Sentences with phrase «a-share quality value»

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.

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, respectively.

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 protection.

[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 methodology.

To address the issue, on Sept. 29, 2017 we launched the S&P China A-Share Quality Value Index, which is designed to measure the performance of the top 100 high - quality stocks with reasonable valuation, (see Exhibit 1).

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.

Historically, the S&P China A-Share Quality Value Index has outperformed the S&P China A BMI (the benchmark) on an absolute and risk - adjusted basis.

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 portfolio.