Showing 1 - 10 of 112 entries
MSCI BlogDid Value-Factor Exposure Deliver for Value Funds?
Building on previous MSCI research into the nuanced performance of the value factor, including the impact of sectors and other style factors, we look at how exposure to value drove the performance of actively managed value funds.
MSCI BlogESG Ratings: How the Weighting Scheme Affected Performance
Our recent research suggests that environmental and social issues were more industry specific and tended to show up in financial measures over a longer time frame compared to governance issues. How can E, S and G issues be combined?
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 BlogCOVID-19 and Real Estate: The Devil Is in the Dispersion
Many real estate markets were showing signs of a slowdown even before COVID-19’s negative impact on property portfolios. Has this correction been similar to previous ones? We looked at dispersion of returns, within and across real estate sectors, for the answer.
MSCI BlogWhich ESG Issues Mattered Most? Defining Event and Erosion Risks
Very different ESG issues can be material for different industries. Our research suggests that risks can be divided into two main types: “event” risks and “erosion” risks to companies’ long-term competitiveness. Which ones mattered most for E, S and G?
MSCI BlogIs ESG All About the ‘G’? That Depends on Your Time Horizon.
The conventional wisdom has it that governance is the most dominant of the three E, S and G pillars. But our analysis finds different results when looking at contribution to performance over different time horizons.
MSCI BlogEquity-Market Dislocation and Index-Based Investing
Market turbulence amid COVID-19 presented risks and opportunities. We explore how indexes , combined with the use of fundamental data, provided a wealth of information to help identify potential market dislocations.
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 BlogBuilding Better ESG Indexes: 30 Years On
How ESG indexes have evolved over the past 30 years: A Q&A with Stuart Doole, head of new index development at MSCI, about his conversations with investors since the COVID19 crisis started, the growth of ESG investing and how MSCI Research uses AI and machine learning in developing its ESG indexes.
MSCI BlogRobust Selection Paid Dividends
Dividend cuts following the COVID-19 slowdown led to approximately USD 194 billion of lost dividends between February and April 2020. An approach that looked beyond dividend-yield ranking would have avoided some affected companies, based on our analysis.