Factors in Focus: Val-come Back! Shifting Factors as the Cycle Turns

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  • 09 mins 02 secs
Marking the 2-year anniversary of Factors in Focus, Hitendra Varsani, Executive Director, Core Research reflects on the historical relationships between factor performance and the economic cycle.

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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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