Showing 51 - 60 of 259 entries
MSCI BlogConstructing Low Volatility Strategies
Low volatility is one of the few factors that have historically performed well in turbulent markets.
MSCI BlogWhich 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?
MSCI Blog"FACTORING" IN THE EMERGING MARKETS PREMIUM
Factor indexes historically have generated premia in developed markets. Now, as global markets have become more correlated, investors are starting to seek additional sources of returns within emerging markets.
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 BlogWeighty matters: Going beyond stock-picking
Fundamental equity managers have traditionally looked for an edge using various strategies and approaches. Here we examine whether it historically has been possible to manage a fund’s risk exposures without disturbing the underlying investment process.
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 BlogFLIGHT TO QUALITY
The quality factor has demonstrated long-term outperformance against the market, but it has not received the same attention as the value, size or momentum factors.
MSCI BlogSeeking defensive yield in emerging markets and Asia
As we highlighted in a recent post, minimum volatility strategies have outperformed this year to date amid unrest in financial markets.