Extended-lister
Showing 1 - 10 of 129 entries
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MSCI Blog
Markets in Focus: Narrow Yield Spread and High Crowding Pressure EquitiesEclipsing equity and bond yields and high crowding may be signs of a vulnerable equity market. We compare equity/bond yield spreads in the major regional markets along with crowding in sectors and regions.
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MSCI Blog
Factors in Focus: Disentangling Market Gyrations Through the WarIt was a tale of two quarters in many ways. We analyze the effects of past and present military conflicts on factor investing to provide insights to investors seeking to build resilient portfolios.
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MSCI Blog
Which Factors Rose with the Price of Oil?MSCI Country and Regional Indexes All Country Indexes
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MSCI Blog
Hotter Inflation Set Some Styles and Sectors on FireWhether due to stimulus, deglobalization, decarbonization or an overheating economy, higher inflation could have an impact on style-factor and sector performance. We investigate this impact in the context of two potential economic-growth regimes.
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MSCI Blog
Factors in Focus: Are Your Equity Styles Ahead of the Curve?If economic expansion and higher inflation continue in 2022, interest rates could rise around the world. As investors re-evaluate equity portfolios, we look at factor-index performance in different U.S. interest-rate and yield-curve regimes.
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MSCI Blog
Controlling Idiosyncratic Risk in Value StrategiesWe looked at ways to mitigate some of the performance drag of stock-specific risk on value strategies over the last decade by directly controlling for this risk without negatively affecting value-factor exposures or contributions.
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MSCI Blog
Could Factors Help Explain Asset-Level Real Estate Performance?For real estate investors, property type and geography segmentations are the primary lens through which they measure and manage their portfolios. Testing five potential real estate style factors, however, were we able to better explain asset-level variation.
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MSCI Blog
Factors in Focus: Where’s the Value in Defensive Positioning?Throughout the third quarter, investors shifted attention to risks from inflation, tapering and potential interest-rate rises. We analyze global equities and the rotation toward defensive factors.
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MSCI Blog
Industry Momentum Across RegionsWe expand on our analysis of industry momentum to assess the persistence of a premium across different regions and the ability of a rules-based strategy to help investors as they seek to capture this premium.
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MSCI Blog
How a Shift Toward Buybacks Affected Yield StrategiesFor investors who use yield strategies to generate income, a steady stream of dividend payments is important. But with more companies using buybacks as a way to redistribute profits, investors may want to consider a more holistic view of income.