Sentences with phrase «adjusted for risk»

Appropriately adjusted for risk and taxes there should be no preference for one over the other.

Using the Sharpe Ratio — a measure of return adjusted for risk — researchers found that art had a Sharpe Ratio of 0.04, compared to 0.30 for U.S. equities.

The calculations display a number that represents how much the active manager's returns exceeded its proper passive benchmark, adjusted for risk (measured by standard deviation).

The proponents of the efficient markets hypothesis breathe a sigh of relief and continue to believe that no one can make excess returns once those returns are adjusted for risk.

Another alternative would be an academic - style study where the researcher defines the buy and sell criteria and then sees if the method beats the market, whether adjusted for risk or not.

Sometimes called «Jensen's alpha,» it is a technical measure of the «excess return» on an investment compared to what the market would give you, adjusted for risk.

These net liabilities are calculated with an internal model using many scenarios to determine the fair value of amounts estimated to be paid, less the fair value of net future premiums estimated to be received, adjusted for risk and profit charges that the Company anticipates a hypothetical market participant would require to assume this business.

The similarity of bond and stock performance is even greater when adjusted for risk.

Beyond Funds» Star Ratings Investment - research firm Morningstar rolled out new forward - looking mutual fund «analyst ratings» that purport to show which funds will outperform their peers, adjusted for risk, over the long term.

The advantages of screening are greater in the SmallCap universe, but when adjusted for risk the benefits are greater in the LargeCaps.

Again, rank the idea against the alternatives that you might reinvest in, and choose the idea that gives you the best likely returns, adjusted for risk.

Here is the key concept: the portfolio manager must rank his portfolio by expected returns, adjusted for risk.

Also, though no one talked about it at the time, it really showed that senior management really did not understand the core business, which was earning a spread over liabilities adjusted for risk.

«And as shareholders, we support the proposal that bonus pools should be formed only after taking into account the cost of capital, adjusted for risk.

Insurance premiums are always adjusted for the risk.

When adjusted for risk, every deal that's on the table should be just as good as every other.

This does appear overly optimistic, as nominal gross domestic product (GDP)-- adjusted for the risk adjustment factor - is only expected to increase by only 3.3 %.

Over time, as numerous studies have shown, nobody meets the market once you adjust for risk and the survivor bias.

It also adjusts for risk (defined by modern portfolio theory metrics that look at volatility measures) and accounts for sales charges that can detract from performance figures.

That is the logical conclusion stemming from their belief that there is no way to select stocks, adjusting for risk, that will outperform the market.

«No one had previously investigated whether fitness in midlife translates into decreased health care costs 20 - 30 years later while adjusting for the risk factors,» said Bachmann, instructor in Medicine.

«We can and should do better,» said David E. Wennberg, M.D., M.P.H. «Our body of work demonstrates that the way we adjust for risk now is biased, and when billions of tax dollars are at stake we need to hit the reset button.

Even if the correlations with cholesterol did remain after adjusting for these risk factors, it takes a profound leap in logic to link animal products with disease by way of blood cholesterol when the animal products themselves don't correlate with those diseases.

After adjusting for risk, the bounce in high yield was even greater than the rally in stocks.

The most concentrated positions — the local holdings in the highest quintile — beat the market by 6.6 % per year after adjusting for risk.

We also do not simply find one static ETP as a closest alternative to the analyzed fund or portfolio, which would not properly adjust for risk.

So even after adjusting for risk, a significant predictive ability still is required.

We rebalance to adjust for risk because we know that our clients have perceptions of risk that are just as dynamic as the financial markets.

We adjust for risk as the cycle evolves thereby helping to keep our client's risk tolerance in - line with that of the various asset classes we hold in underlying portfolios.

Even after adjusting for risk (if that is truly possible) the relationship between performance and ability is tenuous at best.

This means that despite a 10 % outperformance over the benchmark (20 % vs. 10 %), a more accurate estimation of the portfolio's alpha when adjusting for the risk taken on by the portfolio is about half that.

And performance here means absolute raw performance, not adjusted for risks, fees, taxes, or compared to a benchmark such as the S&P 500.

That will require the life insurance company to charge a higher premium to adjust for that risk.

In this session, you'll learn about bull and bear credit spreads and how to adjust for risk, reward, and probability.

Expect movement from short - term, quantitative, financial pay metrics to long - term, non-financial, qualitative, multi-year return metrics, and pay that adjusts for risk and performance over the longer term, with greater discretion to compensation committees and boards — and if necessary shareholders.

Not exact matches

If you're going to be in a regulated business, you got ta be preparing and adjusting for regulatory risk.

And that will require investors to adjust their strategy and their expectations henceforward — by paying more for equities, taking on more risk with fixed income and socking away more than they used to.

CPPIB says farmland is an «attractive asset class» for the board because it delivers historically «stable, risk - adjusted returns» as demand for agricultural products continue to grow.

«While there are risks on the horizon, if these positive conditions persist, adjusted earnings growth for the full year may exceed our medium - term targets.»

In investment lingo, «alpha» is what professional managers strive for: excess risk adjusted performance.

For example, the Department estimated that advisers» conflicts on average cost their IRA customers who invest in front - end - load mutual funds between 0.5 percent and 1.0 percent annually in foregone risk - adjusted returns, due to poor fund selection.

That way, workers can adjust their workload accordingly and set themselves up for success, not failure — or worse, unhealthy habits or a potentially life - threatening health risk.

To date, results from several longitudinal studies indicate that e-cigarette use among nonsmoking youth increases the likelihood of future use of conventional cigarettes.5 — 10 Specifically, the pooled odds ratio (OR) in a recent meta - analysis of studies of adolescents and young adults (aged 14 — 30) indicates that those who had ever used e-cigarettes were 3.62 times more likely to report using cigarettes at follow - up compared with those who had not used e - cigarettes.11 This finding was robust and remained significant when adjusting for known risk factors associated with cigarette smoking, including demographic, psychosocial, and behavioral variables such as cigarette susceptibility.

In the short term, for given risk - adjusted profitability targets, this implies that dealers will be less willing to take on large positions and the associated inventory risks.

Martin: As an active portfolio manager, most of your day job involves trying to achieve superior risk - adjusted returns for clients.

It demonstrates that a global equity framework can provide diversification and higher long - term risk - adjusted returns for investors from high growth countries who often hold home - biased equity portfolios that can have high concentration risk.

Wealthfront and Betterment don't know this, which means they might not have an accurate risk adjusted model portfolio for me since they will think 100 % of my net worth is with them.

The OECD has recently lowered its nominal GDP forecast for Canada, which is now below the risk adjusted level used in the November 2012 Update.

These smaller companies are riskier investments, but Banz found that even after adjusting for the difference in risk, small stocks outperformed larger stocks.

That said, we will continue to evaluate opportunities that maximize the risk adjusted returns on our capital for the benefit of our common shareholders.»