Sentences with phrase «asset returns follow»

For example, one of the assumptions is that asset returns follow a normal distribution.

Not exact matches

Important factors that could cause actual results to differ materially from those reflected in such forward - looking statements and that should be considered in evaluating our outlook include, but are not limited to, the following: 1) our ability to continue to grow our business and execute our growth strategy, including the timing, execution, and profitability of new and maturing programs; 2) our ability to perform our obligations under our new and maturing commercial, business aircraft, and military development programs, and the related recurring production; 3) our ability to accurately estimate and manage performance, cost, and revenue under our contracts, including our ability to achieve certain cost reductions with respect to the B787 program; 4) margin pressures and the potential for additional forward losses on new and maturing programs; 5) our ability to accommodate, and the cost of accommodating, announced increases in the build rates of certain aircraft; 6) the effect on aircraft demand and build rates of changing customer preferences for business aircraft, including the effect of global economic conditions on the business aircraft market and expanding conflicts or political unrest in the Middle East or Asia; 7) customer cancellations or deferrals as a result of global economic uncertainty or otherwise; 8) the effect of economic conditions in the industries and markets in which we operate in the U.S. and globally and any changes therein, including fluctuations in foreign currency exchange rates; 9) the success and timely execution of key milestones such as the receipt of necessary regulatory approvals, including our ability to obtain in a timely fashion any required regulatory or other third party approvals for the consummation of our announced acquisition of Asco, and customer adherence to their announced schedules; 10) our ability to successfully negotiate, or re-negotiate, future pricing under our supply agreements with Boeing and our other customers; 11) our ability to enter into profitable supply arrangements with additional customers; 12) the ability of all parties to satisfy their performance requirements under existing supply contracts with our two major customers, Boeing and Airbus, and other customers, and the risk of nonpayment by such customers; 13) any adverse impact on Boeing's and Airbus» production of aircraft resulting from cancellations, deferrals, or reduced orders by their customers or from labor disputes, domestic or international hostilities, or acts of terrorism; 14) any adverse impact on the demand for air travel or our operations from the outbreak of diseases or epidemic or pandemic outbreaks; 15) our ability to avoid or recover from cyber-based or other security attacks, information technology failures, or other disruptions; 16) returns on pension plan assets and the impact of future discount rate changes on pension obligations; 17) our ability to borrow additional funds or refinance debt, including our ability to obtain the debt to finance the purchase price for our announced acquisition of Asco on favorable terms or at all; 18) competition from commercial aerospace original equipment manufacturers and other aerostructures suppliers; 19) the effect of governmental laws, such as U.S. export control laws and U.S. and foreign anti-bribery laws such as the Foreign Corrupt Practices Act and the United Kingdom Bribery Act, and environmental laws and agency regulations, both in the U.S. and abroad; 20) the effect of changes in tax law, such as the effect of The Tax Cuts and Jobs Act (the «TCJA») that was enacted on December 22, 2017, and changes to the interpretations of or guidance related thereto, and the Company's ability to accurately calculate and estimate the effect of such changes; 21) any reduction in our credit ratings; 22) our dependence on our suppliers, as well as the cost and availability of raw materials and purchased components; 23) our ability to recruit and retain a critical mass of highly - skilled employees and our relationships with the unions representing many of our employees; 24) spending by the U.S. and other governments on defense; 25) the possibility that our cash flows and our credit facility may not be adequate for our additional capital needs or for payment of interest on, and principal of, our indebtedness; 26) our exposure under our revolving credit facility to higher interest payments should interest rates increase substantially; 27) the effectiveness of any interest rate hedging programs; 28) the effectiveness of our internal control over financial reporting; 29) the outcome or impact of ongoing or future litigation, claims, and regulatory actions; 30) exposure to potential product liability and warranty claims; 31) our ability to effectively assess, manage and integrate acquisitions that we pursue, including our ability to successfully integrate the Asco business and generate synergies and other cost savings; 32) our ability to consummate our announced acquisition of Asco in a timely matter while avoiding any unexpected costs, charges, expenses, adverse changes to business relationships and other business disruptions for ourselves and Asco as a result of the acquisition; 33) our ability to continue selling certain receivables through our supplier financing program; 34) the risks of doing business internationally, including fluctuations in foreign current exchange rates, impositions of tariffs or embargoes, compliance with foreign laws, and domestic and foreign government policies; and 35) our ability to complete the proposed accelerated stock repurchase plan, among other things.

