MSCI Engine v1.4 Final — Comprehensive + Screener

Ticker	Grup	Seg	FFMV $B	FF Rep	12m ATVR	xADV	v1.4 Pred	Conf	Tier	Aktual	Trigger

Bulk Screener — Cari saham di luar list 38: Paste data dari Bloomberg/Excel, engine evaluate semua sekaligus, output ranked by inclusion potential. Settings global berlaku (freeze, strict mode).

📋 Format input + Bloomberg formulas (klik)

Required header columns: ticker + (ffmv_usd_b OR mcap_usd_b+ff_pct)

Recommended: name, atvr_12m, atvr_3m, fot_3m, xadv, share_price_rp, holders

Bloomberg formulas (BQL/BDP):

A: ticker (e.g., "BBCA IJ Equity")
B: =BDP(A2,"NAME_LONG")
C: =BDP(A2,"CRNCY_ADJ_MKT_CAP","EQY_FUND_CRNCY=USD")/1000
D: =BDP(A2,"EQY_FREE_FLOAT_PCT","EQY_FUND_CRNCY=USD")
E: =C2*D2/100
F: =BQL(A2,"sum(turnover(dates=range(-12m,0d)))/avg(cur_mkt_cap(dates=range(-12m,0d))*eqy_free_float_pct(dates=range(-12m,0d))/100)")*100
G: =BQL(A2,"sum(turnover(dates=range(-3m,0d)))/avg(cur_mkt_cap(dates=range(-3m,0d))*eqy_free_float_pct(dates=range(-3m,0d))/100)")*100

Recommended universes: LQ45, KOMP100, IDX30, MSCI IMI

Paste data (TSV/CSV)

Custom calculator untuk saham apa saja (di luar list).

Input

Ticker Segment Mode FFMV ($B) Mcap ($B) FF Rep (%) 12m ATVR (%) 3m ATVR (%) 3m FOT (%) xADV FOL (%) Chain (%) Share price Rp

Holders

Preset:

Hasil

Forward Predictions — Semua Saham (saat freeze dicabut)

Engine prediksi MSCI review berikutnya tanpa freeze. Catat sekarang sebagai out-of-sample validation.

Backtest per Tier Configuration

Per-saham match vs aktual MSCI Mei 2026. Lihat berapa kontribusi tiap tier ke accuracy.

Engine Settings

Toggle berlaku untuk semua tab termasuk Screener. Auto re-evaluate.

🟠 Rebalancing Freeze Active (T3) Indonesia 2026 punitive period

🟢 Strict GIMI Mode (T1-T2 only) Skip T3-T4 untuk conservative

Threshold (advanced)

Std cutoff ($B) xADV threshold HSC top1 threshold

Tier Legend

Tier	Definisi	Multiplier
T1	GIMI documented	×1.00
T2	Indonesia-plausible	×0.95
T3	Punitive (N=1)	×0.75
T4	Heuristic	×0.85