Sentences with phrase «as measures of risk»

The capitalization factor is a reflection of what rate of return a reasonable purchaser would expect on the investment, as well as a measure of the risk that the expected earnings will not be achieved.

«I have never thought of volatility as a measure of risk.

The effectiveness of the return / drawdown ratio as a measure of risk - adjusted return is best illustrated by the example referenced at the beginning of this article (Investments A and B).

While this ETF uses beta scores to assess volatility and give investors exposure to a lower - risk portfolio of stocks, beta has its own limitations as a measure of risk.

It is an additional and complimentary lens to volatility as a measure of risk.

One of the biggest shortcomings in financial models is the reliance on standard deviation (SD) as a measure of risk.

Alpha is a measurement of risk - adjusted return which uses Beta as the measure of risk.

Charlie Munger points out: «Using [a stock's] volatility as a measure of risk is nuts.

It is used as a measure of risk in the bond market.

Accordingly, insurers view each traffic violation as a measure of your risk profile.

Insurance companies see your credit score as a measure of your risk.

Not exact matches

The banking system was hyper - competitive and quick to take risks in pursuit of profits; policymakers aggressively pushed homeownership through measures such as tax breaks for mortgage interest payments; and weak recourse laws let mortgage defaulters off the hook.

Constituent companies are chosen based on their score on two sets of measures: a quantitative assessment consisting of their return on equity, balance sheet accruals ratio and financial leverage ratio; and a qualitative score derived from management's responses to a survey about such topics as corporate governance, risk and crisis management, customer relationships and tax strategies.

Tens of thousands of jobs would be at risk as supply chains are torn apart and retaliatory protectionist measures crimp growth in both countries.

That information — augmented by advocacy efforts from such Addyi supporters as the National Organization for Women and National Consumers League — turned the tide, and the FDA's joint meeting of the Bone, Reproductive and Urologic Drugs Advisory Committee voted 18 to 6 to support approval for HSDD treatment, contingent on Sprout consenting to risk - mitigation measures like warnings and restrictions to prevent misuse.

Though all measures of inflation were coming down as summer turned to fall and the economy clearly was slowing following a July brush with $ 4 - a-gallon gasoline, the FOMC decided to hold the fed funds rate at 2 %, concluding that «the downside risks to growth and the upside risks to inflation are both of significant concern to the committee.»

Political risk consulting company Eurasia Group says that other measures the Trump administration may soon roll out could include blocking Chinese cloud services companies from establishing data centres in the U.S.; a renewed emphasis on restricting sales of Chinese telecommunications equipment to major U.S. operators; and prohibiting Chinese acquisitions of U.S. firms in sectors such as artificial intelligence, automation, robotics, semiconductors and biotechnology.

A key risk measure in money markets known as the Libor - OIS spread has risen to levels not seen since worries mounted in 2011 and 2012 over the debt troubles of European countries Portugal, Italy, Greece and Spain.

This has been the situation in Canada for the past seven years, as reflected in increasing levels of household indebtedness and elevated house prices — although, as I'll discuss later, regulatory measures have been used to mitigate the resulting financial system risks (Chart 2).3

It represents the difference between a fund's actual returns and its expected performance, given its level of risk as measured by beta (see definition of Beta).

Beta is a measure of the volatility, or systematic risk, of a security or a portfolio, in comparison to the market as a whole.

If the external shocks seemed to pose financial stability risks, macroprudential measures might be introduced as a complement or backstop to existing regulations and oversight of domestic financial systems.

Our long - term forecasts are based on our assessment of current valuation measures, economic growth and inflation prospects, as well as historical risk premiums.

As always, the strongest prospective market return / risk profile is associated with a material retreat in valuations followed by an early improvement in broad measures of market internals.

A shift in investor risk - preferences, as revealed by a subtle (and eventually profound) deterioration of observable market internals and risk measures.

