover, and significant constituent weight changes.
• Dashboard climateUse this skill to build a live, MSCI-branded HTML dashboard of an MSCI index's sustainability and climate metrics via the IndexAI Insights MCP: WACI (weighted average carbon intensity), Implied Temperature Rise, Climate VaR, Low Carbon Transition score, and EU BMR alignment (climate-aligned flag, investable-universe overlap, sustainable-investment screening weight) — framed as index vs parent wherever a parent variant is resolved.
• Dashboard comparatorUse this skill to build a live, MSCI-branded HTML dashboard aligning 2-5 MSCI indexes side by side on composition and/or performance/risk via the IndexAI Insights MCP, all on one shared currency, variant and as-of date.
• Dashboard compositionUse this skill to build a live, MSCI-branded HTML dashboard showing what sits inside one or more MSCI indexes via the IndexAI Insights MCP: constituents and top holdings, constituent weights, country/region/sector breakdowns, concentration, and — on a second tab — a single security's identifiers, weight, FIF/NOS and whether it's a member of each selected index.
• Dashboard fimdUse this skill (licensed) to build a live, MSCI-branded HTML dashboard showing a factor index's methodology input via the IndexAI Insights MCP — the composite factor score (Quality/Momentum/Dividend) that drives selection and weighting, shown beside each holding's actual index weight.
• Dashboard methodologyUse this skill to build a live, MSCI-branded HTML dashboard combining a live eligibility screen for a named security against a reference MSCI index/Inclusion Module with 2-3 cited construction rules (capping, buffer zones, country classification) pulled from the actual methodology document via the IndexAI Insights MCP — never from memory.
• Dashboard performance riskUse this skill to build a live, MSCI-branded HTML dashboard of an MSCI index's returns, factor (FaCS) tilts, and dividend yield via the IndexAI Insights MCP, plus MSCI's own computed IMX risk analytics (tracking error, Sharpe/information ratio, VaR/CVaR, drawdown, active-risk attribution) called out as a native interactive chart.
• eligibilityUse this skill to explain whether/why a security passes or fails MSCI index eligibility screens, including free float, foreign inclusion factor/foreign room, liquidity (ATVR/frequency of trading), market-cap and size-segment cutoffs, or current GIMI/index eligibility.
• Esg screenUse this skill to screen securities/holdings against MSCI ESG ratings, controversies, and business-involvement restrictions such as weapons, tobacco, gambling, alcohol, adult entertainment, thermal coal, arctic drilling, or other mandate exclusions.
• Index aumUse this skill when the user asks how much AUM is benchmarked to an MSCI index, the ETF/non-ETF split, which linked exchange-traded products track the index, who provides them, or passive ownership linked to an MSCI security.
• Index changesUse this skill for what changed in an MSCI index at a review or corporate event: additions and deletions, proforma constituents, FIF/number-of-shares changes, index turnover, and corporate actions.
• Index flowsUse this skill to quantify MSCI index-inclusion or deletion impact for a security: estimated passive AUM to buy/sell, estimated/current index weight and AUM, and execution scale such as days-to-trade.
• methodologyUse this skill for questions about how an MSCI index is constructed, screened, reviewed/rebalanced, weighted, capped, buffered, migrated between size segments, or otherwise governed by MSCI methodology.
• thematicUse this skill to score or rank securities by MSCI thematic relevance, test whether holdings actually express a requested investment theme, or compare thematic exposure across names.