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MSCI Blog

Hotter Inflation Set Some Styles and Sectors on Fire

Jan 11, 2022 Ashish Lodh, Hitendra D Varsani

Whether due to stimulus, deglobalization, decarbonization or an overheating economy, higher inflation could have an impact on style-factor and sector performance. We investigate this impact in the context of two potential economic-growth regimes.

Research Paper

The Future of Factor Investing

Jan 7, 2022 MELAS Dimitris

We discuss three trends shaping the future of factor investing: continued evolution of traditional factor models, innovation in data sources and modeling and the potential disruption of integrating factor strategies into the asset-allocation process.

MSCI Blog

Factors in Focus: Are Your Equity Styles Ahead of the Curve?

Jan 5, 2022 Waman Virgaonkar, Hitendra D Varsani

If economic expansion and higher inflation continue in 2022, interest rates could rise around the world. As investors re-evaluate equity portfolios, we look at factor-index performance in different U.S. interest-rate and yield-curve regimes.

MSCI Blog

Which Companies Lost Most in Europe’s Lost Decade?

Dec 14, 2021 Anil Rao, Jean-Maurice Ladure

If uncertainties over deglobalization persists, the performance divide between Europe and the U.S. could widen further. Have European firms been more at risk, given they have had more international revenue than U.S. companies?

MSCI Blog

Did Deglobalization Add to Inflation Woes?

Dec 13, 2021 Román Mendoza, Oleg Ruban

Inflation watchers, aware of how COVID-19 led to trillions of dollars of stimulus, may want to note the longer-term shift toward deglobalization. As these forces collide, they may lead to rising global inflation and affect asset-allocation strategies.

MSCI Blog

Controlling Idiosyncratic Risk in Value Strategies

Nov 18, 2021 Mehdi Alighanbari, Waman Virgaonkar

We looked at ways to mitigate some of the performance drag of stock-specific risk on value strategies over the last decade by directly controlling for this risk without negatively affecting value-factor exposures or contributions.

Research Paper

Foundations of Dedicated China Allocations: Part 3

Nov 4, 2021 Zhen Wei, XU Shuo, XU Wei

We present a framework to analyze market-capitalization-weighted indexes’ role in setting equity-risk-premium and capital-market expectations. It breaks return drivers into dividend yield, sales-per-share growth, profit margin and valuation change.

MSCI Blog

Could Factors Help Explain Asset-Level Real Estate Performance?

Oct 19, 2021 Bryan Reid, Fritz Louw

For real estate investors, property type and geography segmentations are the primary lens through which they measure and manage their portfolios. Testing five potential real estate style factors, however, were we able to better explain asset-level variation.

Awards 2021

Awards 2021

Equity Factor Index Provider of the Year at Professional Pensions Investment Awards 2021

MSCI FaCS

MSCI FaCS

Introducing a common language for factors that aims to increase transparency and investors’ understanding of equity portfolios.

MSCI Crowding Solution

MSCI Crowding Solution

MSCI Crowding models help investors assess their exposure to crowdedness—of individual securities, factors and hedge fund holdings—gain insight into how the rest of the market is positioned, and navigate crowded markets by providing high quality, timely crowding information to make the best informed decisions to achieve their investment objectives.