Factors in Focus: Val-come Back! Shifting Factors as the Cycle Turns

Video
January 6, 2021

Marking the two-year anniversary of Factors in Focus, Hitendra Varsani, Executive Director, Core Research reflects on the historical relationships between factor returns and macro cycles, sharing insights on:
  • Sector performance and how managing factor exposures is critical
  • The sensitivity of factors and the correlation between factor performance and economic cycles
  • The role factors will play in 2021 based on our Adaptive Multi-factor Model indicators
Featuring: Hitendra Varsani, Executive Director, MSCI Research
Transcript

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