Extended-lister
Showing 11 - 20 of 70 entries
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MSCI Blog
How to Describe a FactorHow to define a factor? It’s a challenge for asset owners and wealth managers in evaluating how well factor products meet investment objectives. We found an improved and more robust measure can be formed by combining multiple descriptors.
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MSCI Blog
Growth Without the Side EffectsGrowth has sometimes been viewed as the opposite of value. By extending the concept of growth at a reasonable price, we were able to capture the growth premium without it being lost to unintended factor exposures.
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MSCI Blog
Corporate Bonds Through a Factor and ESG LensCOVID-19 has had a profound impact on how companies manage cash flows and liquidity. Bond investors face the possibility of increased leverage, rating downgrades and defaults. Can factors and ESG metrics shed light on these risks?
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MSCI Blog
Measuring Firms’ Remote-Workforce AbilitiesIt’s clear that some companies were better positioned to take advantage of a remote work environment than others. We built a hypothetical “remote-operation capacity” factor to seek to measure the effect on different firms.
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MSCI Blog
Short Interest Factor Performance in Times of CrisisGiven recent short interest factor performance, we asked: What has been the relationship between this factor and large market drawdowns? Were there changes in short selling during COVID-19? Did short-selling bans affect short interest factor performance?
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MSCI Blog
Five lessons for investors from the COVID-19 crisisCOVID-19 unleashed a torrent of sharp movements across global financial markets. We highlight five key lessons for investors regarding global investing, managing factors, active management, indexed investing and ESG investing.
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MSCI Blog
How Hedge Funds Navigated the Start of COVID-19 VolatilityHow did hedge funds navigate the initial volatility amid COVID-19? Though holdings information is limited, and delayed, we gained insights into their reaction by examining the change in hedge-fund portfolios between the end of January and end of February.
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MSCI Blog
Hunting a COVID-19 factorCan we identify a COVID-19 factor and quantify companies’ exposure to it? We explored three ways to do so — from very simple to more complex methods.
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MSCI Blog
Resilient stocks during the dog days of MarchWhile many stocks were in the red in mid-March, as COVID-19 and oil-market shocks took hold, some were “redder” than others. We examine global markets to better understand the characteristics of the more resilient stocks during this period.
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MSCI Blog
Can diversification help weather the coronavirus storm?Whether investors include a tactical approach or invest strategically for the long term, diversifying across factors, sectors and geographies has historically played an important role in portfolio construction.