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


THE EROSION OF THE REAL ESTATE HOME BIAS

As an asset class, real estate has historically had a high degree of home bias, especially when compared to equities and fixed income. However, this home bias is starting to erode, with asset owners in many countries already investing internationally or actively exploring options for building off-shore exposures.


The Paris Climate Deal: Implications for Companies

Global listed companies’ current carbon reduction targets fall well short of the proposed aggregate emissions target announced in the Paris climate deal, suggesting that countries may impose tougher regulations.


MULTI-FACTOR INDEXES MADE SIMPLE

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

 

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.

Flight to Quality: Understanding Factor Investing

The quality factor has worked best in a "risk-off" market environment. Yet quality is not as well understood as other factors, despite being deeply embedded in Benjamin Graham’s value investing philosophy.

The Fed Rate Hike

The U.S. Federal Reserve is on the verge of raising short-term rates for the first time since the global financial markets crisis hit seven years ago.

Inside ETFs

Baer Pettit will speak on innovations in ETFs and Raman Aylur Subramanian on currency at this leading industry event, Inside ETFs, in January 2016.