Sentences with phrase «based on its volatility»

The halts are «not surprising based on the volatility of the underlying [asset].

Two weeks ago I featured some new analysis on Dividend Champions in which I ranked the Dividend Champions based on volatility, momentum, and risk - adjusted returns.

Besides, based on the volatility of the market, such delays can be quite costly for investors.

We've quoted previously from Artemis» October report, «Volatility and the Alchemy of Risk» (WILTW October 26, 2017): «A dangerous feedback loop now exists between ultra-low interest rates, debt expansion, asset volatility, and financial engineering that allocates risk based on that volatility.»

Other altcoins act like stocks based on volatility and risk, but COR is a digital currency with function and daily gains based on demand.

«A dangerous feedback loop now exists between ultra-low interest rates, debt expansion, asset volatility, and financial engineering that allocates risk based on that volatility.

Avoid investment advice based on volatility» David Dreman

Volatility Trading: Speculative strategies designed to benefit from changes in market price based on volatility, rather than market direction.

For a low beta stock, that is a nice double digit return as there appears to be little risk based on its volatility.

This is not always the case because the premium you receive is based on volatility in the market.

Two weeks ago I featured some new analysis on Dividend Champions in which I ranked the Dividend Champions based on volatility, momentum, and risk - adjusted returns.

Below, I ran an analysis on a universe of Large Stocks based on volatility.

My point is simply that it's very likely that if you are moving money in and out of stocks based on volatility, you're much less likely to get the full market return over the long term, and might be better off putting more weight in asset classes with lower volatility.

(You can decide where you should be in the range based on the volatility of your career, the size of your family, your ability to earn income elsewhere, etc..)

Those components are ranked based on their volatility, with the lowest - volatility stocks at the top of the ranking and the highest ones at the bottom.

The expected value of a return is based on its volatility relative to the benchmark and the correlation to that index.

According to Eden Rahim, portfolio manager for the AlphaPro Covered Call ETFs, short - dated covered calls are written with a dynamic strike price based on the volatility.

So the trick is for the trader to take positions and determine lot sizes based on the volatility of the commodity and not necessarily the margin requirement, which is mostly done.

This is in contrast to most of what we read and hear that risk is measured based on the volatility of an asset, or how much it bounces around.

Created by John Bollinger in the 1980s, Bollinger bands create a low, middle, and upper band based on the volatility and moving average of the stock.

We've quoted previously from Artemis» October report, «Volatility and the Alchemy of Risk» (WILTW October 26, 2017): «A dangerous feedback loop now exists between ultra-low interest rates, debt expansion, asset volatility, and financial engineering that allocates risk based on that volatility.»

This will give you the percentage stop based on volatility.

The trading idea is based on a volatility breakout.

Tom Lehrkinder, a senior analyst working at the consulting firm Tabb Group pointed out that these halts are «not surprising based on the volatility of the underlying [asset].

The argument against bitcoin being a store of value is based on its volatility, as «you want to invest your money and be reasonably sure that its value will not fluctuate massively.»

Not exact matches

«Our thesis is that the volatility of cryptocurrency is preventing their mainstream adoption,» Nadar al - Naji, Basis's CEO and cofounder, told me on a call.

Despite recent volatility in the price of oil, the CEO of BP believes the market is currently balanced and production is meeting demand on a daily basis.

While the firm has long been critical of the types of short - volatility strategies that were blamed for exacerbating stock moves early last week, it's still optimistic about the market on a medium - term basis.

Using a common risk assessment tool — called a Monte Carlo simulation — NerdWallet ran 10,000 possible outcomes for investors, based on historical S&P 500 and Treasury returns, and the volatility (riskiness) of those returns.

The volatility of the business has prompted some casino operators to report their results on a hold - adjusted basis, meaning they also tell investors what revenue would have been had winnings been more in line with historical norms.

