MSCI Blog

Markets have partially recovered since Russia invaded Ukraine, but questions remain about inflation, economic growth and central banks’ actions. Understanding last year’s performance across asset classes, may help with investment decisions in 2023.

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Inflation, rising rates and the worst first half of the year for global equities since the 1970s. What options exist for investors positioning portfolios?

MSCI Factor Indexes help capture the return of factors which have historically shown excess market returns over the long run. MSCI provides factor indexes like quality index, minimum volatility index, momentum index, dividend yield index, low size index, enhanced value index.

How did MSCI FactorLab’s sentiment factors perform in different global equity markets? View the latest interactive chart from MSCI Research.

Sector composition of the MSCI Emerging Markets Index went through meaningful changes during the last two decades, most recently with the rise and reclassification of sectors related to the digital economy.

Cross-sectional volatility (CSV) measures the opportunity in stock selection as defined by the dispersion in stock returns.

The MSCI Factor Crowding Model quantitatively estimates the degree of crowding in factor strategies.

Click through to view how recent changes in equity-market volatility and correlations compare versus other periods of time.

Mark Carver and Hitendra Varsani recap the macro events that shaped the factor investing landscape in 2021.

Get the latest insights on how factor-based investments are performing in the current market environment, ESG and future trends.