Extended-lister
Showing 31 - 40 of 49 entries
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MSCI Blog
Markets in Focus: Half-Time – Keeping it Real and DefensiveIt was a challenging market environment in the second quarter. We take a closer look at real assets, defensive sectors and factor indexes as investors navigate what might be a prolonged period of volatility and uncertainty.
BarraOne Factor Indexes US Equity Indexes Analytics
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Research Report
MSCI Security Crowding Model
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MSCI Blog
Factors in Focus: Are Your Equity Styles Ahead of the Curve?If economic expansion and higher inflation continue in 2022, interest rates could rise around the world. As investors re-evaluate equity portfolios, we look at factor-index performance in different U.S. interest-rate and yield-curve regimes.
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MSCI Blog
Factor Investing Held in High-Volatility/-Concentration PeriodU.S. equity markets have experienced increased volatility coupled with concentration in a handful of megacap companies. Has this hampered investors’ ability to capture factors effectively? Have stock-specific risks dominated factor indexes?
MSCI Country and Regional Indexes Factor Indexes
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MSCI Blog
Innovation Remix: Adding Thematics to Equity ProgramsHow can investors incorporate transformative, but volatile thematic investments while seeking to control for valuation and total and active risk? We examine three approaches that improved a portfolio’s “innovation profile” with modest changes to risk.
Factor Indexes MSCI Thematic Indexes
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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
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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Methodology
MSCI Quality Mix Indexes MethodologyPDF
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Research Report
Research Spotlight - Finding Value: Understanding Factor InvestingThe perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify and compare the exposure of stocks with "value" characteristics that help explain risk and return. In this Research Spotlight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.
Indexes Factor Indexes Value Weighted
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Research Report
Finding Value: Understanding Factor InvestingThe perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify the exposure of stocks with “value” characteristics that help explain risk and return. In this Research Insight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.
Indexes Factor Indexes Value Weighted