Showing 1 - 10 of 63 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 BlogMeasuring Firms’ Remote-Workforce Abilities
It’s clear that some companies were better positioned to take advantage of a remote work environment than others. We built a hypothetical “remote-operation capacity” factor to seek to measure the effect on different firms.
MSCI BlogShort Interest Factor Performance in Times of Crisis
Given recent short interest factor performance, we asked: What has been the relationship between this factor and large market drawdowns? Were there changes in short selling during COVID-19? Did short-selling bans affect short interest factor performance?
MSCI BlogFive lessons for investors from the COVID-19 crisis
COVID-19 unleashed a torrent of sharp movements across global financial markets. We highlight five key lessons for investors regarding global investing, managing factors, active management, indexed investing and ESG investing.
MSCI BlogHow Hedge Funds Navigated the Start of COVID-19 Volatility
How did hedge funds navigate the initial volatility amid COVID-19? Though holdings information is limited, and delayed, we gained insights into their reaction by examining the change in hedge-fund portfolios between the end of January and end of February.
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 BlogQuantifying ESG fund performance
One challenge facing investors is how to quantify the impact ESG has had on their investment process. We analyzed top ESG funds to better understand the contribution of the ESG factor to their performance.
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?