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MSCI Blog

Factors in Focus: Where’s the Value in Defensive Positioning?

Oct 1, 2021 Hitendra D Varsani, Waman Virgaonkar

Throughout the third quarter, investors shifted attention to risks from inflation, tapering and potential interest-rate rises. We analyze global equities and the rotation toward defensive factors.

MSCI Blog

Industry Momentum Across Regions

Sep 27, 2021 Waman Virgaonkar, Mehdi Alighanbari

We expand on our analysis of industry momentum to assess the persistence of a premium across different regions and the ability of a rules-based strategy to help investors as they seek to capture this premium.

MSCI Blog

How a Shift Toward Buybacks Affected Yield Strategies

Sep 3, 2021 Mehdi Alighanbari, Arihant Jain

For investors who use yield strategies to generate income, a steady stream of dividend payments is important. But with more companies using buybacks as a way to redistribute profits, investors may want to consider a more holistic view of income.

Research Paper

Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks

Sep 1, 2021 NAGY Zoltan, GIESE Guido, Rauis BRUNO

To what extent has climate risk been priced into equity markets? How can we model such risks as the world moves toward net-zero targets? We show how climate has increased in importance in the last two years, with potential long-term implications for understanding equity markets.

MSCI Blog

Building Climate-Aware Factor Portfolios

Aug 31, 2021 Padmakar Kulkarni, Chirag Gosar

Factor investing typically involves both security selection and alternative weighting based on security-level factor exposure. If such a strategy also needs to be climate-aware, what is the cost in terms of target-factor erosion?

MSCI Blog

Sizing Up Small Caps

Aug 25, 2021 Abhishek Gupta, Ashish Lodh

Given small-cap outperformance since March 2020, investors are asking how these stocks size up in terms of short-term valuation, sentiment and macro outlook? Longer term, might small caps help capture opportunities around thematic investing megatrends?

Research Paper

Industry Momentum

Aug 12, 2021 ALIGHANBARI Mehdi, VIRGAONKAR Waman

Stock-level momentum has been a strong-performing factor, historically, but industry-level momentum has also shown significant historical premium. While the two were closely related, unique information was embedded in each and a combined momentum factor outperformed each individually.

Research Paper

Is There a Filings Factor?

Aug 6, 2021 JAIN Vipul, JHA Kunal

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.

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.