Sentences with phrase «equity quality return»

Not exact matches

The MSCI USA Quality Index is comprised of 125 stocks in the MSCI USA Index that have high quality scores based on return - on - equity, earnings growth and financial leQuality Index is comprised of 125 stocks in the MSCI USA Index that have high quality scores based on return - on - equity, earnings growth and financial lequality scores based on return - on - equity, earnings growth and financial leverage.

We maintain our focus on high - quality equity, fixed income securities and a diversified portfolio designed to achieve solid risk - adjusted returns.

SUMMARY It's difficult to rationalise why there should be excess returns from high quality stocks The Quality factor needs to be constructed beta - neutral to achieve positive returns Exposure to the Quality factor is an attractive hedge for an equity - centric portfolio INTRODUCTION The conquality stocks The Quality factor needs to be constructed beta - neutral to achieve positive returns Exposure to the Quality factor is an attractive hedge for an equity - centric portfolio INTRODUCTION The conQuality factor needs to be constructed beta - neutral to achieve positive returns Exposure to the Quality factor is an attractive hedge for an equity - centric portfolio INTRODUCTION The conQuality factor is an attractive hedge for an equity - centric portfolio INTRODUCTION The concept of

Assuming this to be the case, investors may want to consider both a moderately lower equity weighting as well as a higher weight to quality stocks, i.e. those with high return on equity, earnings consistency and low leverage.

The most common Quality metric is Return on Equity, used in three funds, followed by Debt - to - Equity is used in two.

When the investor is young, they tilt equities toward the MSCI USA Diversified Multiple - Factor (DMF) Index to boost returns via value, size momentum and quality beta exposures.

Research by Agcapita Partners, a Canadian agriculture private equity firm, shows that one of the beneficial investment qualities of farmland in North America is that is has a very low (slightly negative = -0.13) correlation to stock market returns.

Luis Mirón, director of the Loyola Institute for Quality and Equity in Education at Loyola University, said the success of what he called the «charter surge» has been based on temporary measures — a recovery school district that will eventually return schools to the Orleans Parish School Board and millions in federal recovery dollars, he said.

Quality generally describes financially healthy firms with high return on equity, with stable earnings growth and low financial leverage.

An actively managed core Australian equity portfolio with a focus on investing in quality stocks predominantly in Australia characterised by strong returns on capital with a sustainable competitive advantage.

Assuming this to be the case, investors may want to consider both a moderately lower equity weighting as well as a higher weight to quality stocks, i.e. those with high return on equity, earnings consistency and low leverage.

Factor - based investing provides a route to objectively capture inexpensive companies (via value factors) or companies with robust balance sheets and steady returns on equity (via quality factors).

Because of these fascinating qualities, investors in stocks that start with the letter U have enjoyed some of the best equity returns over the last eight years.

Stock selection is focused on two key fundamental drivers of long run equity returns — Value and Quality.

What do measures such as debt - to - equity, return - on - capital, and gross profitability tell us about companies» relative quality?

The benefit of investing in equities of companies with higher accounting quality is fewer defaults (4 vs. 5) and a higher total return (13.2 % vs. 11.6 %).

Measuring the quality (reducing our information asymmetry) of the companies whose equities we are considering adding to our portfolio can improve our investment returns.

The team ranks the stocks in this universe based on a series of growth factors, such as the change in consensus earnings estimates over time, the company's history of meeting earnings targets, earnings quality and improvements on return on equity, as well as a series of value criteria, such as price - to - earnings ratio and free cash flow relative to enterprise value.

All stock selection is focused on two key fundamental drivers of long - run equity returns: stock valuations and business quality (as defined by measures of Profitability, Stability and Financial Strength).

Stocks with the quality dimensions of earnings quality (profitability), return on equity, and debt to equity outperform those without them.

The Jensen Quality Universe ™ includes only those businesses that have produced a return on shareholder equity of 15 % or greater in each of the past ten years, as determined by the Investment Team.

The Small Cap Quality portfolio is a portfolio designed to systematically deliver return and risk characteristics of small cap quality stocks within the US equity Quality portfolio is a portfolio designed to systematically deliver return and risk characteristics of small cap quality stocks within the US equity quality stocks within the US equity market.

The Fund also borrows and sells a «Short Portfolio» of 15 - 35 listed equities, which the Manager deems to be of inferior quality and prospects, and expects to deliver a below average investment return.

Hartford Total Return Bond ETF, Hartford Municipal Opportunities ETF, Hartford Corporate Bond ETF, Hartford Quality Bond ETF, Hartford Multifactor Low Volatility US Equity ETF, and Hartford Multifactor Low Volatility International Equity ETF are new and have limited operating histories.

Quality and quantity of resources translate into return on equity.

TimesSquare believes that its proprietary fundamental equity research skills, which place particular emphasis on the assessment of management quality, an in - depth understanding of superior business models, and valuation discrepancies, enable the firm to build diversified stock portfolios that will generate superior risk - adjusted returns.

Lydon said the index SMDV tracks «includes quality, dividend - growing companies that have delivered higher return on equity compared to other small - caps... without sacrificing earnings per share growth.»

Our stylized portfolios that blend six factors (volatility, value, quality, size, momentum, and dividend yield) with four different strategies (marginal risk contribution, minimum variance, Sharpe - ratio weighted, and equity weighted) demonstrated higher risk - adjusted returns than the S&P 500 ®, with a lower tracking error than most single - factor strategies (see Exhibit 1).

Return on equity is a measure of business quality and we give higher marks to those firms that outperform their peers.

However, most agree that quality consists of superior return on equity, earnings variability, and debt - to - equity.

Low Quality's Round Trip Bad News Bulls Stock Performance Following the Recognition of Recession The Beginning of the Middle Experimenting with the Market's Median Valuation Anchored Inflation Expectations and the Expected Misery Index Consumer Spending Break - Down Recessions and the Duration of Bad News Price - to - Sales Ratio May Prove Valuable International Markets Show Important Divergences Fixed Investment and the Technology Rally Global Yield Curves, Earnings Growth, and Sector Returns Recessions and Stock Prices Adjusting P / E Ratios for the Market Cycle Private Equity and Market Valuation Must Stocks Rise Following a Cut in the Fed Funds Rate?

And aside from those three firms, M&T is a bank with a history of top - tier returns on equity — and one of the highest quality banks around.

Then, those companies are further screened based on measures of financial quality such as return - on - equity, earnings variability and debt - to - equity.

I'll generally award a 1.0 Price / Book multiple for companies earning anywhere between an 8 - 12 % Return on Equity — entirely dependent on the quality of the company & its business model, plus the degree of risk and / or leverage involved.

«The growth factor ranking is based on long - term earnings growth expectations, while the quality factor ranking is based on three year historical averages for return on equity and return on assets,» according to the issuer.

We used three measures to capture the pertinent information: return on equity (ROE) to reflect growth and profitability; the debt coverage ratio to represent the likelihood of default; and the accruals - to - average - total - assets measure defined by Sloan (1996) to quantify possible accounting red flags.12 To arrive at company - specific quality measures, we used the simple arithmetic average of each stock's percentile rank for these three variables.

The names of the Fund Option viz Life Corporate Bond Fund 1, Life Money Market Fund 1, Life Gilt Fund 1, Life Equity Fund 3, Life Infrastructure Fund 2, Life Energy Fund 2, Life Midcap Fund 2, Life Pure Equity Fund 2 and Life Balanced Fund 1 do not in any manner indicate the quality of the Fund Option or their future prospects or returns.