Sentences with phrase «annual volatility»

Annual volatility of 4.3 % is very low..

They then divide each signal again by volatility and apply a gearing factor to specify a 10 % annual volatility target for each holding.

From 2012 to 2016, the average annual volatility was less than 13 percent on the S&P 500, about 30 percent lower than average.

The American Association of Individual Investors («AAII») wrote an article citing that «holding a single stock rather than a perfectly diversified portfolio increases annual volatility by roughly 30 %... Thus, the single - stock investor will experience annual returns that average a whopping 35 % above or below the market — with some years closer to the market and some years further from the market.»

In comparison to TLT / SPY, the individual annual volatilities are much higher, but the correlation of monthly returns is not much different.

The expected real return is on the vertical axis and forecasted annual volatility is on the horizontal axis.

From Chapters 2, 4 - 24: The following table summarizes gross performance statistics for clone portfolios constructed and maintained as described above, including compound annual growth rate (CAGR), annual volatility, annual Sharpe ratio and maximum drawdown.

If you believed that 13.7 % was the expected return for the S&P over the same period, and that the annual volatility of the S&P was 15.4 % (its historical average since 1970) then you would be able to calculate that the probability of the S&P beating the Treasury over the next ten years is 99.9992 %.

Taking a look at the Cumulative Returns, Sharpe Ratios, Max Drawdown, Calmar Ratios, Annual Returns, and Annual Volatility we see that the Acquirer's Multiple beats the Magic Formula in almost every category except drawdown and annual volatility.

There is also some annual volatility based on weather.

The annualized volatility of this strategy is 24.4 % — almost 10 % more than the market's 15 % annual volatility.

If you place one sell order each year, it would be annual volatility that concerns you.

To get an estimate of the annual volatility, use the daily fluctuations and then scale up.

BTW, if you believe that annual volatility is 4.3 %, you are saying that if the dollar is at parity at the beginning of the year, there is only about one chance in 50 that it would trade at or below 91 cents at the end of the year.

The annual volatility of the CAD - USD typically sits in the10 + % per annum range.

U.S. returns have had an annual volatility of 20 percent historically.

A better measure of risk than annual volatility is the estimated probability of reaching or failing to reach the desired or, more important, needed long - term real return level.

Most of us don't have a rolling consistent 25 year investing time horizon or the risk tolerance to undergo the annual volatility of the stock market.