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MSCI Blog

Momentum on a Value Hunt

Jun 2, 2021 Abhishek Gupta, Ashish Lodh

Momentum, by definition, rotates into securities with recent outperformance. That said, investors who view value and momentum as contra-signals may have questions about the value-momentum convergence and the divergence of momentum and growth.

MSCI Blog

Real Estate’s Climate-Transition Risk: The Path to Net-Zero

May 25, 2021 Will Robson

The 2015 Paris Agreement seeks to keep the rise in global temperature to well below 2 degrees Celsius above pre-industrial levels, and many governments are aiming for 1.5°C through nationally determined contributions. What are the implications for real estate markets?

MSCI Blog

The Pressure of the Crowd: Stress Testing Thematic Indexes

May 17, 2021 Anil Rao, Thomas Verbraken

Some investors may be concerned about crowding within the fast-growing thematic-investing segment. Using MSCI’s stock-crowding model, we identify crowded themes and run stress tests to understand how they might respond to an equity sell-off.

MSCI Blog

Bringing Value to the 21st Century

Apr 28, 2021 Arihant Jain, Mehdi Alighanbari, Saurabh Katiyar

In the second post in our series, we further probe value’s underperformance over the past decade and ask if the historic definition of value remains relevant. We specifically look at whether a company’s valuation can be enhanced by reflecting R&D investments. 

MSCI Blog

Modern Slavery: The Unseen Risks

Apr 26, 2021 Morgan Ellis

Modern slavery occurs all over the world and can impact virtually all industries. Meanwhile, regulations requiring more detailed reporting on potential supply-chain exposure is increasing. How can investors identify portfolio holdings most at risk?

MSCI Blog

Some ESG Funds Are Not Like the Others

Apr 19, 2021 Rumi Mahmood

ESG funds’ holdings can vary significantly, depending on their objectives, methodologies and geographic exposures. We examined the 20 largest equity funds in our coverage universe.

MSCI Blog

Innovation Remix: Adding Thematics to Equity Programs

Apr 14, 2021 Anil Rao, Raman Aylur Subramanian

How can investors incorporate transformative, but volatile thematic investments while seeking to control for valuation and total and active risk? We examine three approaches that improved a portfolio’s “innovation profile” with modest changes to risk.

MSCI Blog

Including Microcaps in Benchmark Indexes: Japan vs. US

Apr 7, 2021 Naoya Nishimura

Selecting an equity benchmark may mean balancing market coverage and investability. For example, exhaustive coverage may include microcap stocks, with lower liquidity and investment capacity. But excluding them may reduce low-size-premium exposure.

Investment Insights 2021

Investment Insights 2021

What are the critical challenges facing institutional investors?

How can active managers put ESG to work?

How can active managers put ESG to work?

Many active managers are concerned that using ESG data might disturb investment  processes or introduce unintended biases. What’s the evidence?

Why are small caps different?

Why are small caps different?

Apart from size, what distinguishes global small-cap stocks from their large- and mid-cap counterparts?