RESEARCH AT MSCI

MSCI has applied pioneering ideas to real-world investment challenges for more than four decades.  We created the first international developed markets indexes in the 1960s and subsequently the widely followed MSCI Emerging Markets and Frontier Markets Indexes. Our early development of risk factor models then helped pave the way for many of the quantitative and risk management practices used industry-wide. Today, we build on our rich heritage by continuing to bring new ideas to market for a wide variety of asset classes, investment styles and research themes...


 
 

Featured blog posts


Bridging the gap: Adding factors to passive and active allocations

How can asset owners integrate an equity factor allocation into their existing roster of active managers? There is no one answer that suits all. The response may be different for each asset owner, depending on its investment beliefs, goals and risk tolerance.


WHY GLOBAL SMALL-CAP STOCKS ARE BECOMING AN IMPORTANT PART OF INSTITUTIONAL PORTFOLIOS

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.  


The tipping point: Women on boards and financial performance

A growing body of research shows that having three women on a corporate board represents a “tipping point” in terms of influence, which is reflected in financial performance.

 

Global Investing

Many institutional investors now view global equities as a single broad asset class, shifting away from the “home bias” historically found in their total stock portfolios. Our research reveals the importance of taking a “one world” approach that includes emerging markets and small-cap equities. It also explores the role of growing new markets such as China-A Shares and frontier markets. 

 

Factor Investing

Our research has identified factors that have historically earned a persistent premium over time. These factors can be can be captured by factor indexes representing value, quality, momentum, dividend yield, momentum and low size. With insights on more than 40 years of factor data, our work informs effective risk modelling and investment management practices.

 

Integrated Risk Management

Our Analytics research provides new understanding for investors on how markets, asset classes and individual securities are linked from a risk perspective. From cutting-edge models for traditional and alternative asset classes to understanding how macroeconomic factors affect asset prices to stress testing scenarios with comprehensive single security coverage, we examine risk for the entire portfolio and across investment horizons.

 

Real Estate

Real Estate is a far more complex asset class than many investors realize. We offer insights into a range of real estate research topics to deepen the understanding of investment performance, portfolio construction and risk.  The real estate asset level data we hold provides the basis for our research on market performance trends, and the fund level data enables an improved understanding of global unlisted vehicle performance. Our research helps to provide investors, managers and advisers with objective insight throughout the investment process.

 

ESG

More and more institutional investors are viewing environmental, social and governance (ESG) factors as significant signals worth integrating into their investment processes. Our research uncovers trends across sectors and regions to help investors identify risks and opportunities, pinpoint outliers, and focus in on key ESG performance drivers.

Why Brexit and Economic Exposure Matters

Listen to the latest Modern Index Strategy webinar series where we discuss 'Why Brexit and Economic Exposure Matters'.

MSCI FACTOR INVESTING WEBINAR SERIES

MSCI’s Factor webinar was the first in a series of webinars that explore topics in the rapidly developing world of factor investing, also referred to as “Smart Beta.”

Can real estate benefit from smart beta?

Institutional investors use factors to capture returns and understand drivers of risk and return in their listed securities portfolios.