Sentences with phrase «volatility equity yield»

In July, Invesco restructured its U.S. Quantitative Core and Global Quantitative Core funds and renamed them Invesco Low Volatility Equity Yield and Invesco Global Low Volatility Equity Yield.

One example of low - volatility mutual funds mentioned in the article is the Invesco Low Volatility Equity Yield Class A (SCAUX).

Not exact matches

As bond investors find their preferred yield levels, some equity volatility may persist.

Finally, modestly higher bond yields support our view that the rotation into value and momentum shares away from low - volatility equities likely isn't over.

The investments are subject to the volatility of the financial markets, including that of equity and fixed income investments in the U.S. and abroad, and may be subject to risks associated with investing in high - yield, small - cap, and foreign securities.

They are searching for yield but interest rates from fixed income products have generally been low, and there is fear that equity markets could be nearing a period of intensified volatility.

To limit volatility within a pre-determined threshold, the fund can shift to fixed income and cash, favoring the fixed income component due to its greater negative correlation to equity and higher yields than cash.

The fund adjusts its allocations daily based upon equity and bond market volatility, correlation between the bond and equity indexes, and the yield - to - maturity of the bond index.

If much of the investment into bond mutual funds that has occurred the last couple of years is for purposes of dampening the volatility of a portfolio — and with the 10 - Year Treasury yield at 1.8 percent it's difficult to argue for a different motivation - then it's important to think through the thesis that bonds will defend a balanced portfolio in an equity bear market in the same way they have, especially to the extent they have in the last two bear markets.

As discussed in previous blogs, high yield spreads are one of the best coincident indicators of equity volatility.

Possible catalysts include continued Fed rate hikes, the flattening of the yield curve, the potential resurfacing of inflation, a pickup in equity volatility, and geopolitical events.

The Oakmark Equity and Income Fund invests in medium - and lower - quality debt securities that have higher yield potential but present greater investment and credit risk than higher - quality securities, which may result in greater share price volatility.

«The «flight to safety» concept — periods of volatility causing money to flow out of equity markets into fixed income and thus driving prices up and yields down

Higher risk (higher yield) bonds tend to be closely correlated with equities which means that such bonds do not really dampen volatility or smooth out returns over time when combined with equities in a portfolio.

«The «flight to safety» concept — periods of volatility causing money to flow out of equity markets into fixed income and thus driving prices up and yields down — no longer looks viable,» Bill Belden, head of ETF business development at Guggenheim, said.

The first quarter of 2018 provided some long overdue volatility to equity markets while Treasury yields rose across the board.

Bond yield spreads are very highly correlated with the implied volatilities of stocks, and the yield spreads on bond indexes are highly correlated with the implied volatility on broad market equity indexes, like the VIX.

All Freedom Funds are subject to the volatility of U.S. and international equity and fixed income markets, and may be subject to risks associated with investing in high - yield, small - cap, and foreign securities.

Investors who purchase fixed income securities are typically looking for higher yields and less volatility than equities.

As discussed in previous blogs, high yield spreads are one of the best coincident indicators of equity volatility.

Risk assets (equities / credit) will have to come to terms with potentially higher volatility, steeper yield curves and higher rates.

Equity Volatility and Credit Yield Spreads by Ziemowit Bednarek of the University of California, Berkeley (400K PDF)-- 45 pages — November 9, 2006

The fund adjusts its allocations daily based upon equity and bond market volatility, correlation between the bond and equity indexes, and the yield - to - maturity of the bond index.

To limit volatility within a pre-determined threshold, the fund can shift to fixed income and cash, favoring the fixed income component due to its greater negative correlation to equity and higher yields than cash.

1 Risk assets (such as equities, commodities, high - yield bonds, real estate, and currencies) have a significant degree of price volatility.

The investments are subject to the volatility of the financial markets, including that of equity and fixed income investments in the U.S. and abroad, and may be subject to risks associated with investing in high - yield, small - cap, and foreign securities.

I believe I can cope with the volatility of equities and as they are most likely to provide the steadily rising income over the longer term - via higher yielding shares or income inv.

For now, I would look to trim back high yield and consider a combination of higher quality equities leavened with some Treasuries to help mitigate volatility.

Despite recent equity market volatility, high yield has stabilized over the past week and yields remain attractive, according to data accessible via Bloomberg.

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).

The volatility of the high yield CDS market has been lower than equities and comparable to the high yield bond market.

This demonstrates that as high yield and emerging market bonds have more exposure to credit spreads than duration risk, they tend to exhibit more equity - like properties and a strong correlation with equity volatility.

In general, although volatility can change on any asset (i.e., TLT is a good example), fixed income assets are less risky than higher - yielding income; large cap dividend stocks are not as risky / volatile as large cap growth or small caps, which are not as risky as foreign and emerging equity and so forth.

At present, our equity holdings include funds like iShares USA Minimum Volatility (USMV), Vanguard Mid-Cap Value (VOE) and Vanguard High Dividend Yield (VYM).

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They are subject to the volatility of the financial markets, including equity and fixed income investments in the U.S. and abroad and may be subject to risks associated with investing in high yield, small cap and, commodity - related, foreign securities.