Extended-lister
Showing 61 - 70 of 326 entries
-
MSCI Blog
Understanding Factor Exposures When Markets Become VolatileHow did different equity factors fare during the past week’s market turmoil? When markets are gyrating, it can be difficult to figure out just what is happening. Real-time data provides greater insight into market events as they unfold.
-
MSCI Blog
Factors in Focus: Disentangling Market Gyrations Through the WarIt was a tale of two quarters in many ways. We analyze the effects of past and present military conflicts on factor investing to provide insights to investors seeking to build resilient portfolios.
-
MSCI Blog
Equity valuations resist running with the bullsThe U.S. bull market is now the longest in history, leading the way for strong global equity returns over the 10 years since the financial crisis. What does this mean for valuations? We found that while they are high, they have not reached extreme levels. What’s more, there are distinct valuation characteristics across regions, sectors and factors that may create potential investment opportunities.
-
MSCI Blog
Vive la Différence: Active Factor Strategies in China A SharesClients often ask us whether factor insights can be applied to construct equity portfolios in a particular market. They wonder whether certain market or economic characteristics might prevent factors from working: Different countries and their equity markets are at different stages of development, have different depth and may have dominant sectors.
-
MSCI Blog
Factor Index Performance in Changing Economic EnvironmentsInstitutional investors have historically been concerned over the changing state of the economy and its impact on their investments whether it was about "Abenomics" or "taper tantrums." As a result, we are noting that they are increasingly taking changing macroeconomic conditions into consideration for their asset allocations.
-
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?
-
MSCI Blog
Did Size Matter for Small-Cap Outperformance?Good vaccine news on Nov. 9 drove unusual equity-index and factor returns, including in small caps. The MSCI USA Small Cap Index returned 3.03% that day vs. 0.82% for the MSCI USA Index. Was this due to the size factor, or was there a bigger story?
-
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.
-
MSCI Blog
The Dividend Yield Factor: Defying Conventional WisdomEver since central banks slashed interest rates in response to the Global Financial Crisis, investors have been searching for yield.
-
MSCI Blog
Constructing Low Volatility StrategiesLow volatility is one of the few factors that have historically performed well in turbulent markets.