The performance goals upon which the payment or vesting of any Incentive Award (other than Options and stock appreciation rights) that is intended to qualify as Performance - Based Compensation depends shall relate to one or more of the following Performance Measures: market price of Capital Stock, earnings per share of Capital Stock, income, net income or profit (before or after taxes), economic profit, operating income, operating margin, profit margin, gross margins, return on equity or stockholder equity, total shareholder return, market capitalization, enterprise value, cash flow (including but not limited to operating cash flow and free cash flow), cash position, return on assets or net assets, return on capital, return on invested

The following may be true of a potential takeover: • the company has fewer than 50 million shares outstanding; • management is dominated by persons near retirement age; • management's record on innovations and improving returns has been poor; • the company owns assets whose market values are potentially higher than those shown on the balance sheet; • outside investors have been steadily buying the stock.

Arthur Kroeber: Following the financial crisis, Chinese state firms today generate return on assets of about 3 %, and private firms generate 9 %.

The portfolio has the following asset allocation: 5 % cash, 15 % short bonds, 5 % real return bonds, 20 % Canadian stocks, 22.5 % US stocks, 22.5 % Europe and Pacific, 5 % Emerging markets and 5 % REITs.

The GIC, a group of seasoned investment professionals who meet regularly to review the economic and political environment and asset allocation models for Morgan Stanley Wealth Management clients, expects the economy — as measured by gross domestic product, or GDP — to grow, but at below the rate to which we have become accustomed, based on prior second - stage recoveries; stock and bond returns will likely follow suit.

The United States Commodity Index Fund (NYSEArca: USCI) is the next most popular, with $ 520 million in assets, followed by the GS Connect S&P GSCI Enhanced Commodity Total Return Strategy ETN (NYSEArca: GSC), with $ 260 million.

With tax - loss harvesting, asset rebalancing, and the dreaded annual returns fund managers must report following -LSB-...]

Their fund focuses on real return strategies and dabbles in the following asset classes: commodities, inflation linked bonds, liquid emerging market bonds, equities, and currencies.

Yet Teys recently considered closing our Beenleigh plant, following a nine - year average return on our asset base of 2.8 per cent, shrinking to only 1 per cent over the past four years.

Generally, endowment funds follow a suitably strict policy allocation, which is a set of long - term rules that dictates the asset allocation that will yield the targeted return requirement without taking on too much risk.

Matthew Vaughn is once again directing the film, which will follow the further adventures of Gary «Eggsy» Unwin (Taron Egerton), the most unlikely recruit for gentlemanly boutique secret agency the Kingsmen, yet who turned out to be one of their greatest assets... With a little help from Colin Firth's Harry Hart, who isn't returning for the sequel.

Consequently, asset returns are said to follow a leptokurtic distribution, or heavy tailed distribution.

Example: Expected Return For a simple portfolio of two mutual funds, one investing in stocks and the other in bonds, if we expect the stock fund to return 10 % and the bond fund to return 6 % and our allocation is 50 % to each asset class, we have the follReturn For a simple portfolio of two mutual funds, one investing in stocks and the other in bonds, if we expect the stock fund to return 10 % and the bond fund to return 6 % and our allocation is 50 % to each asset class, we have the follreturn 10 % and the bond fund to return 6 % and our allocation is 50 % to each asset class, we have the follreturn 6 % and our allocation is 50 % to each asset class, we have the following:

The first group asks the following question: «How can I get the average return out of a class of publicly buyable assets?»

The following 5 charts display the quintile returns for Return on Assets in red and the S&P 500 Equal Weight Index in blue.

Return on Assets is calculated as follows:

The following 5 charts display the quintile returns for the Gross Profits to Assets ratio in red and the S&P 500 Equal Weight Index in blue.

The portfolio has the following asset allocation: 5 % cash, 15 % short bonds, 5 % real return bonds, 20 % Canadian stocks, 22.5 % US stocks, 22.5 % Europe and Pacific, 5 % Emerging markets and 5 % REITs.

After 2002, Greenspan's rescue took effect and the stock and housing market experienced a brief period of asset inflation, but the bottom eventually fell out in 2008 when the S&P 500 delivered a -37 % total return, which was followed by unprecedented monetary stimulus in the form of Quantitative Easing.

The following table, from the Disclosure Booklet, lists the investments in which the MetWest Total Return Bond Portfolio invests and the percentage of the investment portfolio's assets allocated to each of its investments.

Based on current positioning, we expect the All Asset strategies to benefit from the following return tailwinds: a stable to rising breakeven inflation rate, appreciating EM currencies, convergence of EM - to - U.S. cyclically adjusted price / earnings (CAPE) ratios toward longer - term averages, and appreciation of global value stocks from today's elevated discounts toward longer - term norms.

The advantages of following Mort's approach are: It more quickly provides the security of debt - free home ownership, which will better enable you to weather any economic storms; in case of an emergency, the wealth in your home is more accessible than assets tied up in a retirement plan; and while Rob's return in the 401 (k) could fall or (even turn negative), Mort's interest savings on his mortgage is guaranteed.

