Sentences with phrase «average volatility»

Another way to set the trailing stop percentage is using the daily average volatility of the stock.

I only select funds with below average volatility and superior down market performance.

Best for investors seeking long - term growth with somewhat less variable returns and above average volatility.

We've been in a sweet spot of a combination of above average returns and below average volatility.

Further, the Sharpe ratio is almost as high as for the model with an 80th percentile threshold, though in this case it is because of very low average volatility (5.1 % vs. 9.6 %), as the returns are considerably lower.

[2] The first two underlying measures in the table are exclusion - based, with prices that either have a high average volatility, or which are not market - determined, permanently excluded from the CPI basket.

The results lined up with previous research, showing that average volatility declines steadily until portfolios hold approximately 15 stocks.

In fact, as shown in Figure 3, the trailing five - year average volatility for emerging market and developed market currencies 5 has converged substantially over recent years.

The average return for profit chasing was 0.71 % higher than calendar rebalancing, with a disproportionate 2.85 % increase in average volatility and a 7.83 % increase in average drawdown.

Still, the below - average volatility of the stock and the above - average dividend yield make IBM well - suited for retirees» portfolios.

This tends to create above average volatility and price movements in the profiled companies during their advertisement campaigns that viewers should take into consideration at all times.

in the long - term, and enjoy lower average volatility (more commonly known as a better night's sleep...).

The average volatility rate for 2017 was lower than every single trading day from Dec. 22, 1995, to June 20, 2005.

High - beta stocks are simply the shares of companies whose stocks trade with above - average volatility — and like the twin peaks of a two - humped financial camel, these stocks carry both above - average risk and, potentially, above - average reward.

The opposite of the sweet spot that we're in is lower - than - average returns with higher - than - average volatility.

After a long period of much lower than average volatility (in 2017, the S&P 500 hit 64 record highs, with only four single - day declines of more than 1 %), this has been surprising for many investors.

He noted that the daily standard deviation of Bitcoin was ten times that of sterling over the last five years and the average volatility of the top ten cryptocurrencies by market capitalisation was more than 25 times that of the US equities market last year.

«If we insist on a significant margin of safety at the time of purchase, above - average volatility may well provide above - average returns.

In the six months ending in May, Bank of America found that the average volatility of the 100 most passively owned stocks tripled to 45 percent above the rest of the market.

Speaking very generally, stocks in the Resources & Commodities and Manufacturing & Industry sectors are apt to expose you to above - average volatility, while those in the Finance and Utilities sectors involve below - average volatility.

«By and large,» he later put it, «the wealthiest of the wealthy and their representatives have accepted that most managers are average, and the better ones are able to achieve average returns while exhibiting below - average volatility.

For above - average volatility (the two bottom plots) the typical valuation multiples are between about 10 times and 15 times the 10 - year average of trailing real earnings.

Folio's Conservative portfolio consists of 30 large - company stocks with below - average volatility.

Speaking very generally, stocks in the Resources sector and the Manufacturing sector are apt to expose you to above - average volatility, while those in the Canadian Finance and Utilities sectors involve below - average volatility.

And the early stages of this work - out period almost always contain above - average volatility.

The average volatility of emerging market and developed market currencies has converged substantially over recent years.

Using a disciplined investment process and diversified strategies, we seek to generate consistent above benchmark returns with lower than average volatility

Using a disciplined investment process, we seek to generate consistent above benchmark returns with lower than average volatility.

Generally speaking, stocks in the Resources & Commodities sector and the Manufacturing & Industry sectors are apt to expose you to above - average volatility, while those in the Canadian Finance and Utilities sectors involve below - average volatility.

Note that when it comes to a diversified stock portfolio, stocks in the Resources and Manufacturing & Industry sectors expose you to above - average volatility.

This go - anywhere, highly concentrated style can produce above - average performance, as well as above - average volatility — such as in 2011, when it was down 7 %.

Despite the recent increase, the volatility of Chinese bonds remained comfortably low and below the average volatility of Asian bonds represented by the S&P Pan Asia Bond Index.

The factors that decide the amount of initial margin are the average volatility of the stock in concern over a specified period of time and the interest cost.

While the strategy has a three decade track record, the mutual fund has been in operation for about four years and has married substantially above average returns with even more substantially above average volatility.

● Stocks in the Utilities and Canadian Finance sectors entail below - average volatility.

You can recalculate the average volatility difference each month, however, unless there is a definite change in the volatility of the stock it usually is not necessary.

To determine the average volatility compute the average daily high - low price range for the prior month, multiply by 2, and then divide the result by the current low price.

It's not easy for retail investors to invest in energy stocks, because energy stocks typically have above - average volatility and are hard to hold on to.

The average volatility spread of ESCOs chosen through Choose Energy's website was $ 42, leading to much more predictable rates even in expensive months.

In the following chart, various indices and property types are charted using their average annual total returns since 1978 and their average volatility or risk as measured by the standard deviation.