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Showing 1 - 10 of 19 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

    Innovation Remix: Adding Thematics to Equity Programs 

    Apr 14, 2021 Anil Rao , Raman Aylur Subramanian , Subramanian Aylur

    Equity Themes , Factor Indexes , Global Investing

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    How can investors incorporate transformative, but volatile thematic investments while seeking to control for valuation and total and active risk? We examine three approaches that improved a portfolio’s “innovation profile” with modest changes to risk.

  3. BLOG

    Including Microcaps in Benchmark Indexes: Japan vs. US 

    Apr 7, 2021 Naoya Nishimura

    Equity Themes , Global Investing , Factor Investing

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    Selecting an equity benchmark may mean balancing market coverage and investability. For example, exhaustive coverage may include microcap stocks, with lower liquidity and investment capacity. But excluding them may reduce low-size-premium exposure.

  4. BLOG

    Is US Equity Overvalued? A Macro View 

    Oct 19, 2020 Chenlu Zhou

    Equity Themes , Risk Management

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    Headed into what some see as “the second wave” of COVID-19, U.S. equity investors may ask: Is this a sustainable market recovery, or a bubble that may burst? We examine the question with our model for market-implied U.S. equity risk premium.

  5. BLOG

    Game of Homes: Is winter coming for the domestic-equity bias? 

    Apr 30, 2019 Raman Aylur Subramanian , Anil Rao , Raman Subramanian

    Equity Themes , Models/Client Cases , Global Investing

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    Can we quantify home-bias risk in an allocation? And, what has happened when U.S. stocks ended previous multiyear runs of outperformance?

  6. BLOG

    Need a Lyft? Why the IPO blew a tire 

    Apr 10, 2019 Matt Moscardi , Alan Brett

    Equity Themes , ESG Research , Risk Management

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    A week into the highly publicized IPO for Lyft Inc., the ride-sharing company, it’s hard to say it went exactly as planned.

  7. BLOG

    What Yield-Curve Inversions Have Meant For Markets 

    Apr 5, 2019 Alfredo Bequillard

    Equity Themes , Economic Exposure , Fixed Income

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    Inversion of the yield curve has historically been a reliable indicator that a recession is coming. But what has it implied for stock prices and Treasury rates?

  8. BLOG

    Saudi Arabia inclusion and emerging markets 

    Mar 28, 2019 Saurabh Katiyar

    Equity Themes , Emerging Markets , Global Investing

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    Saudi Arabian stocks will be included in the MSCI Emerging Markets Index and the MSCI ACWI Index in a two-step process starting in June this year. With the first step of inclusion of the MSCI Saudi Arabian Index coming shortly, we ask how inclusion of this Middle Eastern market would have affected the MSCI EM Indexes.

  9. BLOG

    Watching beta in volatile equity markets 

    Mar 12, 2019 Anil Rao

    Equity Themes , Global Investing

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    The U.S. equity market ended last year with a historic drawdown, and beta stood out as a driver of the market decline. But what happened when those losses starting reversing in early 2019?

  10. BLOG

    Evaluating Emerging-Market Stocks through a Governance Lens 

    Feb 21, 2019 Anil Rao , Raina Oberoi

    Equity Themes , Emerging Markets , Global Investing

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    Emerging-market stocks generally are perceived to have lower governance standards than their developed-market counterparts. Less transparency is one factor behind this view. Some emerging-market companies may also disadvantage minority shareholders. How can active and index-based investors address these issues?

Showing 1 - 10 of 19 entries