Are Market Valuations in Nosebleed Territory?
Markets have enjoyed a relatively long period of positive returns and low volatility, making some investors wonder if a correction is imminent. One possible trigger for a correction would be investors concluding that market valuations have become extreme, which could lower future returns.
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Global Head of Equity Research
Have Big-Ticket Properties Performed Better Than...
It is sometimes assumed that larger real estate assets perform differently to smaller assets thanks to reduced accessibility and competition at the top end of the market. Using MSCI’s global private real estate dataset, we find evidence to support the assertion that the size of an asset does have an impact...
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Vice President - Global Real Estate Research
Fast-moving Markets: Revisiting the August 2007 Quant...
When markets get volatile, stock prices can move very quickly in a short period. As we saw in the August 2007 “quant liquidity crunch”— now about to mark its 10-year anniversary — many quantitative equity managers could have benefitted from getting market insights in real time as they found themselves in...
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Executive Director, Equity Applied Research
Pursuing ESG Standards and Diversification
Many of the world’s largest institutional investors are integrating ESG standards into their investment strategies. But they face a challenge: Excluding every objectionable firm or selecting only ESG (environmental, social and governance) leaders can slash the number of acceptable stocks by half while...
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Head of Fixed Income in ESG Research
Time to Revisit Fundamentals of Quality?
We have seen substantial rotation in factor index performance in the past 12 months. Value, the best-performing equity factor index in the second half of 2016, was the worst performer in the first six months of 2017.
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Executive Director, Applied Equity Research
Measuring the Impact of Factors
In constructing portfolios, asset managers expose the portfolio to factor tilts that greatly influence fund performance. Some of these exposures, which can provide sources of excess return, may be intentional but others may not. A manager who makes the wrong bet could be on the wrong side of history.
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Vice President, Equity Applied Research
Empowering women in the workplace
As part of its “Abenomics” economic revitalization plan, the Japanese government has set out goals to increase women’s participation and promotion in the business world, including increasing the percentage of women in leadership roles to 30% by 2020, a major jump from 11.3% in 2014.
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Vice President, Head of Impact and Screening Research
職場における女性活躍推進
「アベノミクス」と言われる経済振興策の一環として、企業及び政府における女性参画を強化するために、日本政府は2020年までにリーダーシップの地位における女性比率を30%にするというゴールを設定した。
Read More » Vice President, Head of Impact and Screening Research
Are you ready for China A shares?
Jun 29, 2017
| GeneralMSCI’s recent announcement that it will add 222 China A shares to its key benchmarks raises practical questions for global and emerging market investors.
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Head of China Research
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Aug. 22, 2017
Markets have enjoyed a relatively long period of positive returns and low volatility, making some investors wonder if a correction is imminent. One possible trigger for a correction would be investors concluding that market valuations have become extreme, which could lower future returns.
-
It is sometimes assumed that larger real estate assets perform differently to smaller assets thanks to reduced accessibility and competition at the top end of the market. Using MSCI’s global private real estate dataset, we find evidence to support the assertion that the size of an asset does have an impact on its performance.
-
When markets get volatile, stock prices can move very quickly in a short period. As we saw in the August 2007 “quant liquidity crunch”— now about to mark its 10-year anniversary — many quantitative equity managers could have benefitted from getting market insights in real time as they found themselves in crowded trades.
-
Many of the world’s largest institutional investors are integrating ESG standards into their investment strategies. But they face a challenge: Excluding every objectionable firm or selecting only ESG (environmental, social and governance) leaders can slash the number of acceptable stocks by half while foreclosing on opportunities for dialogue and engagement. How can institutions implement ESG principles without sacrificing diversification or abandoning efforts to improve corporate conduct?
-
We have seen substantial rotation in factor index performance in the past 12 months. Value, the best-performing equity factor index in the second half of 2016, was the worst performer in the first six months of 2017.
-
In constructing portfolios, asset managers expose the portfolio to factor tilts that greatly influence fund performance. Some of these exposures, which can provide sources of excess return, may be intentional but others may not. A manager who makes the wrong bet could be on the wrong side of history.
-
As part of its “Abenomics” economic revitalization plan, the Japanese government has set out goals to increase women’s participation and promotion in the business world, including increasing the percentage of women in leadership roles to 30% by 2020, a major jump from 11.3% in 2014.
-
「アベノミクス」と言われる経済振興策の一環として、企業及び政府における女性参画を強化するために、日本政府は2020年までにリーダーシップの地位における女性比率を30%にするというゴールを設定した。
-
MSCI’s recent announcement that it will add 222 China A shares to its key benchmarks raises practical questions for global and emerging market investors.
-
Jun. 15, 2017
In recent years, pension funds around the world increasingly have shed their home bias and made global small-cap allocations.
About Blog
Insights, data and commentary from MSCI Research about global investing, the movement of asset prices, investing for the long term, and risk and return to help investors make better-informed decisions.