Dynamic content cards

Our latest research

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 nopportunities 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.

MSCI Blog

Factors in Focus: Momentum hits a valuation speed bump

Oct 3, 2019 Waman Virgaonkar, Hitendra D Varsani

The momentum-value spread saw one of the largest corrections in history over the summer. What does our model show going forward?

Research Paper

Agency MBS Prepayment Model Using Neural Networks

Sep 27, 2019 ZHANG David, ZHANG Joy

MBS prepayment risk is a complex topic. But is it too complex for an AI-based model using neural networks?

Research Paper

Measuring factor exposures

Sep 26, 2019 GUPTA Abhishek, LODH Ashish

Accurately estimating factor exposures for stocks and portfolios can be economically relevant and may improve the investment process for a variety of investors.

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.