The FaCS report

  • |
  • 01 mins 18 secs
With advancements in data and technology, factors now provide a transparent and systematic approach to understanding the true drivers of risk and return rooted in decades of academic theory. The FaCS report allows investors to better understand the relationship between sectors, factors and individual stocks. In this edition, we dive specifically into technology and FAANG stocks due to the current market relevance and compelling analysis.


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.