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Saurabh Katiyar
Executive Director, Equity Solutions Research
About the Contributor
Saurabh focuses on research that supports new and existing indexes and risk models, including factor, ESG and economic exposure indexes, as well as performance and risk attribution. Previously, Saurabh was a Vice President in Nomura’s Quantitative Equity Strategy team. In this role, he carried out thematic research and financial modelling. He also published quantitative models which helped recommend portfolio allocation. Saurabh graduated from the Indian Institute of Technology with a B.Tech. in Chemical Engineering. He is a CFA charterholder.
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Blog posts by Saurabh Katiyar
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BLOG
Did Value-Factor Exposure Deliver for Value Funds?
Jun 29, 2020 Saurabh Katiyar , Ashish Lodh , Vishad Bhalodia
Learn MoreBuilding 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.
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Saudi Aramco’s IPO showed why single-country index providers may sometimes need to include companies (especially larger ones) outside of scheduled reviews, as they work to bridge gaps between a country’s equity index exposure and economic drivers.
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Beware high dividend yield traps
Oct 25, 2019 Jean-Maurice Ladure , Ashish Lodh , Saurabh Katiyar
Learn MoreDuring 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?
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BLOG
Factor investing in Saudi Arabia: size matters
May 7, 2019 Saurabh Katiyar , Neeraj Dabake
Learn MoreForeign interest has risen in Saudi Arabia following the easing of foreign-ownership limits. Our analysis shows investors would have benefited by controlling for exposure to small-cap companies.
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Saudi Arabian stocks will be included in the MSCI Emerging Markets Index and the MSCI ACWI Index in a two-step process starting in June this year. With the first step of inclusion of the MSCI Saudi Arabian Index coming shortly, we ask how inclusion of this Middle Eastern market would have affected the MSCI EM Indexes.
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The U.S. bull market is now the longest in history, leading the way for strong global equity returns over the 10 years since the financial crisis. What does this mean for valuations? We found that while they are high, they have not reached extreme levels. What’s more, there are distinct valuation characteristics across regions, sectors and factors that may create potential investment opportunities.
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