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Showing 101 - 120 of 120 entries

  1. BLOG

    Why global small-cap stocks are becoming an important part of institutional portfolios 

    Mar 16, 2017 Raina Oberoi

    Global Investing , Factor Investing

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    Institutional investors worldwide traditionally have tended to focus on the stocks of larger companies, finding them less risky, more liquid and offering greater investment capacity than small-cap stocks. But asset owners and managers increasingly are allocating strategically to the small-cap equity segment as part of their global equity portfolios i.e., via an “all-cap” approach.

  2. BLOG

    How to think bigger about small cap investing 

    Jul 15, 2016 Raman Aylur Subramanian

    Global Investing , Factor Investing

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    Investors who allocate to small-cap stocks can use either a benchmark weighted according to the market value of companies that constitute it or indexes that track the performance of factors such as size. But all small-cap indexes are not the same.

  3. BLOG

    Using Systematic Equity Strategies 

    Apr 18, 2016 Dimitris Melas

    Factor Investing

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    Top-down managers assess the economic outlook and translate macro views into country and industry portfolio positions. In contrast, bottom-up managers select securities based on a set of common criteria, for example valuations, profitability, growth, quality, yield, as well as company-specific attributes.

  4. BLOG

    Is momentum crashing? 

    Apr 8, 2016 Dimitris Melas

    Factor Investing

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    Momentum, the tendency of past winners to continue to do well in the near future, is a pervasive return regularity in equities and across asset classes. It is used both as a signal in alpha models and as a factor in risk models.

  5. BLOG

    How oil prices may impact your portfolio 

    Mar 29, 2016 Raghu Suryanarayanan

    Factor Investing

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    The falloff in the price of a barrel of oil that began in June 2014 has highlighted how such fluctuations can affect economies and asset prices worldwide.

  6. BLOG

    Seeking defensive yield in emerging markets and Asia 

    Mar 22, 2016 Chin Ping Chia

    Factor Investing

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    As we highlighted in a recent post, minimum volatility strategies have outperformed this year to date amid unrest in financial markets.

  7. BLOG

    How Brexit may impact your portfolio 

    Mar 21, 2016 Thomas Verbraken

    Factor Investing

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    Britain’s leaving the European Union would send the U.K. and Europe into the unknown with possibly major consequences for multi-asset class portfolios.

  8. BLOG

    Multi-factor strategies highlight benefits of diversification 

    Mar 14, 2016 Dimitris Melas

    Factor Investing

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    The cyclicality of factor strategies means that individual factors can deliver a premium against the market over time but that any one factor can experience periods of underperformance.

  9. BLOG

    The value factor marks a decade of disappointment 

    Mar 9, 2016 Remy Briand

    Factor Investing

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    Call it a lost decade. The value factor recently marked 10 years of decline in the U.S.

  10. BLOG

    How smart beta has performed amid the volatility 

    Feb 16, 2016 Remy Briand

    Factor Investing

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    The fitfulness of the global recovery has produced quick and unexpected changes in financial markets and handed portfolio managers the challenge of allocating assets amid the market stress.

  11. BLOG

    Constructing Low Volatility Strategies 

    Jan 25, 2016 Dimitris Melas

    Factor Investing

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    Low volatility is one of the few factors that have historically performed well in turbulent markets.

  12. BLOG

    RIDING ON MOMENTUM 

    Dec 15, 2015 Dimitris Melas

    Factor Investing

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    Momentum, the tendency of past winners to continue to do well in the near future, is used widely in risk models and in quantitative strategies. Recently, momentum has also been the basis for factor indexes aiming to replicate the performance of this pervasive factor.

  13. BLOG

    THE DIVIDEND YIELD FACTOR: DEFYING CONVENTIONAL WISDOM 

    Dec 15, 2015 Zhen Wei

    Factor Investing

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    Ever since central banks slashed interest rates in response to the Global Financial Crisis, investors have been searching for yield.

  14. BLOG

    FLIGHT TO QUALITY 

    Sep 21, 2015 Chin Ping Chia

    Factor Investing

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    The quality factor has demonstrated long-term outperformance against the market, but it has not received the same attention as the value, size or momentum factors.

  15. BLOG

    MULTI-FACTOR INDEXES MADE SIMPLE 

    Jun 24, 2015 Chin Ping Chia

    Factor Investing

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    Institutional investors are increasingly gravitating towards multi-factor allocations as the preferred approach to factor investing. But how should factor indexes be combined?

  16. BLOG

    CAN ALPHA BE CAPTURED BY RISK PREMIA? 

    Jun 16, 2015 Brett Hammond

    Factor Investing

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    Traditional investment thinking posits that alpha depends on the active decisions of portfolio managers. The search for alpha is daunting, however, because even the best analysis can be upended if the market draws a different conclusion. In addition, geopolitical and macroeconomic events can change the market environment without warning.

  17. BLOG

    USING SYSTEMATIC EQUITY STRATEGIES TO BUILD BETTER PORTFOLIOS 

    Apr 23, 2015 Mehmet Bayraktar

    Factor Investing

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    Systematic Equity Strategies, when represented as factors in risk models, allow investment managers to better monitor the sources of risk and return in equity portfolios. We believe that they also improve forecast accuracy and help construction of portfolios that tilt towards (or away from) these strategies, which are rules-based or computer-based implementations.

  18. BLOG

    SELECTING THE RIGHT BLEND OF FACTOR INDEXES 

    Dec 9, 2014 Dimitris Melas

    Factor Investing

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    Many institutional investors have struggled to determine the appropriateness of factors for their own plan, what role these allocations might play, which factors should be adopted and how factor indexes can be used.

  19. BLOG

    WHAT IS FACTOR INVESTING? 

    Nov 3, 2014 Raman Aylur Subramanian

    Factor Investing

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    Equity factor investing aims to capture exposures to different equity risk premia. Factor modeling and factor investing are rooted in the Capital Asset Pricing Model (CAPM) dating from the mid-1960s, Arbitrage Pricing Theory from the 1970s and Fama and French’s three-factor model from the 1990s.

  20. BLOG

    40 YEARS OF HISTORY - WITH DEEPER HISTORY COMES NEW INSIGHTS 

    Apr 11, 2014 Dimitris Melas

    Factor Investing

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    We recently extended our simulated index factor history to 40 years, providing a unique set of data compared to others available in the marketplace. This extended history, combined with IndexMetrics, MSCI’s analytical framework, offers investors sharper tools for creating and analyzing portfolios.

Showing 101 - 120 of 120 entries