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MSCI Blog

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

Jan 6, 2021 Hitendra D Varsani, Waman Virgaonkar

In this two-year-anniversary edition of Factors in Focus, we reflect on the historical relationships between factor returns and macro cycles, which have provided useful information for investors looking to take an active stance on factor exposures based on their outlook.

MSCI Blog

The Doctor Is Making House Calls: Capturing Exposure to Telehealth

Dec 16, 2020 Manuel Rueda, Gaurav Trivedi

Telehealth has the potential to reduce inequalities in access to care as well as relieve strain on health systems. We tested an approach that combines natural-language processing and MSCI ESG Ratings screens.

Research Paper

2021 ESG Trends to Watch

Dec 7, 2020 LEE Linda-Eling, EASTMAN Meggin Thwing, KLUG PHILIPP Arne

Climate. ESG bubbles. Disclosure. Social inequality. Biodiversity. The topics don’t get much bigger — or more systemic. Here’s our analysis of the five ESG trends that will matter most to companies and their investors in 2021.

MSCI Blog

Investor Reaction to US Elections and COVID-Vaccine Progress

Nov 18, 2020 Dimitris Melas, David Lunsford, Andy Sparks

To gauge investor expectations after Joe Biden was declared winner of the U.S. election and good news broke about COVID vaccines, we surveyed 151 U.S.-based financial advisers. We examine the advisers’ views on the next 12 months and markets’ reaction since Election Day.

MSCI Blog

Did Size Matter for Small-Cap Outperformance?

Nov 16, 2020 Roman Kouzmenko

Good vaccine news on Nov. 9 drove unusual equity-index and factor returns, including in small caps. The MSCI USA Small Cap Index returned 3.03% that day vs. 0.82% for the MSCI USA Index. Was this due to the size factor, or was there a bigger story?

MSCI Blog

Are Momentum’s Wings Finally Starting to Melt?

Nov 13, 2020 George Bonne, Jun Wang

Positive vaccine news on Nov. 9 caused big moves in industry and style factors. Those hit hardest this year jumped, while previous high performers slumped. Did this mark new factors leadership and a long-awaited rotation from momentum to value?

The FaCS report

The FaCS report

The FaCS report allows investors to understand what is driving their investments and help them build better portfolios. In this report, we help investors compare point in time and historical factor exposures (10+ years) of 8,000+ Stocks, 11,000+ Mutual Funds and 1,500+ ETFs 
 

MSCI FaCS

MSCI FaCS

Introducing a common language for factors that aims to increase transparency and investors’ understanding of equity portfolios.

Factor investing webinar series

Factor investing webinar series

Factor investing continues to evolve. Our quarterly webinar series keeps you up-to-date on our latest research about the elements of performance.