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MSCI Blog

The coronavirus epidemic: Implications for markets

Feb 12, 2020 Zhen Wei, Jun Wang, Thomas Verbraken

The toll from the coronavirus has been felt throughout societies, leading to repercussions on the global economy and financial markets. We examine investor impact through markets’ economic exposures to China and factors and by stress testing portfolios.

Research Paper

Factors and corporate bonds: Single- and multi-factor approaches to corporate credit

Jan 6, 2020 VARSANI Hitendra, JAIN Vipul, MENDIRATTA Rohit

Could factor investing offer a risk-return edge in USD investment-grade corporate credit? We simulated the past performance of six fixed-income factors — value, low size, quality, momentum, carry and low risk — that broadly align with MSCI’s equity factors.

MSCI Blog

Factors in Focus: Will 2020 vision sharpen exposures?

Jan 6, 2020 Waman Virgaonkar, Hitendra D Varsani

Some global equity markets reached all-time highs and experienced limited bouts of volatility over the course of 2019. But underneath the calm surface, we saw a high degree of dispersion among factors and sectors.

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?

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.