Extended-lister
Showing 111 - 120 of 327 entries
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MSCI Blog
Has ESG Affected Stock Performance?Are ESG characteristics tied to stock performance? Many researchers have studied the relationship between companies with strong environmental, social and governance (ESG) characteristics and corporate financial performance. A major challenge has been to show that positive correlations — when produced — explain the behavior. As the classic phrase used by statisticians says, “correlation does not imply causation.”
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MSCI Blog
2019 Emerging Real Estate TrendsFor real estate investors, 2019 may be a year of adjusting to rapid changes arising from a variety of sources, including environmental, social and governance-related (ESG) risks; geopolitical uncertainty; and disruptive technology.
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Product Documentation
MSCI Constituent HistoryThe historical data available for the constituents of the MSCI Global Equity Indices is broad and deep, providing over 40 years of Developed Markets (DM) history and nearly 25 years of Emerging Markets (EM) history. This comprehensive history of the global investable Indices universe is ideal for anyone wishing to back-test investment strategies.
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MSCI Blog
Aramco IPO shows importance of timely index inclusionSaudi Aramco’s IPO showed why single-country index providers may sometimes need to include companies (especially larger ones) outside of scheduled reviews, as they work to bridge gaps between a country’s equity index exposure and economic drivers.
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MSCI Blog
Resilient stocks during the dog days of MarchWhile many stocks were in the red in mid-March, as COVID-19 and oil-market shocks took hold, some were “redder” than others. We examine global markets to better understand the characteristics of the more resilient stocks during this period.
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MSCI Blog
Beaten-Down BetaU.S. and international equity markets fell sharply to close out 2018. The MSCI USA Index fell 15% in the fourth quarter alone. (It fell a total of 6% for the year.) As we previously examined, investors began rotating from cyclical sectors and factors to defensive ones in June. This pattern continued, in earnest, until October.
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MSCI Blog
Value and Growth Investing as ESG and Climate FriendlyMany investors may be seeking to align their value- or growth-oriented portfolios with the consideration of ESG as well as the transition to a low-carbon economy. We detail several approaches for working toward these investment objectives.
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MSCI Blog
Could Factors Help Explain Asset-Level Real Estate Performance?For real estate investors, property type and geography segmentations are the primary lens through which they measure and manage their portfolios. Testing five potential real estate style factors, however, were we able to better explain asset-level variation.
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MSCI Blog
Carrying on Through a Crisis, with FactorsFactors have long had a place in constructing equity portfolios, but investors increasingly use factors in sovereign and corporate bonds, commodities and currencies. Which non-equity factors have been the best performers coming out of recent crises, and why?
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MSCI Blog
How the low volatility factor has performed in China A sharesWhich factors have performed best in the China A market, especially given its relatively high annualized market volatility? Is there too much risk to bear? We investigate the role that the minimum volatility factor has played.