Extended-lister
Showing 21 - 30 of 129 entries
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MSCI Blog
The Theory of (Value) RelativityWhether constructing a fundamental factor model, a value strategy or a value index, valuation ratios need context. Time-series and cross-sectional approaches each have pros and cons. But combining the two may have presented a clearer picture.
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MSCI Blog
Including Microcaps in Benchmark Indexes: Japan vs. USSelecting an equity benchmark may mean balancing market coverage and investability. For example, exhaustive coverage may include microcap stocks, with lower liquidity and investment capacity. But excluding them may reduce low-size-premium exposure.
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MSCI Blog
Factors in Focus: Value Springs into ActionValue has historically outperformed in economic recoveries. With the reopening of the global economy we examined value’s performance against other factors, and exposures from our adaptive multi-factor model at the end of Q1.
Factor Indexes MSCI Sector Indexes
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MSCI Blog
Reopening Economies and the Resurgence in ValueAfter 15 years of challenging performance, many have asked if value is still a valid investment strategy. But the reopening of the global economy following vaccination rollouts has reignited interest across stocks, sectors, countries and regions.
All Country Indexes MSCI Sector Indexes
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MSCI Blog
Value-Performance AnxietyDespite a recent performance lift, many still ask whether the value factor is broken. We analyze the reasons behind its underperformance and start exploring the potential of updates to value definitions and approaches to value-portfolio construction.
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MSCI Blog
The Pace of Fast Change: Growth vs. Thematic InvestingInvestors considering thematic investments to gain exposure to firms whose fortunes may not be captured by fundamental growth measures, may ask: What are the key opportunities – and challenges – that distinguish thematic from growth investing?
MSCI Thematic Indexes US Equity Indexes MSCI Sector Indexes GICS
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MSCI Blog
Is There a Hedge-Fund-Crowding Factor?Hedge funds held heavy, relatively illiquid short positions in crowded stocks before the January 2021 short squeeze. We created a risk factor that added explanatory power and may provide insights into potential short squeezes and other risks.
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MSCI Blog
Are Growth and Value Indexes Still in Style?Growth and value indexes were created in the 1980s as finer tools than market-cap indexes to measure the performance of growth and value funds. Are style-specific indexes still a relevant choice to use as benchmarks for these funds?
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MSCI Blog
Factoring in ESGHow much does ESG contribute to portfolio risk and return? We looked at whether ESG performance was influenced by other factors or helped explain returns as a factor in its own right, using the MSCI Global Equity Factor Model + ESG.
ESG Products & Services ESG Ratings
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MSCI Blog
Finding the Sentiment Hidden in Regulatory FilingsUsing natural language processing techniques, we constructed a sentiment factor that quantifies changes in the tone and content of company filings, and may be an indicator of future risks facing a company.