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Our latest research

MSCI Blog

The value of standards in the investment process

Dec 2, 2019 Guillermo Cano

Standards can establish a common language and provide clarity among market participants. We examine three to see how they can help evaluate returns, quantify factor exposures and measure the impact of changes in sector and industry trends.

MSCI Blog

Factors behind value’s underperformance

Nov 22, 2019 Leon Roisenberg

As the relationship between U.S. value factors’ exposures and returns deteriorated over the last decade, U.S. momentum’s return patterns improved. We examine the value-momentum relationship and contributions of other style factors to value’s performance.

MSCI Blog

Did insider transactions have secrets to tell?

Nov 19, 2019 Vipul Jain, Roman Kouzmenko

Company insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?

Research Paper

Selected geographic issues in the global listed equity market

Nov 12, 2019

Over the last few decades, increasing global economic and financial integration promoted economic development and enabled investors to seek opportunities and spread risks across national borders. This report, which was commission by the Norwegian Ministry of Finance, examines diversification opportunities including the importance of emerging markets; how a handful of large technology companies accounted for a significant percentage of recent developed-market performance and omitting geographical or size segments would have had a substantial impact on returns; and the role of starting valuations and dividend growth explaining long-term equity market performance.

MSCI Blog

Beware high dividend yield traps

Oct 25, 2019 Jean-Maurice Ladure, Ashish Lodh, Saurabh Katiyar

During low interest-rate, high-volatility environments, some investors have turned to high dividend-paying stocks. However, overly simplistic approaches to selecting dividend-paying securities exposed investors to potential “yield traps.” Could these traps have been avoided?

MSCI Blog

Value investing is down. But is it out?

Oct 23, 2019 Anil Rao, Abhishek Gupta

Value stocks generally underperformed the broad U.S. equity market over the past decade — just as they did in the late 1990s. What drove that underperformance? Was it consistent globally? Within U.S. sectors?

MSCI Blog

Factors separated fact from fiction

Oct 16, 2019 George Bonne

Technological advances have expanded the application of factors. What was the realm of quantitative investors has become more accessible, bringing greater transparency and potential insight into portfolio characteristics and performance drivers.

MSCI Blog

Retire in Monte Carlo? Simulating retirement outcomes

Oct 11, 2019 Anil Rao

Despite global equity performance, U.S. DC plan participants may be ill prepared to meet retirement-spending needs. We assessed four equity-allocation scenarios, all following a common glidepath and bond allocation, to see which performed best.

Elements of performance: Factors by MSCI

Elements of performance: Factors by MSCI

Factors are portfolio building blocks capable of turning data points into actionable insights. While the depth of data seems complex, putting Factors by MSCI to work for you couldn’t be any simpler.

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.