{"id":2098003,"date":"2019-01-23T12:05:30","date_gmt":"2019-01-23T06:35:30","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2098003"},"modified":"2019-01-23T12:36:57","modified_gmt":"2019-01-23T07:06:57","slug":"msci-country-wise-momentum-indices","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2019\/01\/23\/msci-country-wise-momentum-indices\/","title":{"rendered":"MSCI Country-wise Momentum Indices"},"content":{"rendered":"

MSCI momentum indices are a boon to anyone wishing to analyze the base case returns over long time horizons. Irrespective of the index launch date, they back-fill strategy returns to give a sense of how they would have performed in previous years. Also, with the US Dollar as their base currency, it makes apples-to-apples comparisons possible.<\/p>\n

All country momentum indices<\/h3>\n

\"MSCI.country.momentum.yearwise.heat.2000-01-31.2018-12-31\"<\/a><\/p>\n

Select country momentum indices<\/h3>\n

\"MSCI.sub-country.momentum.yearwise.heat.1996-05-31.2018-12-31\"<\/a><\/p>\n

The cumulative returns chart tells a better story:
\n\"MSCI.sub-country.momentum.cumulative\"<\/a><\/p>\n

Two things<\/h3>\n
    \n
  1. Strikingly narrow difference between India and World momentum indices.<\/li>\n
  2. Shallow drawdowns of USA Momentum compared to the rest.<\/li>\n<\/ol>\n

    Code and more charts on github<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"

    MSCI momentum indices are a boon to anyone wishing to analyze the base case returns over long time horizons. Irrespective of the index launch date, they back-fill strategy returns to give a sense of how they would have performed in previous years. Also, with the US Dollar as their base currency, it makes apples-to-apples comparisons … <\/p>\n","protected":false},"author":2,"featured_media":2093053,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3471],"tags":[3491,960],"class_list":["post-2098003","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-investing-insight","tag-momentum","tag-returns","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2098003","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2098003"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2098003\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2093053"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2098003"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2098003"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2098003"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}