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Our latest research

Research Paper

Value’s Lost Decade

May 6, 2022 ALIGHANBARI Mehdi, KATIYAR Saurabh, VIRGAONKAR Waman, JAIN Arihant

Value rebounded in 2021, after more than a decade of lackluster performance. No matter what the expectation going forward, there are useful lessons to be learned from value strategies’ behavior over the past two decades.

MSCI Blog

Russian Bonds: Rolling Back the Default Clock

May 4, 2022 Andy Sparks, Gabor Almasi

The Russian government’s decision on April 29 to pay holders of two dollar-denominated Russian sovereign bonds led to a major rally, encouraging some investors that Russia may avoid default. There are, however, more challenges ahead. 

MSCI Blog

Factors in Focus: Disentangling Market Gyrations Through the War

Apr 1, 2022 Waman Virgaonkar, Hitendra D Varsani

It was a tale of two quarters in many ways. We analyze the effects of past and present military conflicts on factor investing to provide insights to investors seeking to build resilient portfolios.

MSCI Blog

Which Factors Rose with the Price of Oil?

Mar 8, 2022 Jean-Maurice Ladure, Ashish Lodh
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 Equity Factor Models

MSCI Equity Factor Models

Leverage factors like sustainability, crowding and machine learning for building more resilient portfolios as market conditions change.

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.