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  1. Factor investing

    Equity factor investing was pioneered in the 1970s based on the research, data and analytics created by Barra – today part of MSCI. In recent years, MSCI has developed a broad range of indexes and analytical models that provide institutional investors with tools for evaluating factors and incorporating factor strategies into their portfolios.


  2. Factor Investing

    Our latest research


  3. Factor Investing

    MSCI has developed Factor Indexes, FaCS and Analytics backed by four decades of Factor research and innovation.


  4. Factor Investing State of the Union 2020

    Watch our latest factor investing webinar hosted by Asset TV highlighting the latest factor research and practical applications


  5. Perspectives Podcast: Growing Your Factor-Investing Toolbox

    The idea of a growth factor premium isn’t new, but it can be more difficult to capture in its purest form. How might investors build a growth factor portfolio and put it to work in today’s markets?


  6. MSCI FaCS

    Factor Investing is transforming the way investors construct and manage portfolios. The increasing popularity of Factor Investing can create the need for standards. MSCI has been at the forefront of driving factor innovation for over 40 years, beginning with Barra, which established a common language to explain risk and return through the lens of factors. MSCI FaCS and MSCI Factor Box are designed to provide the structure and standardization for evaluating, implementing and reporting factor...


  7. MSCI Factor ESG Target Index

    MSCI Factor ESG Target Indexes are designed to represent the performance of a strategy that seeks systematic integration of ESG (Environmental, Social and Governance) into Factor Investing. They help provide a set of Factor Indexes that aim to be more “ESG-aware”. Discover more now


  8. MSCI Blog
    WHAT IS FACTOR INVESTING?

    Equity factor investing aims to capture exposures to different equity risk premia. Factor modeling and factor investing are rooted in the Capital Asset Pricing Model (CAPM) dating from the mid-1960s, Arbitrage Pricing Theory from the 1970s and Fama and French’s three-factor model from the 1990s.


  9. Research Paper
    Foundations of Factor Investing

    Factor investing has become a widely discussed part of today’s investment canon. This paper is the first in a three-paper series focusing on factor investing. In this paper we lay out the rationale for factor investing and how indexation can capture factors in cost-effective and transparent ways.[1] [1] The next papers series cover various aspects of implementation including use cases we have seen.

    Indexes


  10. Research Paper
    Factor Investing and ESG Integration

    Integrating ESG criteria into equity portfolios raises important portfolio construction questions. For example, what is the impact of ESG on portfolio performance and characteristics? How does it alter the risk profile and the factor exposures of portfolios? How does it affect institutional investors’ ability to pursue their investment strategy?  Our results show that integrating ESG criteria into passive strategies generally improved risk-adjusted performance over the period 2007 to...

    Indexes ESG Products & Services Portfolio Management Analytics


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