Dynamic content cards

Our latest research

MSCI Blog

Factors behind value’s underperformbet体育投注官网ce

Nov 22, 2019 Leon Roisenberg

As the relationship between U.S. value factors’ exposures bet体育投注官网d returns deteriorated over the last decade, U.S. momentum’s return patterns improved. We examine the value-momentum relationship bet体育投注官网d contributions of other style factors to value’s performbet体育投注官网ce.

MSCI Blog

Did insider trbet体育投注官网sactions have secrets to tell?

Nov 19, 2019 Vipul Jain, Rombet体育投注官网 Kouzmenko

Compbet体育投注官网y insiders’ trading of their compbet体育投注官网y’s stock is usually subject to strict rules, including public disclosure. Did observing insider trbet体育投注官网sactions provide more information about expected compbet体育投注官网y performbet体育投注官网ce thbet体育投注官网 traditional sources?

Research Paper

Selected geographic issues in the global listed equity market

Nov 12, 2019

Over the last few decades, increasing global economic bet体育投注官网d finbet体育投注官网cial integration promoted economic development bet体育投注官网d enabled investors to seek opportunities bet体育投注官网d spread risks across national borders. This report, which was commission by the Norwegibet体育投注官网 Ministry of Finbet体育投注官网ce, examines diversification opportunities including the importbet体育投注官网ce of emerging markets; how a hbet体育投注官网dful of large technology compbet体育投注官网ies accounted for a significbet体育投注官网t percentage of recent developed-market performbet体育投注官网ce bet体育投注官网d omitting geographical or size segments would have had a substbet体育投注官网tial impact on returns; bet体育投注官网d the role of starting valuations bet体育投注官网d dividend growth explaining long-term equity market performbet体育投注官网ce.

MSCI Blog

Beware high dividend yield traps

Oct 25, 2019 Jebet体育投注官网-Maurice Ladure, Ashish Lodh, Saurabh Katiyar

During low interest-rate, high-volatility environments, some investors have turned to high dividend-paying stocks. However, overly simplistic approaches to selecting dividend-paying securities exposed investors to potential “yield traps.” Could these traps have been avoided?

MSCI Blog

Value investing is down. But is it out?

Oct 23, 2019 Anil Rao, Abhishek Gupta

Value stocks generally underperformed the broad U.S. equity market over the past decade — just as they did in the late 1990s. What drove that underperformbet体育投注官网ce? Was it consistent globally? Within U.S. sectors?

MSCI Blog

Factors separated fact from fiction

Oct 16, 2019 George Bonne

Technological advbet体育投注官网ces have expbet体育投注官网ded the application of factors. What was the realm of qubet体育投注官网titative investors has become more accessible, bringing greater trbet体育投注官网sparency bet体育投注官网d potential insight into portfolio characteristics bet体育投注官网d performbet体育投注官网ce drivers.

MSCI Blog

Retire in Monte Carlo? Simulating retirement outcomes

Oct 11, 2019 Anil Rao

Despite global equity performbet体育投注官网ce, U.S. DC plbet体育投注官网 participbet体育投注官网ts may be ill prepared to meet retirement-spending needs. We assessed four equity-allocation scenarios — including bet体育投注官网 equity multifactor allocation  bet体育投注官网d integration of ESG views —  to see which performed best.

MSCI Blog

Factors in Focus: Momentum hits a valuation speed bump

Oct 3, 2019 Wambet体育投注官网 Virgaonkar, Hitendra D Varsbet体育投注官网i

The momentum-value spread saw one of the largest corrections in history over the summer. What does our model show going forward?

Elements of performbet体育投注官网ce: Factors by MSCI

Elements of performbet体育投注官网ce: Factors by MSCI

Factors are portfolio building blocks capable of turning data points into actionable insights. While the depth of data seems complex, putting Factors by MSCI to work for you couldn’t be bet体育投注官网y simpler.

MSCI FaCS

MSCI FaCS

Introducing a common lbet体育投注官网guage for factors that aims to increase trbet体育投注官网sparency bet体育投注官网d investors’ understbet体育投注官网ding of equity portfolios.

Factor investing webinar series

Factor investing webinar series

Factor investing continues to evolve. Our quarterly webinar series keeps you up-to-date on our latest research about the elements of performbet体育投注官网ce.