Extended-lister
Showing 1 - 10 of 70 entries
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MSCI Blog
Bitcoin: Good as Gold?During inflationary periods, equity investors, historically, have turned to gold as a hedge and diversifier. As the issue of inflation becomes more pressing, we ask whether cryptocurrencies, such as Bitcoin, could have played a similar role.
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MSCI Blog
What Really Drove Value and Growth Fund Performance?Many look to market-cap indexes when comparing the performance characteristics of growth and value funds — including manager skill. We found a switch to style indexes reduced industry- and style-factor contributions and made manager skill more apparent.
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MSCI Blog
Bringing Value to the 21st CenturyIn the second post in our series, we further probe value’s underperformance over the past decade and ask if the historic definition of value remains relevant. We specifically look at whether a company’s valuation can be enhanced by reflecting R&D investments.
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MSCI Blog
Factor Investing Held in High-Volatility/-Concentration PeriodU.S. equity markets have experienced increased volatility coupled with concentration in a handful of megacap companies. Has this hampered investors’ ability to capture factors effectively? Have stock-specific risks dominated factor indexes?
MSCI Country and Regional Indexes Factor Indexes
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MSCI Blog
The Pace of Fast Change: Growth vs. Thematic InvestingInvestors considering thematic investments to gain exposure to firms whose fortunes may not be captured by fundamental growth measures, may ask: What are the key opportunities – and challenges – that distinguish thematic from growth investing?
MSCI Thematic Indexes US Equity Indexes MSCI Sector Indexes GICS
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MSCI Blog
Factoring in ESGHow much does ESG contribute to portfolio risk and return? We looked at whether ESG performance was influenced by other factors or helped explain returns as a factor in its own right, using the MSCI Global Equity Factor Model + ESG.
ESG Products & Services ESG Ratings
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MSCI Blog
Did Size Matter for Small-Cap Outperformance?Good vaccine news on Nov. 9 drove unusual equity-index and factor returns, including in small caps. The MSCI USA Small Cap Index returned 3.03% that day vs. 0.82% for the MSCI USA Index. Was this due to the size factor, or was there a bigger story?
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MSCI Blog
Are Momentum’s Wings Finally Starting to Melt?Positive vaccine news on Nov. 9 caused big moves in industry and style factors. Those hit hardest this year jumped, while previous high performers slumped. Did this mark new factors leadership and a long-awaited rotation from momentum to value?
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MSCI Blog
How Portfolio-Weighting Schemes Affected Factor ExposuresSingle-factor portfolios seek high exposure to a target factor and limited exposure to non-target ones. We assess the impact that common portfolio weighting schemes have on these exposures, as well as on portfolio efficiency, concentration and investability.
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MSCI Blog
Using Factors As a Magnifying Glass for EquitiesFactors have been shown to be important systematic sources of risk and return. We examine how factor analysis can help identify investment characteristics that lie beneath the surface of seemingly similar stocks and equity portfolios.