MSCI in Practice: Understanding the Industry-Momentum Factor
As we continue our MSCI in Practice series to bring actionable insight during this unprecedented time, on October 28, 2020 we present: Understanding the Industry-Momentum Factor
When COVID-19 initially swept through global equity markets, many factors exhibited unprecedented performance swings. One such factor was the industry-momentum factor. How could institutional investors interpret this factor’s moves in the context of the underlying market dynamics?
During this webinar we examine the performance of this factor over the period from late February to early April 2020, when global equity markets crashed as a result of the COVID-19 pandemic.
- The industry-momentum factor reflects the tendency of stocks in “winning” industries to continue to perform well and how those from “losing” industries tend to continue to underperform
- How the factor showed positive performance as global equity markets responded to the COVID-19 pandemic
- Why a relatively small number of sub-industries were significantly impacted and how this drove performance during this period
October 28, 2020
11:00 a.m. EDT
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