Sentences with phrase «average market capitalization of»

The graph plots the 90 - day moving average market capitalization of bitcoin against its 90 - day realized volatility.
The average market capitalization of the fund's portfolio is more than the category average by INR 20,000 crores.
The 10 % of firms with the lowest percent operating accruals (total asset - scaled accruals) have an average market capitalization of $ 1.5 billion ($ 474 million), suggesting lower trading frictions for strategies based on percent accruals.
As of October 2017, there were 601 stocks tracked in the index with an average market capitalization of about $ 1.36 billion.
Considerably better is Vanguard Russell 2000 VTWO, +0.21 % which has a 93 % position in small - cap companies, with an average market capitalization of only $ 1.5 billion.
Vanguard Small - Cap ETF VB, -0.14 % has the lowest expense ratio of the three, but 40 % of its portfolio is in mid-cap stocks, giving it an average market capitalization of $ 2.8 billion, thus diluting the small - cap advantage I'm seeking.
My choice is the Vanguard S&P Small - Cap 600 Index VIOO, +0.10 % which has 98 % of its portfolio in small - cap companies, with an average market capitalization of $ 1.4 billion and lower portfolio turnover than VTWO.
More than half of the companies are listed on TSXV and have an average market capitalization of $ 15 million.

Not exact matches

According to research conducted by University of Florida Professor Jay Ritter, stocks newly listed on U.S. exchanges from 1970 to 2008 trailed stocks of similar market capitalization by an average 4.7 % one year after launch, and by 4.0 % three years after.
Apple briefly held the title of the world's first $ 700 billion company in the first half of 2015, and Wall Street analysts believe it'll shatter that mark next year: Their average 12 - month price target of $ 149 would give Apple a market capitalization of $ 831 billion.
(An average of country - adjusted total shareholder return, industry - adjusted total shareholder return, and change in market capitalization over the course of the CEOs» tenures accounted for 80 % of the rankings» relative weightings.)
The Hang Seng Composite Index is a market capitalization - weighted index that comprises the top 200 companies listed on Stock Exchange of Hong Kong, based on average market cap for the 12 months.
Except in a change in control situation, measurement of the market capitalization milestones will be based on both (i) a six calendar month trailing average of Tesla's stock price as well as (ii) a 30 calendar day trailing average of Tesla's stock price, in each case based on trading days only.
Weighted Average Market Cap: a stock market index weighted by the market capitalization of each stock in the Market Cap: a stock market index weighted by the market capitalization of each stock in the market index weighted by the market capitalization of each stock in the market capitalization of each stock in the index.
Among the valuation measures most tightly correlated across history with actual subsequent S&P 500 total returns, the ratio of market capitalization to corporate gross value added would now have to retreat by nearly 60 % simply to reach its pre-bubble average.
Those analysts average a 12 - month price target of $ 140.18, which would indicate a market capitalization of $ 816 billion from $ 749 billion today.
By the end of 2016, these six countries had a 73 % weighting in the MSCI index (which today includes 24 countries representing about 10 % of world market capitalization) but their rolling five - year average growth rate had fallen close to 3 % — and in the last year, to 1.5 % due to downturns in Brazil and Russia.
One of the elements of that process, as I observed approaching the 2000 and 2007 peaks, and again during the extended range - bound period of recent quarters, is that deterioration in broad market internals — particularly following an extended period of overvalued, overbought, overbullish conditions — is a sign of increasing risk - aversion that typically precedes more extensive losses in the capitalization - weighted averages.
Hedge fund businesses are valued using the average market capitalization - to - assets under management ratios of the most comparable publicly traded funds.
At the moment the second highest capitalization held by ethereum shows markets are down 4.9 percent as one ETH has an average price of $ 1,050.
Under Nasdaq's proposal, the new rule would apply to companies with an initial market capitalization of less than $ 700 million, or with a continued market capitalization of $ 2 billion or less; have an initial average daily trading volume of 100,000 shares or less; and have a bid price greater than $ 1.
Indeed, Dow Jones likens the Global Dow to a Dow Jones industrial average for the global economy, and the Averages Committee selects the components of the index using objective criteria such as market capitalization, as well more subjective factors like a company's reputation and to what extent it is of interest to investors.
Schwab Equity Ratings ® are assigned to approximately 3,000 of the largest (by market capitalization) U.S. headquartered stocks using a scale of A, B, C, D and F. Schwab's outlook is that A-rated stocks, on average, will strongly outperform and F - rated stocks, on average, will strongly underperform the equities market over the next 12 months.
Table 1 shows the excess returns for a number of valuation metrics within the U.S. Large Stocks universe, stocks trading in the U.S. with a market capitalization greater than average from 1964 to 2015.
