Extended-lister
Showing 11 - 20 of 129 entries
-
MSCI Blog
Building Climate-Aware Factor PortfoliosFactor 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 CapsGiven 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?
-
MSCI Blog
Could Factors Have Explained Cryptocurrency Risk?As cryptocurrencies rise in popularity as investment vehicles, the need for standardized tools for this market increases as well. We created a multifactor model to measure whether factors important for equity markets were also important for crypto.
-
MSCI Blog
Hedging Inflation with EquitiesEquities have traditionally been viewed as a hedge against inflation, based on the assumption that companies’ revenues adjust for inflation over time. But what has been the short-term impact on equity portfolios?
-
MSCI Blog
Active-Management Opportunities in a Disperse MarketDisperse markets have historically provided opportunities for active managers to outperform their respective benchmarks. We showed that, based on historical trends, CSV helped shed light on identifying where the dispersion was greatest.
-
MSCI Blog
Eyeing the Crowds from Multiple PerspectivesWe observed historically notable crowding across factors, industries and stocks through the first half of 2021. Examining crowding from multiple perspectives and incorporating multiple data elements provides investors a more holistic view.
-
MSCI Blog
Factors in Focus: Go with the Flow?In the latest edition of Factors in Focus, we look at flows into equity factor ETFs and whether it has been profitable, historically, to follow the money, along with our analysis of factor and factor-index performance over the second quarter.
-
MSCI Blog
Purifying ValueUnintended exposure to non-value factors was a large contributor to value’s period of underperformance. We investigate value-portfolio construction when controlling for these exposures while maintaining maximum exposure to value factors.
-
MSCI Blog
Escaping to Equities for YieldIn today’s low-rate world, some investors shifted toward historically higher-yielding equities. For others, especially in the insurance industry, the greater risk limited their ability to do so. Was a minimum-variance equity approach a viable option?
-
MSCI Blog
Momentum on a Value HuntMomentum, by definition, rotates into securities with recent outperformance. That said, investors who view value and momentum as contra-signals may have questions about the value-momentum convergence and the divergence of momentum and growth.