Extended-lister
Showing 131 - 140 of 327 entries
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MSCI Blog
Did insider transactions have secrets to tell?Company insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?
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MSCI Blog
Using Factors As a Magnifying Glass for EquitiesFactors have been shown to be important systematic sources of risk and return. We examine how factor analysis can help identify investment characteristics that lie beneath the surface of seemingly similar stocks and equity portfolios.
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MSCI Blog
Growth Without the Side EffectsGrowth has sometimes been viewed as the opposite of value. By extending the concept of growth at a reasonable price, we were able to capture the growth premium without it being lost to unintended factor exposures.
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MSCI Blog
How to Describe a FactorHow to define a factor? It’s a challenge for asset owners and wealth managers in evaluating how well factor products meet investment objectives. We found an improved and more robust measure can be formed by combining multiple descriptors.
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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
Short Interest Factor Performance in Times of CrisisGiven recent short interest factor performance, we asked: What has been the relationship between this factor and large market drawdowns? Were there changes in short selling during COVID-19? Did short-selling bans affect short interest factor performance?
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MSCI Blog
Robust Selection Paid DividendsDividend cuts following the COVID-19 slowdown led to approximately USD 194 billion of lost dividends between February and April 2020. An approach that looked beyond dividend-yield ranking would have avoided some affected companies, based on our analysis.
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MSCI Blog
Could Factors Have Explained Cryptocurrency Risk?As cryptocurrencies rise in popularity as investment vehicles, the need for standardized tools for this market increases as well. We created a multifactor model to measure whether factors important for equity markets were also important for crypto.
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MSCI Blog
The Doctor Is Making House Calls: Capturing Exposure to TelehealthTelehealth has the potential to reduce inequalities in access to care as well as relieve strain on health systems. We tested an approach that combines natural-language processing and MSCI ESG Ratings screens.
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MSCI Blog
AI’s Moment and Insights from Themes PastEnthusiasm for artificial intelligence has boosted the stock prices of many U.S. technology behemoths this year. How does the AI rally compare to previous market shifts, and what lessons might investors in today's largest firms learn from history?