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Showing 1 - 10 of 487 entries

  1. BLOG

    The Pressure of the Crowd: Stress Testing Thematic Indexes 

    May 17, 2021

    Equity Themes , Risk Management , Global Investing

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    Some investors may be concerned about crowding within the fast-growing thematic-investing segment. Using MSCI’s stock-crowding model, we identify crowded themes and run stress tests to understand how they might respond to an equity sell-off.

  2. BLOG

    What Really Drove Value and Growth Fund Performance? 

    May 14, 2021

    Factor Indexes , Factors

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    Many look to market-cap indexes when comparing the performance characteristics of growth and value funds — including manager skill. We found a switch to style indexes reduced industry- and style-factor contributions and made manager skill more apparent.

  3. BLOG

    Are Your Clients Ready for US Tax Day? 

    May 10, 2021

    Risk Management

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    Given the complexity of U.S. tax regulation, wealth advisers continue to grapple with how to build tax-efficient portfolios while balancing clients’ other objectives. We propose a rules-based way of doing so and analyze its benefits and trade-offs.

  4. BLOG

    Why Is Climate-Transition Risk High in High Yield? 

    May 6, 2021 Bruno Rauis , Juan Sampieri , Andy Sparks

    ESG Research , Fixed Income , Risk Management

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    Investors increasingly focus on building greener portfolios. Some might expect bonds to be less exposed to climate-transition risk compared to equities, due to the seniority of bonds in the capital structure. But does that logic hold at the portfolio level?

  5. BLOG

    The Theory of (Value) Relativity 

    May 5, 2021 Waman Virgaonkar , Mehdi Alighanbari

    Factor Investing

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    Whether constructing a fundamental factor model, a value strategy or a value index, valuation ratios need context. Time-series and cross-sectional approaches each have pros and cons. But combining the two may have presented a clearer picture. 

  6. BLOG

    Bringing Value to the 21st Century 

    Apr 28, 2021 Mehdi Alighanbari , Arihant Jain , Saurabh Katiyar , Katiyar Saurabh

    Factors , Global Investing

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    In the second post in our series, we further probe value’s underperformance over the past decade and ask if the historic definition of value remains relevant. We specifically look at whether a company’s valuation can be enhanced by reflecting R&D investments. 

  7. BLOG

    How Office Real Estate Performed amid COVID 

    Apr 27, 2021 Niel Harmse

    Real Estate Investing

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    COVID-19 disrupted real estate across countries and property segments. The biggest initial impacts were felt in retail, leisure and hotels. But more recently, the performance of listed offices has lagged.

  8. BLOG

    Modern Slavery: The Unseen Risks 

    Apr 26, 2021 Morgan Ellis

    ESG Research , Global Investing

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    Modern slavery occurs all over the world and can impact virtually all industries. Meanwhile, regulations requiring more detailed reporting on potential supply-chain exposure is increasing. How can investors identify portfolio holdings most at risk?

  9. BLOG

    Factor Investing Held in High-Volatility/-Concentration Period 

    Apr 23, 2021 Abhishek Gupta , Ashish Lodh

    Factor Indexes , Factors , Risk Management

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    U.S. equity markets have experienced increased volatility coupled with concentration in a handful of megacap companies. Has this hampered investors’ ability to capture factors effectively? Have stock-specific risks dominated factor indexes?

  10. BLOG

    Some ESG Funds Are Not Like the Others 

    Apr 19, 2021 Rumi Mahmood

    ESG Research , Global Investing

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    ESG funds’ holdings can vary significantly, depending on their objectives, methodologies and geographic exposures. We examined the 20 largest equity funds in our coverage universe.

Showing 1 - 10 of 487 entries