Sentences with phrase «beta indexes»

Choosing a smart beta index fund can be difficult because there are hundreds of them to consider.

Some strategic beta indices focus on a single factor; these indices are designed to include only those stocks that score well based on a particular factor.

There are sector index funds, smart beta index funds, equal weighted index funds, and many others, making it that much more challenging for investors to make sensible investment decisions.

Smart beta indexes stay with a specific niche and their holdings typically don't rotate as often as an active manager.

High beta, value factors among the star performers, while low volatility lags amid heightened appetite for risk The high beta, value and size factors outperformed the broad - market S&P 500 Index by a sizeable margin during the third quarter, with the S&P 500 High Beta Index gaining 12.18 % during the three - month period — outpacing all other Read more -LSB-...]

The IQ Hedge Emerging Markets Beta Index seeks to replicate the risk - adjusted return characteristics of the collective hedge funds using an emerging markets investment style.

Unlike cap - weighted indexes, strategic beta indexes seek to capture specific investment «factors» or market inefficiencies.

The high beta, value and size factors outperformed the broad - market S&P 500 Index by a sizeable margin during the third quarter, with the S&P 500 High Beta Index gaining 12.18 % during the three - month period — outpacing all other factor indexes.

The high beta index closed the session up 0.1 %, while the Nasdaq closed fractionally higher.

The high beta index slid 0.8 %.

In December 2015, S&P BSE launched four smart beta indices based on four factors — momentum, value, low volatility, and quality.

That means even if a smart - beta index manages to outperform before costs, the ETF might still lag once you account for fees, transactions and taxes.

IndexIQ's IQ Hedge Beta Indexes were launched in March 2007 as the market's first family of hedge fund replication indexes.

Like cap - weighted indices, strategic beta indices follow pre-defined rules that prescribe the criteria for inclusion of a stock in an index.

Once investors define their portfolio «bull's - eye,» it is relatively straightforward to determine which mix of smart beta index products and active products would lead to the desired equity holdings.

«We seek to stay at the leading edge of smart beta index development, particularly in the emerging multi-factor space and we are pleased to add a multi-factor dimension to the widely followed US large - cap Russell 1000 Index.»

As the name implies, the S&P 500 High Beta Index measures the performance of 100 stocks within the S&P 500 that have the highest trailing 12 - month standard deviations.

Hence, the factors used by a strategic beta index determine the inclusion and weighting of the index constituents, rather than simply based on market capitalisation.

Strategic beta indexes represent a middle ground on the active - to - passive spectrum.

The concept of alpha became more popular with the advent of smart beta index funds tied to indexes like the S&P 500 and the Wilshire 5000.

The IQ Hedge Emerging Markets Beta Index is the exclusive property of IndexIQ which has contracted with Structured Solutions to maintain and calculate the Index.

While volume on the Big Board spiked by 17.4 %, it eased by 3.8 % on the Nasdaq, allowing the higher beta index to avoid distribution.

They wrote: «In the backtest, the smart beta indices in our sample earned, on average, a 2.8 % annualized excess return.

They test this strategy on combinations of seven indexes comprising a spectrum of risk (listed lowest to highest): BofA Merrill Lynch 5 - 7 Year Treasury Index (Treasuries); CBOE S&P 500 Buy - Write Index (BuyWrite); S&P 500 Low Volatility Index (Low Volatility); S&P 500 Index (SP500); Russell 2000 Index (R2000); Morgan Stanley Cyclicals Index (Cyclicals); and, S&P 500 High Beta Index (High Beta).

Apart from strategic implementation to achieve targeted portfolio risk exposure, single - factor smart beta indices can also be implemented tactically to express macro-investment views.

In the past few years, there has been a veritable explosion of smart beta indexes.

Just about all smart - beta indexes are based on past performance that may not continue in the future.

As completion becomes fiercer, we are likely to see a trend of lower fees in smart beta indexes to further draw out assets from expensive mutual funds.

NEWPORT BEACH, California (June 1, 2015)-- FTSE Russell, the global index provider, and Research Affiliates LLC, a pioneer in smart beta strategies, today announce the launch of new smart beta indexes: the FTSE RAFI ™ Equity Income Index Series.

To address this gap in the market, Research Affiliates and FTSE Russell are introducing these new smart beta indexes, which we built in close collaboration with Source.

So instead Franklin has launched a series of smart beta indexes and actively managed ETFs under the Franklin Libertyshares brand.

Being underweight a country such as Japan in a smart beta index can be uncomfortable, but is not comparable to being outright short JGBs in the decades - old widow - maker trade favored at times by various hedge funds.

The concept of alpha became more popular with the advent of smart beta index funds tied to indexes like the S&P 500 and the Wilshire 5000.

With components weighted according to indicated dividend yield, «Select Div» pioneered the category of dividend indexing and is often considered among the first wave of smart beta indices.

First Asset is a leader in smart beta indexing and will discuss why investors are looking beyond simple cap - weighted indexes and explore what participants need to know about investing in the «next generation» of ETFs.

The latest index - based innovations may be found in what some are calling smart beta indices.

It was rules rules based, and systematic meeting the vague criteria we have for smart beta indexes.

And with the help of my colleague, Justin Bender, we'll take a detailed look at several smart beta indexes and see whether they deliver on their promises.

Seeks to track a Smart Beta index that blends low volatility, quality and value exposures together in a single strategy