Showing 21 - 30 of 96 entries
MSCI BlogRetire in Monte Carlo? Simulating retirement outcomes
Despite global equity performance, U.S. DC plan participants may be ill prepared to meet retirement-spending needs. We assessed four equity-allocation scenarios — including an equity multifactor allocation and integration of ESG views — to see which performed best.
MSCI BlogFactors in Focus: Momentum hits a valuation speed bump
The momentum-value spread saw one of the largest corrections in history over the summer. What does our model show going forward?
MSCI BlogGrowth’s recent outperformance was and wasn’t an anomaly
Growth strategies have outperformed value strategies in recent years. Is growth’s recent performance an anomaly when we look at it in a long-term context? The answer: It depends on what you mean by a growth strategy.
MSCI BlogBack-to-school (momentum) blues?
The U.S. price momentum factor, which we highlighted for elevated crowding scores and vulnerability to negative performance at the end of June, suffered sizable drawdowns in the first seven trading days of September.
MSCI BlogA smoother ride? Looking at factor-based asset allocation
On the surface, holding-based asset allocation appears to produce stability. But is what you see always what you get? We investigate the pros and cons of a factor-based approach.
MSCI BlogWhere were the (factor) crowds this summer?
When factors have historically become crowded, they’ve often experienced significant drawdowns in subsequent months. Which factors were relatively crowded at the end of 2018 — and how did they perform in the first half of 2019?
MSCI BlogMore than a feeling: Quantifying consumer sentiment
Among a flood of alternative data sources, consumer sentiment based on citations online stood out.
MSCI BlogFactors in Focus: Dynamic short term, strategic long term
We review factor performance over the second quarter, provide the perspective of a long-term view and look to indications from our adaptive multi-factor model heading into Q3.
MSCI BlogLessons from Woodford: Shutting the barn door after the horses have bolted
The suspension of the U.K.’s Woodford Equity Income Fund highlights the value of regularly reviewing a portfolio’s factor exposures and liquidity characteristics for signs of style drift or deteriorating ability to redeem shares.
MSCI BlogThe rise of fundamental factors in China A shares
Commonly held perceptions about China A shares have influenced investors to think factor strategies may not work in the Chinese equity markets. Our research suggests this may be changing.