The measures, known as «red flag laws» or extreme risk protection orders, have shown evidence of reducing suicides in Connecticut, where the first such law was passed in 1999, and in recent years have also been passed in California, Washington and Oregon.

The annualized percentage difference between a fund's actual returns and its expected performance given its level of market risk, as measured by beta.

But for good measure, and given the risk of appeal, Justice Macintosh went on to give his reasons denying Burnaby's application and for supporting the NEB's reasoning in its Ruling No. 40 concluding (at para 80) that «under both... paramountcy and interjurisdictional immunity... Burnaby is precluded from seeking to apply its bylaws so as to impede or block any steps Trans Mountain must take in order to safely prepare and locate the Expansion Project.»

Investigators are said to be taking a good look at Bitcoin and its underlying technology, as a means of measuring cryptocurrency's overall risk to central banking and traditional financial institutions, while also assessing whether or not regulatory measures are necessary.

As I've regularly noted in recent months, our immediate outlook is essentially flat neutral for practical purposes, though we're partial to a layer of tail - risk hedges, such as out - of - the - money index put options, given that a market decline on the order of even 5 % would almost certainly be sufficient to send our measures of market internals into a negative conditioAs I've regularly noted in recent months, our immediate outlook is essentially flat neutral for practical purposes, though we're partial to a layer of tail - risk hedges, such as out - of - the - money index put options, given that a market decline on the order of even 5 % would almost certainly be sufficient to send our measures of market internals into a negative conditioas out - of - the - money index put options, given that a market decline on the order of even 5 % would almost certainly be sufficient to send our measures of market internals into a negative condition.

As the filing sums up, «If we do not complete our remediation in a timely manner or if the remediation measures that we have implemented and intend to implement are inadequate to address our existing material weaknesses or to identify or prevent additional material weaknesses, there will continue to be an increased risk of future material misstatements in our annual or interim financial statements.»

In their October 2009 paper entitled «Risk Sentiment Index (RSI) and Market Anomalies», Guy Kaplanski and Haim Levy introduce the Risk Sentiment Index (RSI) as a measure of the residual risk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and VRisk Sentiment Index (RSI) and Market Anomalies», Guy Kaplanski and Haim Levy introduce the Risk Sentiment Index (RSI) as a measure of the residual risk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and VRisk Sentiment Index (RSI) as a measure of the residual risk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and Vrisk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and VIX).

Duration, expressed as a number of years, measures a bond's interest rate sensitivity: The higher the duration, the higher the interest rate risk.

Moreover, core inflation moved ahead of its level of 6 months ago, and leading economic measures continued to slip (though we don't see them as being indicative of recession risk at present).

Factor exposure should be considered a source of returns as well as of risk Factor biases can be measured top - down or bottom - up The results of the two approaches do not necessarily reconcile INTRODUCTION Factor investing has become immensely popular in recent years and assets in smart beta products

Sentiment in the options market, as indicated by 1 - month risk reversals (a measure derived from the relative prices of put and call options in the Australian dollar), has also become more bullish since mid 2004.

«Following the Asian crisis in 1998, many emerging markets significantly increased their foreign exchange reserves as a precautionary measure against the future risk of destabilising capital outflows.

Alpha is a measure of the difference between a portfolio's actual returns and its expected performance, given its level of risk as measured by beta.

