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Factors by MSCI
Factors by MSCI
MSCI has developed Factor Indexes, FaCS and Analytics backed by four decades of Factor research and innovation.
Factors are the building blocks of many portfolios – the elements capable of turning data points into actionable insights.
Want to learn more about MSCI FactorLab or the MSCI Factor Crowding Model? Have an MSCI representative reach out to you.
Learn more about Factors by MSCI by visiting MSCI’s Factor Investing webpage.
MSCI FACTORLAB
As data and technology acceleration continues to drive the investment world, MSCI FactorLab gives you access to our factor research and development at a much faster pace. MSCI FactorLab provides the latest Factor innovation outside of MSCI standard models that is designed to be integrated into a current investment strategy.
MSCI FactorLab provides further transparency and access to our curated factor research. Our research and data teams endlessly evaluate new data sources and algorithms to identify high-quality factors and their underlying signals that can provide new insight not contained in classic forms. We are committed to grow our descriptor offering in FactorLab and continuously add descriptors that are currently not part of any Equity Model.
Now with the new API distribution channel, MSCI FactorLab provides options to download descriptor exposures, metadata or security identifiers for the entire universe or selected securities.
MSCI FactorLab can:
Download the MSCI FactorLab factsheet
MSCI Research & Data
MSCI has been at the forefront of Factor research and development driving industry leading Factor risk models and indexes. We continue to provide the factor investing innovation needed to stay ahead of a rapidly changing investment world.
MSCI’s data management team works to produce and deliver the highest quality data. Our research and data teams provide data to some of the world’s largest global managers to support their investment processes.
Additional Information
Should We Be Surprised By Earnings Surprises?
Is There an Options Sentiment Factor?
MSCI Factor Crowding Model
As Factor Investing (smart beta) continues to grow, the MSCI Factor Crowding Model can help investors identify when factors become crowded. The MSCI Factor Crowding Model can help investors gain insight into what factors are crowded to enhance informed decisions on factor concentrations.
If a Factor strategy does become too crowded, there is risk in a liquidity or drawdown event when the positioning changes. The MSCI Factor Crowding Model can help investors determine where these crowding or drawdown risks may be building relative to their portfolio.
The MSCI Factor Crowding Model can be used to:
Download the MSCI Factor Crowding Model Factsheet
Additional Information:
Elements of Performance: Factors by MSCI
Elements of performance: factors by MSCI
IFrame
Factors by MSCI
Factors by MSCI
MSCI has developed Factor Indexes, FaCS and Analytics backed by four decades of Factor research and innovation.
MSCI FaCS & Factor Box
MSCI FaCS & Factor Box
MSCI FaCS and MSCI Factor Box are designed to provide the structure and standardization for evaluating, implementing and reporting factor exposures.
The FaCS report
The FaCS report
The FaCS report is an interactive experience that allows investors to understand the relationship between sectors, factors and individual stocks. In this edition, we dive specifically into technology and FAANG stocks due to the current market relevance and compelling analysis.