Sentences with phrase «equal weight index rebalances»

For example, the S&P 500 Equal Weight Index rebalances quarterly to equal weight each stock in the S&P 500 at the company level of 1/500 = 0.02 %.

Not exact matches

As we noted earlier this month when we revealed this year's list, an equal - weighted portfolio of Fortune 500 stocks held since 1980, rebalanced with each new year's list, would have earned twice the return of an investment in broader market indices.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Health Care Index as provided by the Frank Russell Company pursuant to a licensing agreement.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Technology Index as provided by the Frank Russell Company pursuant to a licensing agreement.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Consumer Discretionary Index as provided by the Frank Russell Company pursuant to a licensing agreement.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Materials andProcessing Index as provided by the Frank Russell Company pursuant to a licensing agreement.

Equally weighting the index also pairs with our value factor by avoiding many of the glamour stocks, and rebalancing back to equal weight captures benefits of mean reversion.

The authors also identify rebalancing's influence on popular current alternative index strategies, such as equal weighting, diversity weighting, maximum diversification, fundamental weighting, and minimum variance.

An equal weighted index removes the large cap bias of a market cap weighted index (small caps make up a larger part of the fund) along with the flawed rebalancing rules (it buys low and sells high).

The downside is that it is more expensive to regularly rebalance an equal - weighted index.