Extended-lister
Showing 31 - 40 of 70 entries
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MSCI Blog
Growth’s recent outperformance was and wasn’t an anomalyGrowth strategies have outperformed value strategies in recent years. Is growth’s recent performance an anomaly when we look at it in a long-term context? The answer: It depends on what you mean by a growth strategy.
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MSCI Blog
Back-to-school (momentum) blues?The U.S. price momentum factor, which we highlighted for elevated crowding scores and vulnerability to negative performance at the end of June, suffered sizable drawdowns in the first seven trading days of September.
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MSCI Blog
Where were the (factor) crowds this summer?When factors have historically become crowded, they’ve often experienced significant drawdowns in subsequent months. Which factors were relatively crowded at the end of 2018 — and how did they perform in the first half of 2019?
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MSCI Blog
More than a feeling: Quantifying consumer sentimentAmong a flood of alternative data sources, consumer sentiment based on citations online stood out.
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MSCI Blog
Factors in Focus: Dynamic short term, strategic long termWe review factor performance over the second quarter, provide the perspective of a long-term view and look to indications from our adaptive multi-factor model heading into Q3.
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MSCI Blog
Lessons from Woodford: Shutting the barn door after the horses have boltedThe suspension of the U.K.’s Woodford Equity Income Fund highlights the value of regularly reviewing a portfolio’s factor exposures and liquidity characteristics for signs of style drift or deteriorating ability to redeem shares.
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MSCI Blog
Factors in Focus: Risky start. Quality finish.We highlight the fast-moving rotation among factors that continued during Q1 2019. As we move into Q2 2019, this framework showed allocation changes in different factors.
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MSCI Blog
What market volatility has meant for factorsAs investors continue to focus on factor investing in periods of heightened volatility, we ask how volatility has affected factor performance.
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MSCI Blog
What Fed monetary policy has meant for factorsAs interest rates in the U.S. started increasing in late 2015, many investors expressed concerns over the impact that rising rates could have on their investments. However, the tone of the U.S. Federal Reserve (the Fed) shifted from “we’re a long way from neutral” in October last year to a more accommodative stance of “we will be patient” early this year, re-emphasizing that expression at the January 2019 Federal Open Market Committee meeting.
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MSCI Blog
Should we be surprised by earnings surprises?Early 2019 earnings season has already contained a number of high-profile surprises, such as Facebooks's, but how predictable are these surprises, and what happens when earnings surprises return to trend?