Sentences with phrase «equity strategy factors»

Barra's new model employs premium input datasets including Point - In - Time fundamental data and provides insight into the sources of risk and return with Systematic Equity Strategy factors.

It includes Systematic Equity Strategy factors to help managers measure sensitivities to potentially crowded trades as well as a comprehensive set of fundamental factors based on point - in - time data, essential for building and back testing investment strategies.

Not exact matches

He points to a stronger dollar, fiscal retrenchment in the European Union, improving equity market confidence, and an exit strategy from the Federal Reserve forecasting a federal funds rate hike well before late 2014 as significant factors driving gold lower.

The portfolio management team uses a variety of investment strategies to search for companies suitable for investment in the fund, including factors such as growth in earnings, return on equity, and revenue.

A number of factors — such as rising US interest rates, the recurrence of big fluctuations in global currencies, and the widening dispersion of equity returns across sectors and regions — may have helped to create an increasingly conducive environment for hedge - fund strategies, which have seen a positive turnaround in performance in recent quarters.

June 1, 2016: A recent paper published by MSCI shows that Systematic Equity Strategy (SES) factors earned positive returns over a 20 - year period.

As we pointed out in our post last week, a withdrawal rate strategy should respond to market factors like equity valuations and bond yields as well as personal factors like age, retirement horizon, and expectations about pension and Social Security benefits.

The model is enriched with Barra Descriptors, the building blocks of the model's factors, which are available for the first - time ever for U.K. equity investors as a valuable tool for alpha research and strategy evaluation.

Equity analysts now consider climate change - related factors in company valuations, translating sustainability into a new value driver distinct from a marketing strategy.

The strategy selects equity securities of REITs exhibiting a favorable combination of factor characteristics, including quality, momentum, and value.

One of the great anomalies of investing: The historical long - term outperformance of certain smart beta or factor - based strategies relative to the broader equity market (think choosing stocks based on their valuations, momentum, low volatility or quality metrics such as profitability).

Equity smart beta strategies like momentum, value, quality and minimum volatility are by far the most adopted factor strategies and often serve as the gateway to this type of investing.

There are a number of factors one should evaluate before investing in an equity indexed annuity (including but not limited to: rates, indexes, crediting strategies, surrender charges, surrender fees, riders, etc.).

Of course, there are many other factors that go into the decision on when to buy or sell a home, but the overall strategy to increase the equity in your home remains.

By emphasizing these two factors, the Fund attempts to provide a diversified equity income strategy emphasizing durable dividend payers.

Global economics Current events & geopolitics Central banking Financial stability Governance & regulations Investment strategy Asset allocation Risk factors Political risk Risk management Fixed income Equities Credit - related Institutional real estate Alternative investments Private equity Risk parity Smart beta Infrastructure Hedge funds Commodities Opportunistic / Special and More

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).

Our research shows that the benefits of international diversification extend to equity factor strategies.

For example, a single - factor smart beta product may be used as part of a completion strategy in order to lend more exposure to lower beta stocks to an equity portfolio with a higher risk profile,» explains Mellon Capital.

We confidently conclude from our study of factors that such smart beta strategies offer a significant opportunity for future value - add relative to the capitalization - weighted equity market.

«Equity risk remains the dominant risk factor within an investor's asset allocation, driving both corporate and public pension plans to continue their focus on reducing funding volatility by adjusting their asset allocation into strategies that are traditionally uncorrelated to equity corrections and drawdowns,» says Chris Adair, Senior Managing Director, RyanEquity risk remains the dominant risk factor within an investor's asset allocation, driving both corporate and public pension plans to continue their focus on reducing funding volatility by adjusting their asset allocation into strategies that are traditionally uncorrelated to equity corrections and drawdowns,» says Chris Adair, Senior Managing Director, Ryanequity corrections and drawdowns,» says Chris Adair, Senior Managing Director, Ryan Labs.

The IFA indexing investment strategy is based on principles generally known as Modern Portfolio Theory and the Fama and French Three Factor Model for Equities and Two Factor Model for Fixed Income.

In the note space, equity is a huge factor in aligning your due diligence with about 7 different exit strategies.