Factor investing Factor investing Our latest insights Featured content Building Climate-Aware Factor Portfolios Read the Blog Factors in Focus: Where’s the Value in Defensive Positioning? Read More Hedging Inflation with Equities Read the Blog Our latest research MSCI BLOG Controlling Idiosyncratic Risk in Value Strategies Nov 18, 2021 Mehdi Alighanbari, Waman Virgaonkar We looked at ways to mitigate some of the performance drag of stock-specific risk on value strategies over the last decade by directly controlling for this risk without negatively affecting value-factor exposures or contributions. Learn more RESEARCH PAPER Foundations of Dedicated China Allocations: Part 3 Nov 4, 2021 Zhen Wei, XU Shuo, XU Wei We present a framework to analyze market-capitalization-weighted indexes’ role in setting equity-risk-premium and capital-market expectations. It breaks return drivers into dividend yield, sales-per-share growth, profit margin and valuation change. Learn more MSCI BLOG Could Factors Help Explain Asset-Level Real Estate Performance? Oct 19, 2021 Bryan Reid, Fritz Louw For real estate investors, property type and geography segmentations are the primary lens through which they measure and manage their portfolios. Testing five potential real estate style factors, however, were we able to better explain asset-level variation. Learn more MSCI BLOG Factors in Focus: Where’s the Value in Defensive Positioning? Oct 1, 2021 Hitendra D Varsani, Waman Virgaonkar Throughout the third quarter, investors shifted attention to risks from inflation, tapering and potential interest-rate rises. We analyze global equities and the rotation toward defensive factors. Learn more MSCI BLOG Industry Momentum Across Regions Sep 27, 2021 Waman Virgaonkar, Mehdi Alighanbari We expand on our analysis of industry momentum to assess the persistence of a premium across different regions and the ability of a rules-based strategy to help investors as they seek to capture this premium. Learn more MSCI BLOG How a Shift Toward Buybacks Affected Yield Strategies Sep 3, 2021 Mehdi Alighanbari, Arihant Jain For investors who use yield strategies to generate income, a steady stream of dividend payments is important. But with more companies using buybacks as a way to redistribute profits, investors may want to consider a more holistic view of income. Learn more RESEARCH PAPER Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks Sep 1, 2021 NAGY Zoltan, GIESE Guido, Rauis BRUNO To what extent has climate risk been priced into equity markets? How can we model such risks as the world moves toward net-zero targets? We show how climate has increased in importance in the last two years, with potential long-term implications for understanding equity markets. Learn more MSCI BLOG Building Climate-Aware Factor Portfolios Aug 31, 2021 Padmakar Kulkarni, Chirag Gosar Factor investing typically involves both security selection and alternative weighting based on security-level factor exposure. If such a strategy also needs to be climate-aware, what is the cost in terms of target-factor erosion? Learn more View our blog archive View our research paper archive The FaCS Report The FaCS report allows investors to understand what is driving their investments and help them build better portfolios. In this report, we help investors compare point in time and historical factor exposures (10+ years) of 8,000+ Stocks, 11,000+ Mutual Funds and 1,500+ ETFs Interact with the Report MSCI FaCS Introducing a common language for factors that aims to increase transparency and investors’ understanding of equity portfolios. Read the paper MSCI Crowding Solution MSCI Crowding models help investors assess their exposure to crowdedness—of individual securities, factors and hedge fund holdings—gain insight into how the rest of the market is positioned, and navigate crowded markets by providing high quality, timely crowding information to make the best informed decisions to achieve their investment objectives. Explore More INTERESTED IN MSCI RESEARCH? Stay current with our award-winning research, events and latest products. Select the topics that interest you. SIGN UP Locations Legal Modern Slavery Statement Privacy notice Index regulation Site map Cookies Use of ISO standards Subscribe Contact Us © 2021 MSCI Inc. All rights reserved We use cookies to optimize site functionality and give you the best possible experience. Learn More Accept Cookie Preferences