Actual results, including with respect to our targets and prospects, could differ materially due to a number of factors, including the risk that we may not obtain sufficient orders to achieve our targeted revenues; price competition in key markets; the risk that we or our channel partners are not able to develop and expand customer bases and accurately anticipate demand from end customers, which can result in increased inventory and reduced orders as we experience wide fluctuations in supply and demand; the risk that our commercial Lighting Products results will continue to suffer if new issues arise regarding issues related to product quality for this business; the risk that we may experience production difficulties that preclude us from shipping sufficient quantities to meet customer orders or that result in higher production costs and lower margins; our ability to lower costs; the risk that our results will suffer if we are unable to balance fluctuations in customer demand and capacity, including bringing on additional capacity on a timely basis to meet customer demand; the risk that longer manufacturing lead times may cause customers to fulfill their orders with a competitor's products instead; the risk that the economic and political uncertainty caused by the proposed tariffs by the United States on Chinese goods, and any corresponding Chinese tariffs in response, may negatively impact demand for our products; product mix; risks associated with the ramp - up of production of our new products, and our entry into new business channels different from those in which we have historically operated; the risk that customers do not maintain their favorable perception of our brand and products, resulting in lower demand for our products; the risk that our products fail to perform or fail to meet customer requirements or expectations, resulting in significant additional costs, including costs associated with warranty returns or the potential recall of our products; ongoing uncertainty in global economic conditions, infrastructure development or customer demand that could negatively affect product demand, collectability of receivables and other related matters as consumers and businesses may defer purchases or payments, or default on payments; risks resulting from the concentration of our business among few customers, including the risk that customers may reduce or cancel orders or fail to honor purchase commitments; the risk that we are not able to enter into acceptable contractual arrangements with the significant customers of the acquired Infineon RF Power business or otherwise not fully realize anticipated benefits of the transaction; the risk that retail customers may alter promotional pricing, increase promotion of a competitor's products over our products or reduce their inventory levels, all of which could negatively affect product demand; the risk that our investments may experience periods of significant stock price volatility causing us to recognize fair value losses on our investment; the risk posed by managing an increasingly complex supply chain that has the ability to supply a sufficient quantity of raw materials, subsystems and finished products with the required specifications and quality; the risk we may be required to record a significant charge to earnings if our goodwill or amortizable assets become impaired; risks relating to confidential information theft or misuse, including through cyber-attacks or cyber intrusion; our ability to complete development and commercialization of products under development, such as our pipeline of Wolfspeed products, improved LED chips, LED components, and LED lighting products risks related to our multi-year warranty periods for LED lighting products; risks associated with acquisitions, divestitures, joint ventures or investments generally; the rapid development of new technology and competing products that may impair demand or render our products obsolete; the potential lack of customer acceptance for our products; risks associated with ongoing litigation; and other factors discussed in our filings with the Securities and Exchange Commission (SEC), including our report on Form 10 - K for the fiscal year ended June 25, 2017, and subsequent reports filed with the SEC.

If volatility was down 5 percent, you were up 5 percent on a daily basis.

«Based on the calmer behavior of the volatility index, he thinks we may have already bottomed and a rally could be right around the corner,» Cramer said.

Expected volatilities are based on a review of a peer group of publicly traded apparel retailers.

The strategy behind TRX's investments is based on whats called a recurring revenue model which avoids the volatility normally associated with the stock market and other investments.

I believe this is the result of our unique, actively - managed quant models and nimbleness to act based on market volatility, money flows and other factors.

Based on the downside capture ratio of the MSCI Minimum Volatility indexes relative to their parent MSCI indexes, since the inception of each MSCI Minimum Volatility index.

Volatility profiles based on trailing - three - year calculations of the standard deviation of service investment returns as of February 28, 2017.

And for taxable accounts with balances over $ 500,000, the robo - advisor offers «advanced indexing,» where it weights the stocks in a portfolio based on various factors, including low volatility and high dividend yield, to further power potential returns, all for the same advisory fee that applies to all accounts.

This week has featured extreme volatility tied to derivatives based on the VIX.

Consider this simple example with a three - instrument portfolio comprised of a S&P 500 ETF, a long - term bond ETF and a cash - proxy ETF.1 Based on daily returns since 2010, the annualized volatility on the cash proxy (a short - term bond ETF) is effectively zero, compared to 16 % and 15 % for the stock and bond ETFs.

The CBOE Market Volatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market voVolatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market volatilityvolatility).

Based on liquidity and volatility, the bank may reconsider.

But once you choose to target a level of risk based on your goals, time horizon, and tolerance for volatility, diversification may provide the potential to improve returns for that level of risk.

Combined, these instances capture a cumulative 97 % loss in the S&P 500, but there's really not much difference based on the 200 - day moving average, except that the market tends to experience more violent declines and somewhat stronger rebounds (that is, higher overall volatility) when the S&P 500 is below that average.

Still, we can expect a certain amount of day - to - day volatility in the Strategic Total Return Fund based on the day - to - day fluctuations in precious metals shares.

«Our expectation is for pockets of volatility on an idiosyncratic basis around these events, rather than a wholesale sea change of volatility,» said Ben Robins, portfolio specialist at T. Rowe Price.

Beyond the absurdity of basing investment decisions on a temporary weather event, these recommendations can be harmful to investors because they involve some stocks with very shaky fundamentals at a time when market volatility makes investing in strong businesses all the more important.

Volatility is also quite high, moving approximately 4.5 % per day based on Average True Range (ATR) divided by price.

Notes: The chart shows expected volatility based on current index weights and a constant - weighted 201 months of history.