It has a more stable outlook for future cash flows than Cliffs and a deleveraged balance sheet following the sale of Eagle Ford assets that allow it to focus on investments with higher returns.

Their main performance metric is 7 - factor hedge fund alpha, which corrects for seven risks proxied by: (1) S&P 500 Index excess return; (2) difference between Russell 2000 Index and S&P 500 Index returns; (3) 10 - year U.S. Treasury note (T - note) yield, adjusted for duration, minus 3 - month U.S. Treasury bill yield; (4) change in spread between Moody's BAA bond and T - note, adjusted for duration; and, (5 - 7) excess returns on straddle options portfolios for currencies, commodities and bonds constructed to replicate trend - following strategies in these asset classes.

The most basic trend - following strategy is buying assets with strong one - year returns and shorting assets with poor one - year returns.

This seems to be a consensus view, as demonstrated in this article, which included the following chart of 10 - year return projections by asset class:

Relative strength is used to select the best performing model asset (s) and absolute momentum is then applied as a trend - following filter to only invest in the selected asset (s) if the excess return over the risk free rate has been positive.

This innovative multi asset offering follows an active approach to investing, designed for investors seeking solid and consistent returns above inflation, but who do not want to follow the sometimes extreme variations of share markets.

The idea goes as follows: Would you rather have an emergency fund invested in cash (current yield maybe 1 %) and forego an expected equity expected return of, let's say, 7 % or keep your investments in productive assets and use debt to finance the occasional emergency?

If you take this route, you should not expect returns that closely follow those of U.S. asset classes.

Beta is an input into the capital asset pricing model (CAPM) where the expected return of an asset is calculated based on its beta (ß), returns expectations, and a risk - free rate equal to the following:

Back then, while the S&P 500 was limping along to a -LRB--9.10 %) total return, other asset classes produced the following total returns:

Notes Starting from January 14, 2006 Notes through April 18, 2006 covered the following topics: Great Letters, Deflation and I - Bonds, Asset Allocation and Long - Term Returns: An Empirical Approach, Valuation - Informed Indexing (Lucky 7) Calculators, Valuation - Informed Indexing (Lucky 7) SWR Translators, Mean Reversion Theory, Building Blocks, Two Baselines, Extracting Information, What Do I Really Think About Dividends?

Demand for Higher Return Boosts Equities Global stock prices continued to rise overnight following a sell - off in the Dollar, signaling greater demand for higher yielding assets.

USD JPY Tumbles as Return of Risk Aversion Rocks the Markets The USD JPY reversed its four day rally as traders sought safety in lower yielding assets following an announcement by President Obama to curb trading at financial institutions.

sir i want to invest the amount of 8000 per month for long term returns i have short listed the following funds SBI BLUE CHIP ICICI VALUE DISCOVERY MIRAE ASSET EMEGING BLUE and i wanted to add a small cap fund to my folio please suggest me one fund among sbi small and mid cap reliance small or franklin smaller companies fund

Asset Class Safety Liquidity Return Tangible Equities X X Bonds / GIC X X Real Estate X X X Cash X X Gold / Silver X X X Ways To Reach FI There are mainly a few ways to reach FI: Traditional method of saving a large paper portfolio and living off the following.

Higher excess returns are followed by net asset inflows; lower excess returns induce outflows.

For example, he says, MPT presumes that asset class correlations remain constant, and that market returns follow a normal distribution (represented by a bell curve).

I use the credit cycle, and estimates of what various asset classes are likely to return if they were private businesses, but not everyone can follow that.

Where it was available, I've also included their average estimate for the returns of that asset class, followed by the actual index return for 2011.

SoFi Indices: SoFi Wealth constructed the indices presented using a series of widely used total return asset class - specific indexes that follow a set of rules of ownership that are typically held constant regardless of market conditions and that are generally representative of holdings currently maintained in the SoFi Wealth model portfolios.

These objectives and constraints, considered in the light of investment market expectations (expected returns, return volatilities, and return correlations), will dictate the appropriate investment strategies to be followed, including asset allocation and selection, the investment style to be pursued, and the appropriate way to monitor and evaluate performance.

Japan continues to follow failed Keynesian ideas, fostering a low return on asset culture, with all of the failed projects financed by very low interest rates.

We followed the method proposed by Milevsky (2006) to estimate the present value cost of funding a retirement income given randomness for both asset returns and longevity.

Absolute momentum based trend following filter is used to switch any selected assets that have a negative excess return over the risk free rate to Vanguard Total Bond Market Index Inv (VBMFX).

According to GMO's seven year return forecast only the following asset classes are attractive at the moment:

Our attorneys know where and how to look for all sorts of hidden assets including bitcoin / cryptocurrency in tax returns, banks statements and credit card statements — all of which may leave a crypto trail that can be followed if you know the signs.