Sentences with phrase «u.s. equity factor»

Using monthly trading volumes, returns and assets (sizes) for 4,587 U.S. equity mutual funds and for 747 U.S. equity ETFs, and contemporaneous U.S. equity factor model returns, during January 2000 through December 2015, they find that: Keep Reading

Not exact matches

The sector breakdown of the Bloomberg Barclays U.S. Convertibles: Cash Pay Bond Index currently has a large exposure to equity factors and sectors we are positive on, namely the momentum factor and technology, which comprise nearly half of the index (source: Bloomberg, as of 1/10/2018).

Returns by media type are similar whether measured simply in excess of the risk - free rate or adjusted for multiple risk factors common to long / short U.S. equity hedge funds.

Specifically, a recent analysis by Graham Secker, MS & Co.'s European equity strategist, found that recent disappointments in European corporate profits are a function of at least three important factors that may be reversing: idiosyncratic issues related to heavily skewed index exposure to financials and commodity - linked industries; weak operating profit leverage linked to declining emerging market sales; and less aggressive use of buybacks, tax optimization and non-operating cost reductions versus U.S. peers.

Several factors to consider when implementing a personalized approach are the overall equity exposures between the U.S. and foreign markets, hedging and alternative investments.

And while equity markets have been performing well this year, there are numerous potential risk factors that could cause a sharp correction in the equity markets, such as the U.S. election, sluggish global economic growth and the future of Europe given the «Brexit» situation.

The U.S. Department of Education derives the equity factor by calculating the average deviation in per - pupil spending from the state mean to create a weighted coefficient of variation.

Kate explains why certain equity factors are poised to potentially outperform in an environment of U.S. - led reflation.

Equity risk is the risk that the value of the equity securities, of U.S. or non-U.S. issuers, held by the Fund will fall due to general market and economic conditions, perceptions regarding the industries in which the issuers of securities held by the Fund participate, or factors relating to specific companies in which the Fund inEquity risk is the risk that the value of the equity securities, of U.S. or non-U.S. issuers, held by the Fund will fall due to general market and economic conditions, perceptions regarding the industries in which the issuers of securities held by the Fund participate, or factors relating to specific companies in which the Fund inequity securities, of U.S. or non-U.S. issuers, held by the Fund will fall due to general market and economic conditions, perceptions regarding the industries in which the issuers of securities held by the Fund participate, or factors relating to specific companies in which the Fund invests.

They focus on U.S. equity and assess effects of smart beta ETFs by measuring mutual fund investment flow sensitivities to equity factor alphas over time.

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.

When selecting equity funds, considers U.S. and foreign investment exposure, market capitalization ranges and investment style (growth vs. value) along with other factors.

Their investment methodology screens U.S. equity holdings based on environmental, social, and governance (ESG) factors to find best - in - class companies in each domestic peer group.

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.

The fund seeks exposure to the universe of stocks in the U.S. equity market, while titling individual weights towards those proficient in all five factors.

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 longEquity 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 longequity 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.

Using theory, monthly returns for 10,145 U.S. domestic equity mutual funds, the risk - free (lending) rate and returns for the five Fama - French factors during July 2005 through June 2015, he finds that: Keep Reading

We also favor the global technology sector, which happens to be underrepresented in the Canadian equity market but is the single largest sector weight in EM, the U.S. and the momentum factor.

The MSCI USA Factor Mix A-Series Capped Index is designed to measure the equity market performance of large - and mid-cap companies across the U.S. equity market.

Last year was tough for the equity market thanks to falling oil prices, a strengthening U.S. dollar and other factors.

[1] While several factors will affect aggregate home equity, it's clear that much of the recovery in home - equity wealth is due to the rebound in home values: The S&P CoreLogic Case - Shiller Index for the U.S. was up 40 percent (seasonally adjusted) through June from its February 2012 nadir.