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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?

MSCI Blog

Using Factors As a Magnifying Glass for Equities

Oct 14, 2020 Donald Sze

Factors have been shown to be important systematic sources of risk and return. We examine how factor analysis can help identify investment characteristics that lie beneath the surface of seemingly similar stocks and equity portfolios.

MSCI Blog

Factors in Focus: Impact of Inflation on Style Factors

Oct 2, 2020 Hitendra D Varsani, Waman Virgaonkar

Global equities continued to rally in Q3, brushing aside fear of a second wave of COVID-19 and a large economic slump. We review what it meant from an equity and fixed-income factor perspective and look at what our models showed headed into Q4

MSCI Blog

How to Describe a Factor

Sep 10, 2020 Abhishek Gupta, Ashish Lodh, Subhajit Barman

How to define a factor? It’s a challenge for asset owners and wealth managers in evaluating how well factor products meet investment objectives. We found an improved and more robust measure can be formed by combining multiple descriptors. 

MSCI Blog

Understanding the Industry-Momentum Factor

Aug 19, 2020 Alex Johnson, Simon Minovitsky

When COVID-19 first swept through global equity markets, many factors exhibited unprecedented performance swings. How could institutional investors interpret the industry-momentum factor’s moves in the context of the underlying market dynamics?

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.