Extended-lister
Showing 161 - 170 of 327 entries
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MSCI Blog
How Portfolio-Weighting Schemes Affected Factor ExposuresSingle-factor portfolios seek high exposure to a target factor and limited exposure to non-target ones. We assess the impact that common portfolio weighting schemes have on these exposures, as well as on portfolio efficiency, concentration and investability.
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MSCI Blog
Eyeing the Crowds from Multiple PerspectivesWe observed historically notable crowding across factors, industries and stocks through the first half of 2021. Examining crowding from multiple perspectives and incorporating multiple data elements provides investors a more holistic view.
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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
Is There a Hedge-Fund-Crowding Factor?Hedge funds held heavy, relatively illiquid short positions in crowded stocks before the January 2021 short squeeze. We created a risk factor that added explanatory power and may provide insights into potential short squeezes and other risks.
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MSCI Blog
Factor and Sector Behavior Across Macro RegimesOver the last nearly 50 years, changes in interest rates have had a more pronounced impact on the performance of factor and sector indexes than the rate level itself. Insights from these findings may be helpful in realigning portfolios to a shifting macro view.
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MSCI Blog
Factors in Focus: Will 2020 vision sharpen exposures?Some global equity markets reached all-time highs and experienced limited bouts of volatility over the course of 2019. But underneath the calm surface, we saw a high degree of dispersion among factors and sectors.
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MSCI Blog
How Hedge Funds Navigated the Start of COVID-19 VolatilityHow did hedge funds navigate the initial volatility amid COVID-19? Though holdings information is limited, and delayed, we gained insights into their reaction by examining the change in hedge-fund portfolios between the end of January and end of February.
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MSCI Blog
Including Microcaps in Benchmark Indexes: Japan vs. USSelecting an equity benchmark may mean balancing market coverage and investability. For example, exhaustive coverage may include microcap stocks, with lower liquidity and investment capacity. But excluding them may reduce low-size-premium exposure.
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MSCI Blog
Factors in Focus: Val-come Back! Shifting Factors as the Cycle TurnsIn this two-year-anniversary edition of Factors in Focus, we reflect on the historical relationships between factor returns and macro cycles, which have provided useful information for investors looking to take an active stance on factor exposures based on their outlook.
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Press Release
MSCI Launches New Multi-Factor IndexesPDF