Learning from Value´s Lost Decade | APAC

Value performance has been on upward trend starting Q4 2020, after a prolonged period of relatively weak performance. This prolonged period of underperformance was long enough for investors to question the validity of the strategy and the existence of a value premium. Why value investing did not offer much value over the last 10 to 15 years? Is it time to update how value is measured to reflect changes in the market and economic landscapes? Was underperformance of value managers and simultaneous outperformance of growth managers reflective of manager skillsets?

In this webinar, Oleg Ruban, MSCI's Head of Analytics Applied Research, shared latest research into value investing, including a search for the reasons behind its underperformance, potential ways to update definitions of value, ideas for alternative approaches to portfolio construction as investors seek to capture the value-factor premium, and selection of a more appropriate benchmark for uncovering manager bets.

Agenda topics

- Value factor’s underperformance over the past decade

- Bringing Value to the 21st Century

- Portfolio-construction approaches designed to capture the value premium

- Selection of a ‘true’ benchmark for better demonstration of manager skills

Watch on demand>>