Most other stock market indexes use a «weighted average market capitalization» system, in which more of the fund's money is invested in larger companies and less in smaller ones.
I'm trying to calculate share / percentage of the average firm market capitalization to average stock market capitalization for each country within the 10 year period.
Still, VIOV has 7 % more of its portfolio in small - cap stocks and an average market capitalization that's 20 % smaller.
James O'Shaughnessy identifies Market Leaders as the roughly 570 Large Stocks (i.e., with market capitalizations of $ 1.0 billion or more) with more common shares outstanding and higher cashflow per share than the averages in the Compustat database with 1.5 times the sales of the average in the Compustat datMarket Leaders as the roughly 570 Large Stocks (i.e., with market capitalizations of $ 1.0 billion or more) with more common shares outstanding and higher cashflow per share than the averages in the Compustat database with 1.5 times the sales of the average in the Compustat datmarket capitalizations of $ 1.0 billion or more) with more common shares outstanding and higher cashflow per share than the averages in the Compustat database with 1.5 times the sales of the average in the Compustat database.
Securities of small and medium capitalization companies may be subject to more abrupt or erratic market movements than those of larger, more established companies or the market averages in general.
To be included in the Index, stocks must meet, as of the applicable reference date (the last trading date of June or December), the following investability criteria: a total market capitalization greater than $ 1 billion; a float - adjusted market capitalization greater than $ 600 million for developed market stocks and $ 300 million for emerging market stocks; and a three - month average daily value traded greater than $ 5 million.
The price of the S&P 500 is determined through a process known as weighted average market capitalization.
It is also useful for mutual fund investors, as many funds will list the «average» or «median» market capitalization of its holdings.
Funds in the Canadian Small / Mid Cap Equity category must invest at least 90 % of their equity holdings in securities domiciled in Canada, and their average market capitalization must be lower than the Canadian small / mid cap threshold.
The average (median) firm in the highest book - to - market quintile of all firms has a mean (median) BM ratio of 2.444 (1.721) and an end - of - year market capitalization of 188.50 (14.37) M dollars.
Funds in the Canadian Equity category must invest at least 90 % of their equity holdings in securities domiciled in Canada, and their average market capitalization must be greater than the Canadian small / mid cap threshold.
Funds in the Canadian Focused Equity category must invest at least 50 % and less than 90 % of their equity holdings in securities domiciled in Canada, and their average market capitalization must be greater than the Canadian small / mid cap threshold.
In all markets, the portfolios» weighted average market capitalization (WAMC) ratios — the historical average of a portfolio's WAMC as a percentage of the benchmark's WAMC — increased almost monotonically as the constraints took effect.
Stocks with a small capitalization The manual provides extensive data regarding the out performance of stocks possessing any of these criteria in relation to the market averages.
From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $ 1.5 million and a total market capitalization > $ 500 million, resulting in a universe of approximately 2,500 stocks.
To be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $ 1.5 million and a total market capitalization > $ 500 million, resulting in a universe of approximately 2,500 stocks.
These days many technology companies have tons of cash on their balance sheets, averaging between 10 % and 20 % of their market capitalization.
BCE, Canadian Pacific Railway, Imperial Oil and George Weston may also face higher than average contribution requirements, given the size of their pension deficits relative to their market capitalization
For context, the 3,175 th company has a market capitalization today of approximately $ 400 million, which is smaller than the average, but still investable for most investors).
As exchange - traded funds, they have a large market capitalization and heavy average volume — about $ 40 billion with volume of around 9.2 million shares daily for the GLD, with a market capitalization of nearly $ 8 billion for the SLV with the average number of shares traded between the opening and closing bells of more than 10 million.
For context, the 2,406 th company has a market capitalization today of $ 300 million, which is much smaller than the average, but still investable for most investors).
The investment seeks to track the investment results of the MSCI USA Risk Weighted Index composed of U.S. large - and mid-capitalization stocks with relatively smaller average market capitalization.
For example, in the past six years the U.S. share of total global market capitalization has fallen from an average of 57 % in 2003, to 49 % currently, according to a report by Morgan Stanley.
Unlike the Dow Jones Industrial Average (DJIA), the Nasdaq is market value - weighted, so it takes into account the total market capitalization of the companies it tracks and not just their share prices.
Using the natural log of each stock's market capitalization reduces the weight given to the largest companies in a simple averaging process.
Out of the top five, the second largest market capitalization is held by ethereum (ETH), which is up 1.99 percent with an average price at $ 999 per ETH.
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