Sentences with phrase «equal weight index benchmark»

This backtest of the total debt to equity ratio reveals that the third, fourth and fifth quintiles (the quintiles with the highest debt to equity ratios) outperform the S&P 500 Equal Weight Index benchmark.

This backtest for ROA reveals that the first quintile underperforms the S&P 500 Equal Weight Index benchmark.

This backtest for the gross profits to assets ratio reveals that the first quintile underperforms the S&P 500 Equal Weight Index benchmark.

Not exact matches

«After eight years of struggling to outperform the S&P 500, Mike Willis has decided to use the benchmark against itself by equal - weighting all 500 stocks in the index.»

Over the 15 - year period ending in February 2018, encompassing the latter part of Japan's so - called «lost decades» of stagnant equity returns, the equal - weight index would have outperformed the cap - weighted Japanese equity benchmark by a stonking Read more -LSB-...]

Fundamentally weighted or equal - weighted indexes are based on a published benchmark, they are rules - based, they will have lower turnover than an active strategy, they are likely to be more diversified, and you can understand what you're getting.

Even more interesting is that the annual return of the average stock within the benchmark was 23.3 %, represented by the S&P Europe 350 Equal Weight Index.

Such an environment can be identified by the performance of equal - weight indices, since — if equal weight outperforms the cap - weighted benchmark then, by definition, the average stock outperforms.

You should be benchmarked against the same pool of assets as you invest in, so a guy who only buys S&P 500 should be benchmarked against the S&P 500 or the equal weight version, and someone who can draw from the Russell 5000 should be benchmarked against that index.

And note that the benchmarks for relative performance vary among value indices; as we've indicated previously in our research on value indices, an equal weight benchmark is a better indication of the value - added by the particular index methodology.