Extended-lister
Showing 1 - 10 of 105 entries
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MSCI Blog
Investor Reaction to US Elections and COVID-Vaccine ProgressTo gauge investor expectations after Joe Biden was declared winner of the U.S. election and good news broke about COVID vaccines, we surveyed 151 U.S.-based financial advisers. We examine the advisers’ views on the next 12 months and markets’ reaction since Election Day.
ESG Climate Solutions Equity Risk Models All Country Indexes
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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 Exposures
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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.
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MSCI Blog
Factors in Focus: Impact of Inflation on Style FactorsGlobal equities continued to rally in Q3, brushing aside fear of a second wave of COVID-19 and a large economic slump. We review what it meant from an equity and fixed-income factor perspective and look at what our models showed headed into Q4
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MSCI Blog
How to Describe a FactorHow to define a factor? It’s a challenge for asset owners and wealth managers in evaluating how well factor products meet investment objectives. We found an improved and more robust measure can be formed by combining multiple descriptors.
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MSCI Blog
Understanding the Industry-Momentum FactorWhen COVID-19 first swept through global equity markets, many factors exhibited unprecedented performance swings. How could institutional investors interpret the industry-momentum factor’s moves in the context of the underlying market dynamics?
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MSCI Blog
Growth Without the Side EffectsGrowth has sometimes been viewed as the opposite of value. By extending the concept of growth at a reasonable price, we were able to capture the growth premium without it being lost to unintended factor exposures.
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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?