Sentences with phrase «quality factor indexes»

Nuveen Growth Fund (NSRGX, NBGRX, NSRCX) and iShares Edge MSCI USA Quality Factor Index Fund (BQFKX, BQFIX) are excluded from Figure 2 because their total net assets (TNA) are below $ 100 million and do not meet our liquidity minimums.

Four of these factor strategies — RAFI Value Factor Index, RAFI Low Volatility Factor Index, RAFI Quality Factor Index, and RAFI Size Factor Index — and fundamental indices will also be available in a variety of geographic categories, providing investors a wide range of choices to meet their unique preferences.

Quality is represented by the Russell 1000 Quality Factor Index, which tracks the performance of stocks displaying higher - quality characteristics.

Not exact matches

The O'Shares FTSE Russell Small Cap Quality Dividend ETF tracks an index of US small - cap stocks weighted for exposure to quality, low volatility, and high yield fQuality Dividend ETF tracks an index of US small - cap stocks weighted for exposure to quality, low volatility, and high yield fquality, low volatility, and high yield factors.

On the other hand, value and quality factor loadings were different between indices, and they generally aligned either by constituent selection or weighting.

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.

Their analysis involves (1) estimating the factor characteristics of each stock in a broad index; (2) aggregating the characteristics across all stocks in the index; and (3) matching aggregated characteristics to a mimicking portfolio of five indexes representing value, size, quality, momentum and low volatility styles, adjusted for estimated expense ratios.

The researchers adjusted their results for factors that could affect semen quality, such as age, body mass index (BMI), genital malformations, time from ejaculation to analysis, and abstinence period.

We buy organic, avoid GMOs, boost our antioxidants, and evaluate glycemic indexes — all factors relating to the quality of the food entering our bodies.

While the glycemic index focuses on the quality of carbs rather than quantity, the Glycemic Load takes the raw GI score and factors in quantity.

In applying a predefined algorithm, we identified strong evidence of a causal relationship for protective factors, including intake of vegetables, nuts, and monounsaturated fatty acids and Mediterranean, prudent, and high - quality dietary patterns, and harmful factors, including intake of trans — fatty acids and foods with a high glycemic index or load and a western dietary pattern.

Results Strong evidence supports valid associations (4 criteria satisfied) of protective factors, including intake of vegetables, nuts, and «Mediterranean» and high - quality dietary patterns with CHD, and associations of harmful factors, including intake of trans — fatty acids and foods with a high glycemic index or load.

Raymond and her team removed the family background variables from the Quality Counts Chance - for - Success Index to create a new index that includes only school - related facIndex to create a new index that includes only school - related facindex that includes only school - related factors.

The Dow Jones Industrial Average combines various stock prices to provide information about the health of the overall stock market; the Weather Channel reports «heat indexes» that combine temperature and humidity to indicate how hot it feels; Consumer Reports measures product quality by combining measures across multiple dimensions; college football rankings are based on an index that combines wins, losses, the quality of opponents, and other factors.

Known as the School Quality Improvement Index (SQII), it is comprised of an array of metrics related to social - emotional and culture - climate factors as well as academics.

The complex School Quality Improvement Index gives a score that is 60 percent based on academics and 40 percent based on social, emotional and culture - climate factors.

«The CORE Districts are the first in the nation to include the measurement of social and emotional factors in a system of school improvement and accountability — our School Quality Improvement Index.

The Customer Service Index (CSI) Study measures overall satisfaction in five factors (listed in order of importance): service quality (43 %); vehicle pick - up (17 %); service advisor (14 %); service facility (14 %); and service initiation (11 %).

In December 2015, S&P BSE launched four smart beta indices based on four factors — momentum, value, low volatility, and quality.

Similarly, the S&P BSE Quality Index had relatively lower return volatility and the smallest drawdown among the four factors, highlighting the defensive characteristics of the quality Quality Index had relatively lower return volatility and the smallest drawdown among the four factors, highlighting the defensive characteristics of the quality quality factor.

Looking at the S&P 500 factor indexes, value and momentum were the strongest in April, while high beta and quality were the weakest.

Also, learn how the indexes can be combined with factors to provide a potentially «well - behaved» strategy that captures both quality and growth from its constituents.

On the other hand, value and quality factor loadings were different between indices, and they generally aligned either by constituent selection or weighting.

The index captures large - and mid-cap representation across 22 developed market Europe, Australasia, and Far East countries and aims to represent the performance of value, low volatility, and quality factor strategies.

The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI EAFE Value Weighted Index, the MSCI EAFE Minimum Volatility Index, and the MSCI EAFE Quality Index (eaIndex is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI EAFE Value Weighted Index, the MSCI EAFE Minimum Volatility Index, and the MSCI EAFE Quality Index (eaindex: the MSCI EAFE Value Weighted Index, the MSCI EAFE Minimum Volatility Index, and the MSCI EAFE Quality Index (eaIndex, the MSCI EAFE Minimum Volatility Index, and the MSCI EAFE Quality Index (eaIndex, and the MSCI EAFE Quality Index (eaIndex (each, a

Deutsche X-Trackers MSCI Eurozone High Dividend Yield Hedged Equity ETF (HDEZ) tracks an underlying index that requires consistent dividend payments and screens for quality factors including ROE, earnings variability and debt to equity.

O'Shares FTSE Europe Quality Dividend ETF (OEUR) seeks to replicate an index of European stocks whose constituents are determined by quality, volatility and yield fQuality Dividend ETF (OEUR) seeks to replicate an index of European stocks whose constituents are determined by quality, volatility and yield fquality, volatility and yield factors.

