Factor Indexing Through the Decades
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Over the past five decades, factor strategies have delivered consistent long-term results across market cycles. But today’s environment — marked by macro shocks, crowded trades and the rise of intangible-driven business models — is challenging many of the assumptions behind traditional approaches.
In this new research, MSCI unpacks:
- Which factors have historically delivered and where they've struggled
- How crowding, concentration and mega-cap tech exposures have affected returns
- Why standard signals like book-to-price may fall short in an intangible economy
- How macro-aware, data-enriched factor models are shaping the future
For institutional and wealth investors alike, this is a roadmap for building more resilient, forward-looking portfolios.
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Global Equity Investing Through the Decades
Future index innovations emerge from past experience. Within the context of 55 years as a global index provider, we review major global-equity trends via a series of charts and offer deeper insight into the role of index-construction parameters.
Long-Term Investing in Emerging Markets
Some emerging-market (EM) stocks have bucked the trend of underperforming headline EM indexes following the 2008 global financial crisis. We used nearly 30 years of index- and stock-level returns to identify their shared fundamental attributes.
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