As usual, I don't place too much emphasis on this sort of forecast, but to the extent that I make any comments at all about the outlook for 2006, the bottom line is this: 1) we can't rule out modest potential for stock appreciation, which would require the maintenance or expansion of already high price / peak earnings multiples; 2) we also should recognize an uncomfortably large potential for market losses, particularly given that the current bull market has now outlived the median and average bull, yet at higher valuations than most bulls have achieved, a flat yield curve with rising interest rate pressures, an extended period of internal divergence as measured by breadth and other market action, and complacency at best and excessive bullishness at worst, as measured by various sentiment indicators; 3) there is a moderate but still not compelling risk of an oncoming recession, which would become more of a factor if we observe a substantial widening of credit spreads and weakness in the ISM Purchasing Managers Index in the months ahead, and; 4) there remains substantial potential for U.S. dollar weakness coupled with «unexpectedly» persistent inflation pressures, particularly if we do observe economic weaknesAs usual, I don't place too much emphasis on this sort of forecast, but to the extent that I make any comments at all about the outlook for 2006, the bottom line is this: 1) we can't rule out modest potential for stock appreciation, which would require the maintenance or expansion of already high price / peak earnings multiples; 2) we also should recognize an uncomfortably large potential for market losses, particularly given that the current bull market has now outlived the median and average bull, yet at higher valuations than most bulls have achieved, a flat yield curve with rising interest rate pressures, an extended period of internal divergence as measured by breadth and other market action, and complacency at best and excessive bullishness at worst, as measured by various sentiment indicators; 3) there is a moderate but still not compelling risk of an oncoming recession, which would become more of a factor if we observe a substantial widening of credit spreads and weakness in the ISM Purchasing Managers Index in the months ahead, and; 4) there remains substantial potential for U.S. dollar weakness coupled with «unexpectedly» persistent inflation pressures, particularly if we do observe economic weaknesas measured by breadth and other market action, and complacency at best and excessive bullishness at worst, as measured by various sentiment indicators; 3) there is a moderate but still not compelling risk of an oncoming recession, which would become more of a factor if we observe a substantial widening of credit spreads and weakness in the ISM Purchasing Managers Index in the months ahead, and; 4) there remains substantial potential for U.S. dollar weakness coupled with «unexpectedly» persistent inflation pressures, particularly if we do observe economic weaknesas measured by various sentiment indicators; 3) there is a moderate but still not compelling risk of an oncoming recession, which would become more of a factor if we observe a substantial widening of credit spreads and weakness in the ISM Purchasing Managers Index in the months ahead, and; 4) there remains substantial potential for U.S. dollar weakness coupled with «unexpectedly» persistent inflation pressures, particularly if we do observe economic weakness.

One of the victims of this risk - off move has been Japanese equities, which, as measured by the TOPIX, is roughly flat for the year to date through May 1 (in local currency).

No matter what they're doing, it's our jobs as link builders to establish the conditions that constitute a link profile that has been manipulatively obtained — that Google could therefore work to deconstruct / penalize — and make every measure to make sure our websites — and our clients websites — don't fall under that umbrella of risk.

Alpha The difference between a fund's actual returns versus its expected performance, given its level of market risk as measured by beta.

Excess Returns are the returns in excess of the risk - free rate or in excess of a market measure, such as an index fund.

When measures of both are hard - negative, as they are now, investors should think carefully about their own risk - tolerance and their ability to sustain losses without abandoning their discipline, making sure to align their investments with the actual horizon over which they will need to spend the funds.

Alpha: Measures the difference between a portfolio's actual returns and its expected performance, given its level of risk as measured by Beta.

Keynes outperformance did not come without commensurate risk (that is, if you measure risk as preforming differently to market benchmark): The tracking error was 13.9 %, reflecting high levels of concentration.

They measure short term risk as the average of the worst 1 % of annual returns from 10,000 bootstrapping simulations that randomly draw three months of returns at a time from 20 - year historical pool of returns for these indexes, thereby preserving some monthly return autocorrelations and cross-correlations.

In a richly valued market, that sort of risk control is most appropriately established using call options having a strike price situated at about the point where various trend - following measures would turn negative — what is known in finance as a «contingent position» because the position creates its own exit if the market deteriorates further without an interim recovery - and particularly if it deteriorates abruptly.

«When people do try to measure investment risk, they typically assess the historic volatility of an investment compared to that of the overall market (known as beta), which derives from capital asset pricing theory.

But for now, their risk is more likely to be measured relative to the market as opposed to the price of gold.