Risk Sentiment and Factor Dynamics in a Crisis: Factors in Focus
Video
April 3, 2020
Fear, the realization of a global outbreak of COVID-19 and partial shutdown of many countries rattled markets over the first quarter of 2020. Watch Mark Carver and Hitendra D Varsani discuss the impact of Coronavirus on factor performance and exposures from MSCI's adaptive multi-factor allocation model. In this video, Mark and Hitendra cover:
- Q1 2020 performance as the crisis unfolded
- Factor & ESG indexes performance in both equities and credit
- The inverted VIX curve and market dynamics
- Exposures from MSCI's adaptive multi-factor allocation model
With Mark Carver, Managing Director, Global Head of Equity Factor Products
And Hitendra Varsani, Executive Director, Core Research Download Video Transcript
And Hitendra Varsani, Executive Director, Core Research Download Video Transcript
Risk sentiment and factor dynamics in a crisis
Th realization of a global outbreak of COVID-19 and partial shutdown of many countries rattled markets over the first quarter of 2020.
Economic and Market impact of coronavirus
Mark Carver and Raina Oberoi discuss the economic and market impacts of coronavirus. In a three part video series.
Factor Index Performance Scorecard
MSCI factor indexes reflect the performance of "risk premia" factors in a systematic, rules based transparent manner. The performance scorecard displays global and regional factor indexes.
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