Extended-lister
Showing 1 - 10 of 13 entries
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MSCI Blog
Factors in Focus: Value Springs into ActionValue has historically outperformed in economic recoveries. With the reopening of the global economy we examined value’s performance against other factors, and exposures from our adaptive multi-factor model at the end of Q1.
Factor Indexes MSCI Sector Indexes
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Methodology
MSCI Quality Mix Indexes MethodologyPDF
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Research Paper
Research Spotlight - Finding Value: Understanding Factor InvestingThe perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify and compare the exposure of stocks with "value" characteristics that help explain risk and return. In this Research Spotlight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.
Indexes Factor Indexes Value Weighted
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Research Paper
Research Insight - Finding Value: Understanding Factor InvestingThe perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify the exposure of stocks with “value” characteristics that help explain risk and return. In this Research Insight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.
Indexes Factor Indexes Value Weighted
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Methodology
MSCI Total Shareholder Yield Indexes MethodologyPDF
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Methodology
MSCI Equal Weighted Indexes MethodologyPDF
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Research Paper
Index Performance in Changing Economic EnvironmentsOver the recent years, the impact of the macroeconomic regime on their investments has grown in importance for institutional investors. As a result, institutional investors have started explicitly accounting for macroeconomic conditions in their asset allocation decisions.This paper attempts to provide a framework for designing macro-sensitive portfolios, building on historical analysis using our 40+ years' history of MSCI Factor and Sector Indexes, and a long-term analysis based on the...
Indexes Factor Indexes Minimum Volatility Indexes MSCI Size Indexes MSCI Sector Indexes
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Methodology
MSCI Factor Indexes - MethodologyPDF
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Methodology
MSCI Factor Indices - MethodologyPDF
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Methodology
MSCI Factor Indices - MethodologyPDF