Sentences with phrase «adjusted trading returns»

They compare performances of these groups based on raw and risk - adjusted trading returns at the close on the trade date and at horizons of 1, 10, 25, 140 and 254 trading days.

Not exact matches

Although they are not as egregiously expensive as 10 - year Swiss government bonds — currently trading at a yield of negative 0.25 % — Canadian bonds are offering a relatively paltry real return, even after adjusting for low inflation.

Individual investors who trade equity options underperform those who do not by a risk - adjusted average of 1 % (2.75 %) per month based on gross (net) returns.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

Target Coin is a tokenised long - short Cryptocurrency Fund which invests and trades in the CryptoCurrency market by utilizing machine learning and algorithmic trading strategies for optimum Alpha generation and risk adjusted returns.

WFC's equity currently trades a 1.5 x book value reflecting the 12 % return on equity, but WFC has just a 1 % risk - adjusted return on capital (RAROC).

Moreover, a trading strategy based on the CIV - OIV mean reverting spreads generates significant risk - adjusted return.

Phillips 66 sells at 12x earnings, and probably represents a better bargain than its two peers trading at 8x earnings, and will almost certainly deliver outsized risk - adjusted returns.

Although they are not as egregiously expensive as 10 - year Swiss government bonds — currently trading at a yield of negative 0.25 % — U.S. bonds are offering a relatively paltry real return, even after adjusting for low inflation.

Finally, any returns will have to be risk - adjusted to determine whether trading on the anomaly allowed an investor to beat the market.

One suggestion: Rather than focus on raw P / L % (first table), might you want to look at a volatility - adjusted return per trade?

Although they are not as egregiously expensive as 10 - year Swiss government bonds — currently trading at a yield of negative 0.25 % — Canadian bonds are offering a relatively paltry real return, even after adjusting for low inflation.

Trading is a business, pure and simple, and the goal is to generate revenues that produces the best risk adjusted returns as an investment.

Although they are not as egregiously expensive as 10 - year Swiss government bonds — currently trading at a yield of negative 0.25 % — U.S. bonds are offering a relatively paltry real return, even after adjusting for low inflation.

I think the best test is to look at per - trade returns relative to the dividend - adjusted index.

Next, I took the return data for the current Dividend Champion lists and averaged the dividend adjusted returned over the past 63, 126, and 252 trading days and assigned a rank to each stock.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

TAF's investment objective is to achieve above average returns on a risk - adjusted basis by actively trading and investing in liquid instruments of emerging and developing markets.

Input your assumed annual investment management fees, and assumed annual trading costs, into the far left sheet of the Fee - Based Model, and all of the returns are automatically adjusted.

In return, both sides of the trade put up collateral, which is adjusted daily, to back their obligations.

The second condition is that REIT shares trade close to their underlying NAV because large premiums or discounts to NAV present alternative capital allocation options that deliver stronger risk - adjusted returns than the typical M&A transaction.

NTRs may hold a number of investment advantages over their publicly traded counterparts: notably, a valuation of shares reflecting the intrinsic underlying value of owned real estate, favorable risk - adjusted returns, appropriate liquidity characteristics for long - term investors, superior capital - raising and deployment dynamics, and a heightened management focus on maximizing long - term investment opportunities.

By offering you unprecedented direct access to private market real estate, a historically strong investment, we believe Fundrise can deliver superior risk - adjusted returns over time versus a portfolio of publicly traded stocks.