Extended-lister
Showing 41 - 50 of 10,000 entries
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George Bonne, executive director on the equity core research team leveraged advancements in artificial intelligence and other technologies to identify and quantify “factors” related to the effects of COVID-19. We explored what he found and the implications for further research.
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Watch the latest edition of our Factors in Focus video series as we discuss the historical relationships between factor returns and macro cycles.
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Over the long term, the Value style had outperformed Growth investing in the US market.
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Hitendra Varsani returns with his quarterly analysis of factor performance, including the question of sustainability of the rally in momentum stocks, the potential opportunity in small caps and new research into the historical impact inflation has had on factors.
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Watch our latest Asset TV video as we look at flows into equity-factor ETFs and whether it has been profitable, historically, to follow the money.
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Mark Carver and Hitendra Varsani recap the macro events that shaped the factor investing landscape in 2021.
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The MSCI Factor Tilt Indexes‒ which are part of the High Capacity Factor Indexes ‒ have higher investability requirements by tilting market capitalization weights of securities based on the relevant factor score. All constituents of a parent index are then reweighted accordingly, resulting in a factor tilt index offering relatively high capacity and investability.
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Check out our latest video highlighting factor performance during economic uncertainty.
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How did MSCI FactorLab’s sentiment factors perform in different global equity markets? View the latest interactive chart from MSCI Research.
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Factors are key drivers of portfolio risk and return. MSCI Factor Indexes are designed to capture the return of factors which have historically demonstrated excess market returns over the long run. Using MSCI’s over 40 years of factor experience, learn how different factors can be used to help drive your portfolio.