Extended-lister
Showing 11 - 20 of 96 entries
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MSCI Blog
Factors in Focus: Risk sentiment and factor dynamics in a crisisWe analyzed the market effects from COVID-19 and a Saudi Arabia/Russia oil-price war. We also examined – for the first time – credit factor performance. How did the quarter play out? What did our adaptive multi-factor model show as it ended?
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MSCI Blog
The coronavirus market impact spreads globallyFear of a coronavirus pandemic and ensuing economic impacts caused sharp drops in global markets after an initially mild response. We look at recent performance from a factor perspective and how quickly factor returns and volatility reverted in past crises.
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MSCI Blog
The coronavirus epidemic: Implications for marketsThe toll from the coronavirus has been felt throughout societies, leading to repercussions on the global economy and financial markets. We examine investor impact through markets’ economic exposures to China and factors and by stress testing portfolios.
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MSCI Blog
Did corporate-credit factors offer a risk-return edge?
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MSCI Blog
Factors in Focus: Will 2020 vision sharpen exposures?Some global equity markets reached all-time highs and experienced limited bouts of volatility over the course of 2019. But underneath the calm surface, we saw a high degree of dispersion among factors and sectors.
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MSCI Blog
Factors behind value’s underperformanceAs the relationship between U.S. value factors’ exposures and returns deteriorated over the last decade, U.S. momentum’s return patterns improved. We examine the value-momentum relationship and contributions of other style factors to value’s performance.
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MSCI Blog
Did insider transactions have secrets to tell?Company insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?
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MSCI Blog
Beware high dividend yield trapsDuring 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?
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MSCI Blog
Value investing is down. But is it out?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?
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MSCI Blog
Factors separated fact from fictionTechnological 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.