Extended-lister
Showing 91 - 100 of 326 entries
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MSCI Blog
Speed bump or regime shift? Deconstructing the recent spike in equity market volatilityThe week of Feb. 5 witnessed a return of market volatility not seen since the days of the euro crisis in 2011. After hovering near 10% for most of the past year, the level of the VIX briefly topped 50%. What caused the spike?
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MSCI Blog
Time to Revisit Fundamentals of Quality?We have seen substantial rotation in factor index performance in the past 12 months. Value, the best-performing equity factor index in the second half of 2016, was the worst performer in the first six months of 2017.
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Case Study
Innovation delivers product differentiationOne of the largest mutual fund organizations in the world based in the U.S. sought a solution to educate financial advisors about factor exposures. They required a robust infrastructure to power an easy-to-understand front-end advisor tool.
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Case Study
Elevating client communicationsThe Canadian subsidiary of one of the world’s largest multinational investment companies was seeking to elevate their conversations with clients above the usual fact sheets and style box reports. They wanted a tool that was easy to use and could help their sales teams differentiate themselves and their products with their financial advisor clients.
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MSCI Blog
Is momentum a crowded trade that is starting to unwind?The momentum factor has been on a tear the last year and a half. Is momentum a crowded trade that has started to unwind?
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MSCI Blog
What do Factors Tell us About Regime Change in U.S. Stocks Following the Election?Pro-cyclical factors are in, defensive factors are out. That, in a nutshell, describes how the U.S. equity market has responded to the presidential election.
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MSCI Blog
Did FAANG Stocks lead the US Stock Market Drop?Fears of a global slowdown have sent U.S. stock markets plummeting recently. Given FAANG stocks (Facebook, Apple, Amazon, Netflix and Google) have been a dominant force in driving U.S. market performance higher over the past few years, did these stocks lead the market’s downward trajectory?
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MSCI Blog
All FAANGs are Not Created EqualFAANG stocks (Facebook, Apple, Amazon, Netflix and Google) make up nearly 40% of the NASDAQ 100 index, and smaller but significant weights in many others. Commonly grouped as tech stocks or growth companies, it seems reasonable to assume they share many similar characteristics. However, when examined through the lens of performance-driving factors, their characteristics are far from homogeneous.
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MSCI Blog
Are Momentum’s Wings Finally Starting to Melt?Positive vaccine news on Nov. 9 caused big moves in industry and style factors. Those hit hardest this year jumped, while previous high performers slumped. Did this mark new factors leadership and a long-awaited rotation from momentum to value?
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MSCI Blog
Why is Tesla a Short-Selling Target?Elon Musk, founder and CEO of Tesla, suggested in a series of tweets that going private could help Tesla avoid the scrutiny of quarterly reporting and pressure from short selling. Do companies targeted by short sellers share common characteristics? Could factor analysis help investors identify stocks that may become short-selling targets?