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What does Saudi Arabia inclusion mean for EM investors?

Feb 5, 2019 Saurabh Katiyar
MSCI Blog

What Fed monetary policy has meant for factors

Feb 6, 2019 Raina Oberoi, Abhishek Gupta

As interest rates in the U.S. started increasing in late 2015, many investors expressed concerns over the impact that rising rates could have on their investments. However, the tone of the U.S. Federal Reserve (the Fed) shifted from “we’re a long way from neutral” in October last year to a more accommodative stance of “we will be patient” early this year, re-emphasizing that expression at the January 2019 Federal Open Market Committee meeting.

MSCI Blog

Is MBS refinance risk increasing?

Oct 12, 2018 Joy Zhang

With the Federal Reserve raising interest rates and the majority of agency mortgage-backed securities (MBS) under the refinance threshold, how much do investors need to worry about refinance risk? Our model indicates that future refinance regimes would be similar to recent 2016 experiences, and this view is consistent with current behavior of MBS empirical durations. However, investors may want to remain vigilant, as the recent trend toward looser mortgage credit standards by agencies and regulators could increase the prepayment intensity of future refinance waves.

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Did Value-Factor Exposure Deliver for Value Funds?
MSCI Blog

Did Value-Factor Exposure Deliver for Value Funds?

Jun 29, 2020 Saurabh Katiyar, Ashish Lodh, Vishad Bhalodia

Building 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.

MSCI Blog

ESG Ratings: How the Weighting Scheme Affected Performance

Jun 29, 2020 Zoltán Nagy, Linda-Eling Lee, Guido Giese

Our recent research suggests that environmental and social issues were more industry specific and tended to show up in financial measures over a longer time frame compared to governance issues. How can E, S and G issues be combined?

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