Extended-lister
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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
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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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Methodology
MSCI Value Weighted Indexes - MethodologyPDF
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Methodology
MSCI Value Weighted Indexes - MethodologyPDF
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Methodology
MSCI Value Weighted Indexes - MethodologyPDF
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Research Report
Capturing the Value PremiumMSCI Value Weighted Indices are systematic indices that aim to reflect the value premium by employing an alternative weighting scheme that tilts the index towards stocks with lower valuation ratios. In this paper, we review the theoretical aspects of value weighted indices and through empirical studies we discuss the important facets of index construction that underpin the design of MSCI Value Weighted Indices. They are based on an objective and transparent methodology by which all the...
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Methodology
MSCI Value Weighted Indexes - MethodologyPDF