Sentences with phrase «a-share quality portfolio»

As of Sept. 29, 2017, compared to the respective eligible universe, the S&P China A-Share Quality Portfolio exhibited strong tilts toward quality features (high profit margin, low financial leverage, and low accrual ratio) and defensive features (low beta and low volatility) as expected.

Not exact matches

With the aid of the value screen, the S&P China A-Share Quality Value Index exhibited more consistent outperformance than purely value or quality screened / weighted porQuality Value Index exhibited more consistent outperformance than purely value or quality screened / weighted porquality screened / weighted portfolio.

It is important to note that, after adding the value screen, the S&P China A-Share Quality Value Index recorded higher absolute and risk - adjusted returns with slightly higher return volatility and bigger drawdown than the hypothetical S&P China A-Share Quality 200 Portfolio without an additional value screen.

[2] The S&P China A-Share Quality 200 Portfolio is a hypothetical portfolio that consists of 200 high - quality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index methoQuality 200 Portfolio is a hypothetical portfolio that consists of 200 high - quality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index metPortfolio is a hypothetical portfolio that consists of 200 high - quality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index metportfolio that consists of 200 high - quality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index methoquality stocks before the value screening, with eligible criteria, weighting method, and rebalancing schedule following the S&P China A-Share Quality Value Index methoQuality Value Index methodology.

Compared to the quality portfolio without value screen, the S&P China A-Share Quality Value Index had more balanced performance with more than 50 % of win ratios and positive excess returns in both up and down markets, without much sacrifice in downside protquality portfolio without value screen, the S&P China A-Share Quality Value Index had more balanced performance with more than 50 % of win ratios and positive excess returns in both up and down markets, without much sacrifice in downside protQuality Value Index had more balanced performance with more than 50 % of win ratios and positive excess returns in both up and down markets, without much sacrifice in downside protection.

The S&P China A-Share Quality Value Index outperformed the benchmark in six out of seven market cycle phases, while the value portfolio and quality portfolios only outperformed the benchmark in five and four out of the seven phases, respecQuality Value Index outperformed the benchmark in six out of seven market cycle phases, while the value portfolio and quality portfolios only outperformed the benchmark in five and four out of the seven phases, respecquality portfolios only outperformed the benchmark in five and four out of the seven phases, respectively.

From June 30, 2006, to Sept. 29, 2017, the S&P China A-Share Quality Value Index outperformed the benchmark and the S&P China A-Share Quality 200 Portfolio in 9 and 8 out of 12 periods, respectively.