Showing 1 - 10 of 30 entries
MSCI BlogCorporate Bonds Through a Factor and ESG Lens
COVID-19 has had a profound impact on how companies manage cash flows and liquidity. Bond investors face the possibility of increased leverage, rating downgrades and defaults. Can factors and ESG metrics shed light on these risks?
MSCI BlogOutcome-Oriented Factor Investing with a ‘Barbell’ Approach
Though 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.
MSCI BlogHunting a COVID-19 factor
Can we identify a COVID-19 factor and quantify companies’ exposure to it? We explored three ways to do so — from very simple to more complex methods.
MSCI BlogResilient stocks during the dog days of March
While many stocks were in the red in mid-March, as COVID-19 and oil-market shocks took hold, some were “redder” than others. We examine global markets to better understand the characteristics of the more resilient stocks during this period.
MSCI BlogCan diversification help weather the coronavirus storm?
Whether investors include a tactical approach or invest strategically for the long term, diversifying across factors, sectors and geographies has historically played an important role in portfolio construction.
MSCI BlogCorporate-bond performance by factors and ESG
The volatility seen in equity markets was also present among investment-grade corporate bonds,. We use factors and ESG ratings to dissect these bonds’ performance over Q1 2020.
MSCI BlogFor target-date funds, hindsight was 40/60
Recent market volatility has been especially unkind to those closest to and early in retirement, as the sequence of returns matters for retirement income. Would low-volatility and ESG investments have benefited target date funds during volatile periods?
MSCI BlogFactors in Focus: Risk sentiment and factor dynamics in a crisis
We analyzed the market effects from COVID-19 and a Saudi Arabia/Russia oil-price war. We also examined – for the first time – credit factor performance. How did the quarter play out? What did our adaptive multi-factor model show as it ended?
MSCI BlogDid corporate-credit factors offer a risk-return edge?
Factors have gained popularity in equity investing for providing insight into the key drivers of portfolio risk and returns. Did tilting hypothetical fixed-income portfolios toward some bond-specific factors benefit investors?
MSCI BlogFactors in Focus: Will 2020 vision sharpen exposures?
Some global equity markets reached all-time highs and experienced limited bouts of volatility over the course of 2019. But underneath the calm surface, we saw a high degree of dispersion among factors and sectors.