Sentences with phrase «relative value index»

HFRI Relative Value Index maintains positions in which the investment thesis is predicated on realization of a valuation discrepancy in the relationship between multiple securities.

Moderate Growth and Income Four Asset Group model portfolio without private capital: 3 % Bloomberg Barclays 1 — 3 Month Treasury Bill Index, 11 % Bloomberg Barclays U.S. Aggregate Bond Index (5 — 7Y), 6 % Bloomberg Barclays U.S. Aggregate Bond Index (10 + Y), 6 % Bloomberg Barclays U.S. Corporate High Yield Bond Index, 3 % JPM GBI Global ex. - U.S. Index, 5 % JPM EMBI Global Index, 20 % S&P 500 Index, 8 % Russell Midcap ® Index, 6 % Russell 2000 ® Index, 5 % MSCI EAFE Index (USD), 5 % MSCI EM Index (USD), 5 % FTSE EPRA / NAREIT Developed Index, 2 % Bloomberg Commodity Index, 3 % HFRI Relative Value Index, 6 % HFRI Macro Index, 4 % HFRI Event - Driven Index, 2 % HFRI Equity Hedge Index.

Not exact matches

«As a long - term value investor, we remain cautious and recognise that to generate good real returns over time, we have to be prepared for periods of underperformance relative to the market indices, some even for a stretch of several years.»

Rather, it is the brand with the most searches relative to other states (as indicated by a Google search index value of 100).

The HFRI Relative Value (Total) Index is managed by maintaining positions in which the investment thesis is predicated on realization of a valuation discrepancy in the relationship between multiple securities.

As usual, the performance of our stocks relative to the major indices tends to drive day - to - day fluctuations in Fund value when we are hedged, but that differential has also been our primary source of return over time.

The U.S. Dollar Index (USDX, DXY) is an index (or measure) of the value of the United States dollar relative to a basket of foreign currencies, often referred to as a basket of U.S. trade partners» currenIndex (USDX, DXY) is an index (or measure) of the value of the United States dollar relative to a basket of foreign currencies, often referred to as a basket of U.S. trade partners» currenindex (or measure) of the value of the United States dollar relative to a basket of foreign currencies, often referred to as a basket of U.S. trade partners» currencies.

The lower the number, the lower silver's value relative to the S&P Index (and vice versa).

The trade - weighted US dollar index, also known as the broad index, is a measure of the value of the United States dollar relative to other world currencies.

The U.S. dollar index (USDX) is a measure of the value of the U.S. dollar relative to the value of a basket of currencies of the majority of the U.S.'s most significant trading partners.

The index tracked by CEFL specifically targets those funds trading at a discount, with the idea that a cheaper market price boosts yield relative to the yield on the fair value of assets.

The relative valuation between value and growth indices remains pretty extreme — within the widest quintile versus history, see chart below.

Rebalanced quarterly, the index is comprised of all eligible hedge fund strategies, including but not limited to equity hedge, event driven, macro, and relative value arbitrage, that meet certain criteria include UCITS compliance, net performance reporting, at least biweekly NAV reporting, and at least $ 10 million of assets under management or 6 months of track record.

The most common time period setting for the Relative Strength Index is 14 periods, although many traders utilize different values, typically ranging from as low as 2 periods to as high as 25 periods.

The Relative Strength Index is most commonly thought of as an oscillator, because it fluctuates up and down within a bounded range of values.

In a gold bull market the «value» of an ounce of gold rises relative to the major equity indices and both senior currencies.

Looking back at the past 20 plus years, value has traded higher relative to growth when inflation, measured by the consumer price index (CPI), is higher (see the accompanying chart).

Since 2008, though, growth stock indexes have persistently prevailed over value in terms of relative performance.

For this reason, we include a relative value assessment in the Valuentum Buying Index, and the forward PE and PEG (price - earnings - to - growth) ratios, more specifically.

The Russell 2000 Value Index is a subset of the securities found in the Russell 2000 selected based on a «probability» of value as measured by their relative book - to - price (B / P) rValue Index is a subset of the securities found in the Russell 2000 selected based on a «probability» of value as measured by their relative book - to - price (B / P) rvalue as measured by their relative book - to - price (B / P) ratio.

I think the Index value is worth more as a relative measure of effectiveness over a period of time.

Each indicator is given a specific relative weight; it is then assigned a value function and, finally, an index of between 0 and 1 is obtained.

The tables for sweetener values show the calories per gram, the sweetness relative to sugar and the glycemic index for each sweetener.

