MSCI BlogUsing Factors As a Magnifying Glass for Equities
Factors have been shown to be important systematic sources of risk and return. We examine how factor analysis can help identify investment characteristics that lie beneath the surface of seemingly similar stocks and equity portfolios.
MSCI BlogFinding the Sentiment Hidden in Regulatory Filings
Using natural language processing techniques, we constructed a sentiment factor that quantifies changes in the tone and content of company filings, and may be an indicator of future risks facing a company.