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The value of standards in the investment process
Dec 2, 2019 Guillermo CanoStandards can establish a common language and provide clarity among market participants. We examine three to see how they can help evaluate returns, quantify factor exposures and measure the impact of changes in sector and industry trends.

Factors behind value’s underperformance
Nov 22, 2019 Leon RoisenbergAs the relationship between U.S. value factors’ exposures and returns deteriorated over the last decade, U.S. momentum’s return patterns improved. We examine the value-momentum relationship and contributions of other style factors to value’s performance.

Did insider transactions have secrets to tell?
Nov 19, 2019 Vipul Jain, Roman KouzmenkoCompany insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?

Selected geographic issues in the global listed equity market
Nov 12, 2019Over the last few decades, increasing global economic and financial integration promoted economic development and enabled investors to seek opportunities and spread risks across national borders. This report, which was commission by the Norwegian Ministry of Finance, examines diversification opportunities including the importance of emerging markets; how a handful of large technology companies accounted for a significant percentage of recent developed-market performance and omitting geographical or size segments would have had a substantial impact on returns; and the role of starting valuations and dividend growth explaining long-term equity market performance.

Beware high dividend yield traps
Oct 25, 2019 Jean-Maurice Ladure, Ashish Lodh, Saurabh KatiyarDuring low interest-rate, high-volatility environments, some investors have turned to high dividend-paying stocks. However, overly simplistic approaches to selecting dividend-paying securities exposed investors to potential “yield traps.” Could these traps have been avoided?

Value investing is down. But is it out?
Oct 23, 2019 Anil Rao, Abhishek GuptaValue stocks generally underperformed the broad U.S. equity market over the past decade — just as they did in the late 1990s. What drove that underperformance? Was it consistent globally? Within U.S. sectors?

Factors separated fact from fiction
Oct 16, 2019 George BonneTechnological advances have expanded the application of factors. What was the realm of quantitative investors has become more accessible, bringing greater transparency and potential insight into portfolio characteristics and performance drivers.

Retire in Monte Carlo? Simulating retirement outcomes
Oct 11, 2019 Anil RaoDespite global equity performance, U.S. DC plan participants may be ill prepared to meet retirement-spending needs. We assessed four equity-allocation scenarios, all following a common glidepath and bond allocation, to see which performed best.
Elements of performance: Factors by MSCI
Elements of performance: Factors by MSCI
Factors are portfolio building blocks capable of turning data points into actionable insights. While the depth of data seems complex, putting Factors by MSCI to work for you couldn’t be any simpler.
MSCI FaCS
MSCI FaCS
Introducing a common language for factors that aims to increase transparency and investors’ understanding of equity portfolios.
Factor investing webinar series
Factor investing webinar series
Factor investing continues to evolve. Our quarterly webinar series keeps you up-to-date on our latest research about the elements of performance.
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