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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.

MSCI Blog

Reopening Economies and the Resurgence in Value

Mar 31, 2021 Waman Virgaonkar, Hitendra D Varsani

After 15 years of challenging performance, many have asked if value is still a valid investment strategy. But the reopening of the global economy following vaccination rollouts has reignited interest across stocks, sectors, countries and regions.

MSCI Blog

Value-Performance Anxiety

Mar 23, 2021 Mehdi Alighanbari, Saurabh Katiyar

Despite a recent performance lift, many still ask whether the value factor is broken. We analyze the reasons behind its underperformance and start exploring the potential of updates to value definitions and approaches to value-portfolio construction.

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?