Multifactor is represented by the Russell 1000 Comprehensive Factor Index, which combines the performance of all five Russell 1000 factor indexes: size, value, quality, momentum, and volatFactor Index, which combines the performance of all five Russell 1000 factor indexes: size, value, quality, momentum, and volatfactor indexes: size, value, quality, momentum, and volatility.

The Index construction process looks beyond just yield and analyzes the financial health of a company and its ability to maintain dividend increases by including a blend of historical and forward looking factors to screen for high quality dividend - growers.

The MSCI World Factor Mix A-Series Index captures large - and mid-cap representation across 23 developed countries and aims to represent the performance of value, low volatility, and quality factor stratFactor Mix A-Series Index captures large - and mid-cap representation across 23 developed countries and aims to represent the performance of value, low volatility, and quality factor stratfactor strategies.

The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI World Value Weighted Index, the MSCI World Minimum Volatility Index, and the MSCI World Quality Index (each, a «Component Index&raqIndex is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI World Value Weighted Index, the MSCI World Minimum Volatility Index, and the MSCI World Quality Index (each, a «Component Index&raqindex: the MSCI World Value Weighted Index, the MSCI World Minimum Volatility Index, and the MSCI World Quality Index (each, a «Component Index&raqIndex, the MSCI World Minimum Volatility Index, and the MSCI World Quality Index (each, a «Component Index&raqIndex, and the MSCI World Quality Index (each, a «Component Index&raqIndex (each, a «Component Index&raqIndex»).

The launch of QARP adds to the existing Xtrackers comprehensive factor indices line - up, which is designed to track the equity market performance of companies that have demonstrated relatively strong exposure to targeted investment style factors: value, momentum, quality, volatility and size.

Franklin has created its own quality - based indexes, such as the LibertyQ U.S. Large Cap Equity Index, which is composed of 246 U.S. mid and large cap companies that have favorable exposure to four investment style factors — quality, value, momentum, and low volatility.

This mutual fund tracks the Russell 1000 Comprehensive Factor Index, which is designed to capture exposure to large - cap U.S. equities using five factors: quality, value, momentum, low volatility and size.

From an indexing perspective, smart beta may be partially described as an index designed to deliver a particular factor (value, quality, momentum, etc.) or an index which alternatively weights an asset class or both those features at the same time.

The LibertyQ U.S. Large Cap Equity Index utilizes a multi-factor selection process that is designed to select equity securities from the Russell 1000 ® Index that have exposure to four investment style - factors: quality, value, momentum and low volatility — while seeking a lower level of risk and higher risk - adjusted performance than the Russell 1000 ® Index over the long term.

On the other hand the fundamental index and Quality factor funds (PowerShares FTSE RAFI US 1000 Portfolio (PRF) and the iShares Edge MSCI USA Quality Factor ETF (QUAL)-RRB- are showing to be treated as a more long - term buy - and - hold invesfactor funds (PowerShares FTSE RAFI US 1000 Portfolio (PRF) and the iShares Edge MSCI USA Quality Factor ETF (QUAL)-RRB- are showing to be treated as a more long - term buy - and - hold invesFactor ETF (QUAL)-RRB- are showing to be treated as a more long - term buy - and - hold investment.

The three core multi-factor LibertyQ funds use LibertyQ indices that apply a truly unique approach of using custom factor weightings — quality (50 %), value (30 %), momentum (10 %) and low volatility (10 %)-- in seeking to capture desirable, long - term performance attributes:

In the case of our Index, the factors used are quality, financial health and dividend yield... ``

Hartford Multifactor Low Volatility International Equity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size factors.

The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility IIndex is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility Iindex: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility IIndex, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility IIndex, and the MSCI USA Minimum Volatility IndexIndex.

DGRW tracks the WisdomTree U.S. Quality Dividend Growth Index, which employs quality and growth fQuality Dividend Growth Index, which employs quality and growth fquality and growth factors.

Instead of tilting towards a single factor, these indices combine four well - researched factors: value, momentum, size and quality.

Factors that can affect the quality of the index include how knowledgeable the indexer is about the subject matter and if there are multiple authors; in a book where chapters are written by different people, different terminology may be used by each author, making the indexer's job harder.

Structure validity of the Pittsburgh Sleep Quality Index in renal transplant recipients: A confirmatory factor analysis

The Caregiver Quality of Life Index - Cancer (CQOLC) in Singapore: a new preliminary factor structure for caregivers of amulatory patients with cancer

General indices regarding mental health of mothers have been associated with their children's sleep, and less well - organized sleep patterns have been noted in children from poorly functioning families.113) Mothers of children with sleep disturbances exhibited much higher psychological stress than did controls, obtaining increased scores on all factors of the General Health Questionnaire (GHQ).114) Children's sleep quality significantly predicted that of their mothers, with maternal sleep quality associated with stress and fatigue.115) Moreover, infants of mothers with low levels of depression and anxiety were more likely to recover from sleep problems than those with high levels of depression and anxiety after controlling for the influence of attachment patterns.116) Sleep disturbances in early childhood were positively related to negative maternal perceptions of their child, 117) potentially interfering with the development of beneficial parent - child interactions.

As part of the initiative, the institute has developed an online index that rates communities using a variety of factors, including the availability of accessible housing, public transportation, quality healthcare and good schools.

The Quality of Life index assesses the cities based on rents, average salaries, disposable income and other factors such as unemployment rates.