Extended-lister
Showing 21 - 30 of 357 entries
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Research Report
Quality Time: Understanding Factor Investing
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Research Report
Finding Value: Understanding Factor InvestingThe perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify the exposure of stocks with “value” characteristics that help explain risk and return. In this Research Insight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.
Indexes Factor Indexes Value Weighted
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MSCI Blog
Factor Investing Goes Multi-Asset ClassFactor investing is now going multi-asset class: to factor-based asset allocation and systematic strategy factors that push beyond equity selection.
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MSCI Blog
Finding Value: Understanding Factor InvestingDespite agreement on the principles of value investing, the investment community uses a number of different metrics to describe the value factor. Each metric (or descriptor) has its own advantages and pitfalls.
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MSCI Blog
Outcome-Oriented Factor Investing with a ‘Barbell’ ApproachThough relatively new to wealth investors, index-based factor investing has some similarity to a high-conviction, outcome-oriented approach. We explore combining the two when seeking outcomes such as equity growth, yield enhancement and risk mitigation.
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Research Report
Harvesting Equity Yield: Understanding Factor InvestingEver since central banks slashed interest rates in response to the Global Financial Crisis, many institutional and retail investors turned to high dividend-paying equities to meet their needs for income. However, a naïve high-yielding equity strategy can expose itself to various “yield traps,” such as those stemming from temporarily high earnings, high payouts or low stock price. We find that the yield factor has tended to perform well during a structurally low and rising interest rate...
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MSCI Blog
Factor investing in Saudi Arabia: size mattersForeign 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.
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Webcast
Factor Investing - What do advisers need to know?Factor indexing is increasingly popular in Australia and globally. These strategies are increasingly made available for advisers through the ETF market. But what do advisers need to learn about these investments tools? And how to consider applying them to any investment portfolio? In this first webinar in MSCI’s Factor Investing Series, we start at the beginning by explaining the evolution of factor indexing, what it is and how it works, and where it can potentially benefit your...
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MSCI Blog
Factor Investing Held in High-Volatility/-Concentration PeriodU.S. equity markets have experienced increased volatility coupled with concentration in a handful of megacap companies. Has this hampered investors’ ability to capture factors effectively? Have stock-specific risks dominated factor indexes?
MSCI Country and Regional Indexes Factor Indexes
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Research Report
Research Spotlight - Finding Value: Understanding Factor InvestingThe perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify and compare the exposure of stocks with "value" characteristics that help explain risk and return. In this Research Spotlight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.
Indexes Factor Indexes Value Weighted