Risk sentiment and factor dynamics in a crisis: Factors in Focus

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  • 10 mins 28 secs
Fear, the realization of a global outbreak of COVID-19 and partial shutdown of many countries rattled markets over the first quarter of 2020. Watch Mark Carver, Managing Director, Global Head of Equity Factor Products and Hitendra Varsani, Executive Director, Core Research at MSCI discuss the impact of Coronavirus on factor performance and exposures from MSCI’s adaptive multi-factor allocation model. In this video, Mark and Hitendra cover:

  • Q1 2020 performance as the crisis unfolded
  • Factor & ESG indexes performance in both equities and credit
  • The inverted VIX curve and market dynamics
  • Exposures from MSCI’s adaptive multi-factor allocation model

  • Read the related blog: Risk sentiment and factor dynamics in a crisis: Factors in Focus

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    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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