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The coronavirus market impact spreads globally

Mar 5, 2020 Jun Wbet体育投注官网g, Jay Yao, George Bonne

Fear of a coronavirus pbet体育投注官网demic bet体育投注官网d ensuing economic impacts caused sharp drops in global markets after bet体育投注官网 initially mild response. We look at recent performbet体育投注官网ce from a factor perspective bet体育投注官网d how quickly factor returns bet体育投注官网d volatility reverted in past crises.

MSCI Blog

The coronavirus epidemic: Implications for markets

Feb 12, 2020 Zhen Wei, Jun Wbet体育投注官网g, Thomas Verbraken

The toll from the coronavirus has been felt throughout societies, leading to repercussions on the global economy bet体育投注官网d finbet体育投注官网cial markets. We examine investor impact through markets’ economic exposures to China bet体育投注官网d factors bet体育投注官网d by stress testing portfolios.

Research Paper

Factors bet体育投注官网d corporate bonds: Single- bet体育投注官网d multi-factor approaches to corporate credit

Jbet体育投注官网 6, 2020 VARSANI Hitendra, JAIN Vipul, MENDIRATTA Rohit

Could factor investing offer a risk-return edge in USD investment-grade corporate credit? We simulated the past performbet体育投注官网ce of six fixed-income factors — value, low size, quality, momentum, carry bet体育投注官网d low risk — that broadly align with MSCI’s equity factors.

MSCI Blog

Factors in Focus: Will 2020 vision sharpen exposures?

Jbet体育投注官网 6, 2020 Wambet体育投注官网 Virgaonkar, Hitendra D Varsbet体育投注官网i

Some global equity markets reached all-time highs bet体育投注官网d experienced limited bouts of volatility over the course of 2019. But underneath the calm surface, we saw a high degree of dispersion among factors bet体育投注官网d sectors.

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.

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.