Sentences with phrase «average sector weightings»

The table below shows their average sector weightings.

Not exact matches

For comparison, the average TAC of all Financials sector ETF and mutual funds is 1.71 %, the weighted average is 0.72 %, and the ETF benchmark (XLF) has a TAC of 0.15 %.

Note that the Risk / Reward Rating for a sector or industry uses the same methodology as our stock ratings, except that the component metrics are market - weighted averages for the stocks in the sector or industry.

For comparison, the average TAC of all Industrials sector ETF and mutual funds is 1.31 %, the weighted average is 0.59 %, and the ETF benchmark (XLI) has a TAC of 0.15 %.

The following chart summarizes average (equally weighted) sector returns and standard deviations of average sector returns by calendar month over the available sample period.

During the last two market downturns, an investor that invested in an equal weighted composite of non-cyclical sectors (staples, healthcare, utilities, and telecom) lost an average of 13 % less than S&P 500 ® index, and the best performing defensive sector averaged losses of roughly 20 % less than the overall market.

Previously, broad diversification across market sectors could only be purchased or sold at the close of the business day based on the equity, bond or raw material elements included in the weighted averages of every component of the sector mutual fund — thus, ETFs came into play.

[2] The relationship is mathematically expressed as Allocation Effect =, where W = average weight, p = aggregated average large - cap portfolio, b = benchmark, R = returns, and i = selected sector or grouping.

To determine allocation effect, we compare the average weight in each of the 11 GICS ® sectors held by active large - cap managers relative to the S&P 500 during the measurement period, and the sector contribution to benchmark return as well as the portfolio return.

A portfolio strategy whereby the fund manager does not replicate the market exactly but sticks fairly close to the market weightings by industry sector, country or region or by the average market capitalization.

Stock indices are weighted averages reflecting the collective value of publicly - traded companies from a market or industry sector.

It represents a well - diversified, weighted average of 50 of the most profitable Indian company stocks within 12 sectors.

The entire sector literally trades on a cap weighted average of 20.0 times book.

Finally, in Figure 4, we average the sector and country contributions by market - capitalisation weighting (solid lines) and equally weighting (dashed lines) each constituent within the MSCI World Index [4].

The sector average is EUR 959 per sqm, while a EUR 900 per sqm market cap weighted average reflects the purchase discounts & economies of scale larger companies can achieve.

The sector's up an average 371 % YTD, but with the highest gains mostly accruing to the larger (& generally Bitcoin - focused) companies, the market cap weighted gain is 590 % YTD.

Again, we're looking at a real bargain here — the sector enjoys a 6.8 % portfolio yield, while the weighted average yield edges up to 7.0 % — presumably assisted by the purchase discounts larger companies manage to capture.

The sector's market cap weighted average P / B ratio is 20.0, obviously skewed by some quite extraordinary multiples.

Equity issuance, debt amortization, re-financing & property revaluations have left the sector in an enviable position — with a cap weighted average of only 55 %.

A stock index such as the S&P 500, FTSE, or Nasdaq is a weighted average of a selection of stocks from a certain sector of industry.

As in other areas, we have assumed a weighted average wage for the respective sectors.

As a result, we estimate WACC (weighted average cost of capital) for the sector is currently 5.35 %, vs. 6.73 % in 2010.