Extended-lister
Showing 61 - 70 of 317 entries
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MSCI Blog
Vive la Différence: Active Factor Strategies in China A SharesClients often ask us whether factor insights can be applied to construct equity portfolios in a particular market. They wonder whether certain market or economic characteristics might prevent factors from working: Different countries and their equity markets are at different stages of development, have different depth and may have dominant sectors.
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MSCI Blog
Factor Index Performance in Changing Economic EnvironmentsInstitutional investors have historically been concerned over the changing state of the economy and its impact on their investments whether it was about "Abenomics" or "taper tantrums." As a result, we are noting that they are increasingly taking changing macroeconomic conditions into consideration for their asset allocations.
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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
Did Size Matter for Small-Cap Outperformance?Good vaccine news on Nov. 9 drove unusual equity-index and factor returns, including in small caps. The MSCI USA Small Cap Index returned 3.03% that day vs. 0.82% for the MSCI USA Index. Was this due to the size factor, or was there a bigger story?
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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
The Dividend Yield Factor: Defying Conventional WisdomEver since central banks slashed interest rates in response to the Global Financial Crisis, investors have been searching for yield.
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MSCI Blog
Constructing Low Volatility StrategiesLow volatility is one of the few factors that have historically performed well in turbulent markets.
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MSCI Blog
Which Factors Mattered in China?Chinese equity prices have hardly been music to investors’ ears so far in 2018. The MSCI China A Onshore IMI Index — the broadest MSCI A shares index designed to represent the performance of the overall A shares market — has declined more than 25% in local currency terms through Oct. 31, 2018. Were there factors in this market that outperformed?
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MSCI Blog
More than a feeling: Quantifying consumer sentimentAmong a flood of alternative data sources, consumer sentiment based on citations online stood out.
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MSCI Blog
Lessons from Woodford: Shutting the barn door after the horses have boltedThe 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.