Extended-lister
Showing 21 - 30 of 70 entries
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MSCI Blog
Quantifying ESG fund performanceOne challenge facing investors is how to quantify the impact ESG has had on their investment process. We analyzed top ESG funds to better understand the contribution of the ESG factor to their performance.
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MSCI Blog
Factors in Focus: Risk sentiment and factor dynamics in a crisisWe analyzed the market effects from COVID-19 and a Saudi Arabia/Russia oil-price war. We also examined – for the first time – credit factor performance. How did the quarter play out? What did our adaptive multi-factor model show as it ended?
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MSCI Blog
Did corporate-credit factors offer a risk-return edge?Factors have gained popularity in equity investing for providing insight into the key drivers of portfolio risk and returns. Did tilting hypothetical fixed-income portfolios toward some bond-specific factors benefit investors?
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MSCI Blog
Factors in Focus: Will 2020 vision sharpen exposures?Some global equity markets reached all-time highs and experienced limited bouts of volatility over the course of 2019. But underneath the calm surface, we saw a high degree of dispersion among factors and sectors.
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MSCI Blog
Factors behind value’s underperformanceAs the relationship between U.S. value factors’ exposures and returns deteriorated over the last decade, U.S. momentum’s return patterns improved. We examine the value-momentum relationship and contributions of other style factors to value’s performance.
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MSCI Blog
Did insider transactions have secrets to tell?Company insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?
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MSCI Blog
Beware high dividend yield trapsDuring low interest-rate, high-volatility environments, some investors have turned to high dividend-paying stocks. However, overly simplistic approaches to selecting dividend-paying securities exposed investors to potential “yield traps.” Could these traps have been avoided?
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MSCI Blog
Value investing is down. But is it out?Value stocks generally underperformed the broad U.S. equity market over the past decade — just as they did in the late 1990s. What drove that underperformance? Was it consistent globally? Within U.S. sectors?
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MSCI Blog
Factors separated fact from fictionTechnological advances have expanded the application of factors. What was the realm of quantitative investors has become more accessible, bringing greater transparency and potential insight into portfolio characteristics and performance drivers.
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MSCI Blog
Factors in Focus: Momentum hits a valuation speed bumpThe momentum-value spread saw one of the largest corrections in history over the summer. What does our model show going forward?