Sentences with phrase «weighted average market cap»

Weighted Average Market Cap: a stock market index weighted by the market capitalization of each stock in the index.

Not exact matches

The Hang Seng Composite Index is a market capitalization - weighted index that comprises the top 200 companies listed on Stock Exchange of Hong Kong, based on average market cap for the 12 months.

The argument for these strategies is that weighting by market cap is not the smartest investment solution out there: the top quintile of the S&P 500 by market cap underperforms the average stock by -0.65 % annualized1, and market cap weighting allocates 65 % of the benchmark to those largest names.

(All else equal, PKW should have the largest average market cap due to its market - cap weighting.)

For example, if the entire S&P 500 is worth $ 10 billion and one stock has a market cap of $ 100 million, it has a 1 percent weight in the average.

Having said that, «the scheme portfolio will have a weighted average market - cap substantially lower than the permitted threshold.»

Value factor investing tends to have more concentrated style exposure and stronger factor weighting than the average active value fund or market cap - weighted value index, residing on the far left - hand side of that Morningstar style box.

With an asset - weighted average expense ratio of just 0.05 %, * our market - cap index ETF expenses are among the lowest in the industry.

In Table 4, we see that, across regions, the baseline and constrained heuristic portfolios have substantially higher weighted - average market cap, lower price multiples, and higher dividend yields.

The fund had top equivalent equity positions in the Vanguard Mid-Cap ETF (VO; average weight of 45.1 %), Vanguard Small - Cap Growth ETF (VBK; 23.3 %), Vanguard Consumer Discretionary ETF (VCR; 10.4 %), PowerShares Dynamic Market Portfolio (PWC; 5.6 %), and Vanguard Consumer Staples ETF (VDC; 3.3 %).

The fund had top equivalent positions in the iShares Morningstar Large - Cap Growth ETF (JKE; average weight of 47.8 %), Vanguard Consumer Discretionary ETF (VCR; 11.3 %), iShares Morningstar Mid-Cap Growth ETF (JKH; 9.8 %), Vanguard Financials ETF (VFH; 9.1 %), PowerShares Dynamic Market Portfolio (PWC; 6.3 %), and SPDR ® Morgan Stanley Technology ETF (MTK; 5.6 %).

Among its 1,782 stocks, the average weighted market cap is $ 1.18 billion.

More than 85 % of the Schwab market cap index ETFs have expenses lower than 0.10 %, with an asset - weighted average expense ratio of just 0.05 %.1 As one of the largest and fastest growing ETF families, we are able to offer the broad market access and diverse options that clients seek — with some of the lowest expenses in the industry.

How might industries look if their weighted average range statistics were calculated, weighted by market cap?

The reference portfolio consisted of the iShares MSCI EAFE Small - Cap ETF (SCZ; average weight of 27.2 %), SPDR ® S&P ® International Small Cap ETF (GWX; 27.0 %), iShares MSCI Europe Small - Cap ETF (IEUS; 20.4 %), PowerShares FTSE RAFI Developed Markets ex-U.S. Small - Mid Portfolio (PDN; 11.0 %), and WisdomTree International MidCap Dividend Fund (DIM; 6.3 %).

The fund had top equivalent positions in the iShares Morningstar Large - Cap Growth ETF (JKE; average weight of 28.1 %), iShares Core S&P Total U.S. Stock Market ETF (ITOT; 16.4 %); Vanguard Consumer Discretionary ETF (VCR; 12.1 %), iShares S&P Mid-Cap 400 Growth ETF (IJK; 11.5 %), Vanguard Health Care ETF (VHT; 8.9 %), and Vanguard Energy ETF (VDE; 5.7 %).

A few studies have compared the results of market cap weighted index to a «dart throwing monkey», and found that a dart throwing monkey wins hands down not only to just an average fund manager, but also a market cap weighted index.

** Consists of three unmanaged benchmarks, weighted 42 % Spliced Bloomberg Barclays U.S. Aggregate Float Adjusted Index, 18 % Bloomberg Barclays U.S. 0 - 5 Year Treasury Inflation Protected Securities Index, 25 % US Government Money Market Funds Average, and 15 % Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged.

The sector average is EUR 959 per sqm, while a EUR 900 per sqm market cap weighted average reflects the purchase discounts & economies of scale larger companies can achieve.

The sector's up an average 371 % YTD, but with the highest gains mostly accruing to the larger (& generally Bitcoin - focused) companies, the market cap weighted gain is 590 % YTD.

The sector's market cap weighted average P / B ratio is 20.0, obviously skewed by some quite extraordinary multiples.

In the analysis period, the fund held equivalent equity positions in JKE (iShares Morningstar Large - Cap Growth ETF; average weight of 21.8 %), QQQ (PowerShares QQQ ™ ETF; 17.5 %), JKH (iShares Morningstar Mid-Cap Growth ETF; 14.4 %), PWC (PowerShares Dynamic Market Portfolio ETF; 9.2 %), EEM (iShares MSCI Emerging Markets ETF; 7.2 %), and VDC (Vanguard Consumer Staples ETF; 6.7 %).