The Assignment is first divided among Texas» 254 counties pursuant to a complicated economic index that takes into account the relative value of each county's contribution to the State's total income from manufacturing, mining, and agricultural activities.

Here is the formula used: Sortino is same as Sharpe except its denominator is the annualized downside deviation, which only uses monthly returns falling below TBill average, as shown here: Finally, Martin, which uses same numerator as Sharpe and Sortino, excess return relative to TBill, but it uses the Ulcer Index (UI) for the denominator, which is the square root of the mean of the squared percentage draw downs in value.

Looking back at the past 20 plus years, value has traded higher relative to growth when inflation, measured by the consumer price index (CPI), is higher (see the accompanying chart).

[I] t provides information about a fund's potential for beating its benchmark index — after all, an active manager can only add value relative to the index by deviating from it.

These funds typically take a short position on the U.S. dollar like the PowerShares DB US Dollar Index Bearish Fund (UDN), profiting from a fall in the value of the dollar relative to other currencies.

A limitation to RAR indices is that they are useful only in relative sense, since their absolute values change with market.

Looking at volatility in the past year on the DXY index, which is a measure of the value of the U.S. dollar relative to a basket of major foreign currencies, we've seen an increase from 6 % to 12 %.

Another factor playing a role in near term relative return comparisons, particularly with respect to our Value Fund and our Worldwide High Dividend Yield Value Fund, is the continued strong performance of US equities, which today constitute nearly 60 % of the total weight of the MSCI World Index.

Finally, Martin, which uses same numerator as Sharpe and Sortino, excess return relative to TBill, but it uses the Ulcer Index (UI) for the denominator, which is the square root of the mean of the squared percentage draw downs in value.

However, following similar times in the past, value investors achieved both strong absolute returns and robust relative performance versus the market indexes.

Following similar times in the past, value investors achieved both strong absolute returns and robust relative performance versus the broad market indexes.

(Hang Seng Index Pros) Hang Seng Index is under - valued in terms of absolute and relative value, which is something I can measure in terms of acceptable buying price and the selling price.

Research by Fama and French, among others, has shown that nearly all outperformance relative to a market index can be explained by such common dimensions of risk and return as value, size, «quality» (profitability), and momentum.

Security selection in Information Technology (IT) and Materials contributed to relative performance but weakness in Industrials caused the Strategy to lag its benchmark, the Russell 3000 ® Value Index, returning 0.79 % † versus 1.29 %.

Smart beta fixed income exposures that embed quality and value tilts relative to traditional market capitalization weighted index exposures are one potential solution.

Relative to the US market, the European Value Index's downside capture — what it loses in relation to the US market when US stocks are falling - is 112 %.

The fund seeks investment results that generally correspond to the performance of the underlying index that aims to identify companies that have strong quality scores relative to their peers, while also looking at the value scores of the securities to avoid those quality companies that are potentially over-priced.

In the process of scanning the investment landscape to find value amidst the all time highs for the indices, I've noticed that a number of big cap tech stocks are priced at low valuations relative to their earnings and free cash flow, measured on an absolute basis and relative to their own historical valuations.

Strategy B is a value investing approach relative to the S&P 500 and is represented by the Fundamental Index ™.

A review of the period that began with the global financial crisis and the several years that followed shows the RAFI high - yield index produced approximately 7.8 % in value - add relative to the Merrill Lynch index between June 2007 and November 2008 (the peak of the OAS spike), and only gave back 6.6 % in the form of underperformance through April 2011, when OAS spreads next bottomed.

Valuation Chart at Left: Compares the Hartford Funds Value Factor Score, a composite measure of relative valuation based on five measures of value, of the stocks that comprise RODM with the stocks within the MSCI World ex USA IValue Factor Score, a composite measure of relative valuation based on five measures of value, of the stocks that comprise RODM with the stocks within the MSCI World ex USA Ivalue, of the stocks that comprise RODM with the stocks within the MSCI World ex USA Index.

In figure 17, we compute the excess returns generated for all US mutual funds, classifed into value, blend and growth categories, relative to index funds for each category.

So I'd rather forsake the certainty of index investing for the relative emotional calm of my value investing strategy.

The expected value of a return is based on its volatility relative to the benchmark and the correlation to that index.

The CBOE Eurekahedge Volatility Indexes comprise four equally - weighted volatility indices 窶 ・ long volatility, short volatility, relative value and tail risk.

The charts below show the relative performance of four value indices based on U.S. equities, over the past year and decade.

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.