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MSCI Blog

How a Shift Toward Buybacks Affected Yield Strategies

Sep 3, 2021 Mehdi Alighanbari, Arihant Jain

For investors who use yield strategies to generate income, a steady stream of dividend payments is important. But with more companies using buybacks as a way to redistribute profits, investors may want to consider a more holistic view of income.

Research Paper

Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks

Sep 1, 2021 NAGY Zoltan, GIESE Guido, Rauis BRUNO
MSCI Blog

Building Climate-Aware Factor Portfolios

Aug 31, 2021 Padmakar Kulkarni, Chirag Gosar

Factor investing typically involves both security selection and alternative weighting based on security-level factor exposure. If such a strategy also needs to be climate-aware, what is the cost in terms of target-factor erosion?

MSCI Blog

Sizing Up Small Caps

Aug 25, 2021 Abhishek Gupta, Ashish Lodh

Given small-cap outperformance since March 2020, investors are asking how these stocks size up in terms of short-term valuation, sentiment and macro outlook? Longer term, might small caps help capture opportunities around thematic investing megatrends?

Research Paper

Industry Momentum

Aug 12, 2021 ALIGHANBARI Mehdi, VIRGAONKAR Waman

Stock-level momentum has been a strong-performing factor, historically, but industry-level momentum has also shown significant historical premium. While the two were closely related, unique information was embedded in each and a combined momentum factor outperformed each individually.

Research Paper

Is There a Filings Factor?

Aug 6, 2021 JAIN Vipul, JHA Kunal
MSCI Blog

Could Factors Have Explained Cryptocurrency Risk?

Jul 29, 2021 Daniel Barrera, Simon Minovitsky

As cryptocurrencies rise in popularity as investment vehicles, the need for standardized tools for this market increases as well. We created a multifactor model to measure whether factors important for equity markets were also important for crypto.

MSCI Blog

Hedging Inflation with Equities

Jul 16, 2021 Ashish Lodh, Jean-Maurice Ladure

Equities have traditionally been viewed as a hedge against inflation, based on the assumption that companies’ revenues adjust for inflation over time. But what has been the short-term impact on equity portfolios?

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.

MSCI Crowding Solution

MSCI Crowding Solution

MSCI Crowding models help investors assess their exposure to crowdedness—of individual securities, factors and hedge fund holdings—gain insight into how the rest of the market is positioned, and navigate crowded markets by providing high quality, timely crowding information to make the best informed decisions to achieve their investment objectives.