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Risk’s Rising Role in Investment Strategy - MSCI Sponsored Risk.net Survey
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Factoring in ESG
Feb 26, 2021 Guillermo Cano, Simon MinovitskyHow much does ESG contribute to portfolio risk and return? We looked at whether ESG performance was influenced by other factors or helped explain returns as a factor in its own right, using the MSCI Global Equity Factor Model + ESG.

Finding the Sentiment Hidden in Regulatory Filings
Feb 24, 2021 Vipul Jain, Kunal JhaUsing natural language processing techniques, we constructed a sentiment factor that quantifies changes in the tone and content of company filings, and may be an indicator of future risks facing a company.

Are (Stock) Bubbles Rising?
Feb 12, 2021 George Bonne, Howard Zhang, Jay YaoHow does one identify or quantify a bubble? We propose a framework for assessing the “bubbliness” of stocks and portfolios, rooted in the idea that bubbles are driven by the same forces, and share characteristics with crowded trades.

Carrying on Through a Crisis, with Factors
Jan 13, 2021 Andrew DeMond, Manuel Rueda
Factors in Focus: Val-come Back! Shifting Factors as the Cycle Turns
Jan 6, 2021 Hitendra D Varsani, Waman VirgaonkarIn this two-year-anniversary edition of Factors in Focus, we reflect on the historical relationships between factor returns and macro cycles, which have provided useful information for investors looking to take an active stance on factor exposures based on their outlook.

The Doctor Is Making House Calls: Capturing Exposure to Telehealth
Dec 16, 2020 Manuel Rueda, Gaurav TrivediTelehealth has the potential to reduce inequalities in access to care as well as relieve strain on health systems. We tested an approach that combines natural-language processing and MSCI ESG Ratings screens.

2021 ESG Trends to Watch
Dec 7, 2020 LEE Linda-Eling, EASTMAN Meggin Thwing, KLUG PHILIPP ArneClimate. ESG bubbles. Disclosure. Social inequality. Biodiversity. The topics don’t get much bigger — or more systemic. Here’s our analysis of the five ESG trends that will matter most to companies and their investors in 2021.

Investor Reaction to US Elections and COVID-Vaccine Progress
Nov 18, 2020 Dimitris Melas, David Lunsford, Andy SparksTo gauge investor expectations after Joe Biden was declared winner of the U.S. election and good news broke about COVID vaccines, we surveyed 151 U.S.-based financial advisers. We examine the advisers’ views on the next 12 months and markets’ reaction since Election Day.
The FaCS report
The FaCS report
The FaCS report allows investors to understand what is driving their investments and help them build better portfolios. In this report, we help investors compare point in time and historical factor exposures (10+ years) of 8,000+ Stocks, 11,000+ Mutual Funds and 1,500+ ETFs
MSCI FaCS
MSCI FaCS
Introducing a common language for factors that aims to increase transparency and investors’ understanding of equity portfolios.
Factor investing webinar series
Factor investing webinar series
Factor investing continues to evolve. Our quarterly webinar series keeps you up-to-date on our latest research about the elements of performance.
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