Showing 31 - 40 of 99 entries
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.
MSCI BlogFactor investing in Saudi Arabia: size matters
Foreign interest has risen in Saudi Arabia following the easing of foreign-ownership limits. Our analysis shows investors would have benefited by controlling for exposure to small-cap companies.
MSCI BlogFactors in Focus: Risky start. Quality finish.
We highlight the fast-moving rotation among factors that continued during Q1 2019. As we move into Q2 2019, this framework showed allocation changes in different factors.
MSCI BlogFactors and ESG: the truth behind three myths
There are misconceptions of the relationship between factors and ESG issues. We debunked three common myths about ESG, momentum, quality and smaller-cap stocks.
MSCI BlogVenezuela and the Specter of Recovery Risk
Venezuela unfortunately finds itself on the verge of political and economic collapse. From the perspective of investors in the country’s sovereign and corporate bonds, recovery risk is now likely a bigger consideration than default risk.
MSCI BlogWhat market volatility has meant for factors
As investors continue to focus on factor investing in periods of heightened volatility, we ask how volatility has affected factor performance.
MSCI BlogWhat Fed monetary policy has meant for factors
As interest rates in the U.S. started increasing in late 2015, many investors expressed concerns over the impact that rising rates could have on their investments. However, the tone of the U.S. Federal Reserve (the Fed) shifted from “we’re a long way from neutral” in October last year to a more accommodative stance of “we will be patient” early this year, re-emphasizing that expression at the January 2019 Federal Open Market Committee meeting.
MSCI BlogShould we be surprised by earnings surprises?
Early 2019 earnings season has already contained a number of high-profile surprises, such as Facebooks's, but how predictable are these surprises, and what happens when earnings surprises return to trend?