Extended-lister
Showing 1 - 10 of 96 entries
-
MSCI Blog
Corporate Bonds Through a Factor and ESG LensCOVID-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 Blog
Measuring Firms’ Remote-Workforce AbilitiesIt’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 Blog
Factors in Focus: How Trendy Is Your Style Factor?As markets rallied worldwide, investors took on high-beta exposure and rotated away from stocks with lower risk. The latest edition of Factors in Focus explores the details.
-
MSCI Blog
Did 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 Blog
Short Interest Factor Performance in Times of CrisisGiven 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 Blog
Outcome-Oriented Factor Investing with a ‘Barbell’ ApproachThough 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 Blog
How Hedge Funds Navigated the Start of COVID-19 VolatilityHow 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 Blog
Hunting a COVID-19 factorCan 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 Blog
Resilient stocks during the dog days of MarchWhile 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 Blog
Can 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.