Learning from Value’s performance over the past decade

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  • 10 mins 03 secs
Value performance has been on an upward trend recently, after a prolonged period of relatively weak performance. The long-term underperformance of value has made investors question the validity of the strategy and the existence of a value premium.  In this video, Mehdi Alighanbari, Executive Director, MSCI Research and Abhishek Gupta, Executive Director, MSCI Research discuss reasons behind value’s underperformance, potential ways to update definitions of value and how Value Growth indexes can potentially be more relevant benchmarks than market-cap indexes when evaluating the performance of style managers.

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MSCI


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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