Market volatility, a measure of return dispersion across time, increased dramatically in early March as the epidemic turned into a pandemic.
Forecast volatility, based on the MSCI Global Trading Model, reached levels in excess of those seen during the global financial crisis of 2008. 2 Cross-sectional volatility (CSV), a measure of return dispersion across assets, also rose substantially.
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A Practical Guide for Institutional Investors Using MSCI Data and Metrics
Preventing the worst effects of climate change will require society to limit the rise in average global temperatures this century to 1.5 degrees Celsius (about 2.7 degrees Fahrenheit) above preindustrial levels. Keeping warming within that threshold demands immediate action to drive the amount of carbon dioxide and other greenhouse gases (GHG) that we put into the atmosphere to net-zero.
Carbon footprinting across multi-asset-class portfolios allows investors to measure and manage financed emissions on their road to net-zero emissions. Comparing the financed emissions of the different asset classes, sectors and project types in the investment portfolio can inform decarbonization decisions. For the representative indexes and portfolios, corporate bonds had ...
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