Factors in Focus: How Trendy Is Your Style Factor?

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  • 10 mins 09 secs
After a sharp decline in March, global equities recovered in the second quarter as investors rushed back into risk assets on the gradual reopening of economies worldwide.

Mark Carver, Head of Equity Factors at MSCI and Hitendra Varsani Executive Director, Core Research share insights on factor performance in Q2 2020, the “trendiness” of style factors and ESG adoption in portfolios.


Factor Investing

In the realm of investing, a factor is any characteristic that can explain the risk and return performance of an asset. For over 40 years MSCI, starting with Barra, has researched factors to determine their effects on long term equity performance. MSCI has developed Factor Indexes and Factor Models in consultation with the world’s largest investors and has research backed by four decades of Factor data compiled by a 200+ global research team.

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