Sentences with phrase «broader market risks»
Fair - value accounting assumes that broader market risks — like another recession or financial instability — carry a cost that counts against revenue.
https://www.vox.com/ Not exact matches
It's worth noting, however, that while investing in companies for their cash distributions is a relatively risk - averse way to grind out returns, it's not necessarily a strategy that will keep pace with the broader market.
«We feel that this kind of investing at this part of the cycle gives us much better risk reward than let's say the broad beta,» or the broader market's return, she said.
Systematic risk: Some risks facing the company are not unique to that business in that market, but are faced by all firms operating in the broader, general marketplace.
«You're putting the housing market at risk, and the broader economy.»
Google (goog) will ban online advertisements promoting cryptocurrencies and initial coin offerings starting in June, part of a broader crackdown on the marketing of a new breed of high - risk financial products.
In contrast to large - company funds that hold upwards of 50 stocks — which leads them to become «closet indexers,» matching the risk and return of the broad market — its funds hold about 30.
But by marketing to a broader audience, Artemis risks having it appear that its brand has «sold out.»
«The idea is that as institutional investors seek out increasingly higher levels of risk / return, that Bitcoin may represent the most risky / potentially highest return available, and hence could be evolving quickly into a primary barometer / leading indicator for broader financial markets and risk appetite.»
This gets at the broad backdrop for risk - taking, and certainly can relax as markets stabilize, and are still very consistent with a strong risk - taking environment that can support equities.
While regional differences reveal a mix of threats that concern CEOs, they share a common increasing worry about broader societal developments — geopolitical uncertainty, terrorism, and climate change — rather than direct business risks such as changing consumer behaviour or new market entrants.
Factors that could cause or contribute to actual results differing from our forward - looking statements include risks relating to: failure of DBRS to rate the Notes at the anticipated ratings levels, which is a closing condition, or at all; changes in the financial markets, including changes in credit markets, interest rates, securitization markets generally and our proposed securitization in particular; the willingness of investors to buy the Notes; adverse developments regarding OnDeck, its business or the online or broader marketplace lending industry generally, any of which could impact what credit ratings, if any, are issued with respect to the Notes; the extended settlement cycle for the scheduled closing on April 17, 2018, which may exacerbate the foregoing risks; and other risks, including those described in our Annual Report on Form 10 - K for the year ended December 31, 2017 and in other documents that we file with the Securities and Exchange Commission from time to time which are or will be available on the Commission's website at www.sec.gov.
What's more, the returns of such a portfolio outperformed those of the S&P 500, resulting in a risk - adjusted return that's 50 percent higher than that of the broader market.
He continued to try to coax provinces into voluntarily joining a national regulator, but also began drafting a law allowing Ottawa to regulate some of those broader risks the court mentioned, including murkier corners of capital markets like over-the-counter derivatives, often blamed for the much of the 2008 global credit meltdown.
For example, an NEO's RSUs could be forfeited, and Shares at Risk recaptured, if during 2010 that NEO participated in the marketing of any product or service without appropriate consideration of the risk to our firm or the broader financial system as a whRisk recaptured, if during 2010 that NEO participated in the marketing of any product or service without appropriate consideration of the risk to our firm or the broader financial system as a whrisk to our firm or the broader financial system as a whole.
The chart depicts observed historical risk based on the performance of broad diversified indexes named in the disclosure for the chart «Drifting into risk as stock markets rise.»
Though risks and performance vary by country, we see potential among the broader group of emerging markets, and in particular emerging Asia.
As always, the strongest prospective market return / risk profile is associated with a material retreat in valuations followed by an early improvement in broad measures of market internals.
Now that the change to an overall bearish sentiment has been confirmed, we are now patiently waiting for an eventual bounce in the broad market that will provide us with ideal, low - risk entry points on new short positions or inversely correlated «short» ETFs.
Furthermore, one could be looking to establish new short positions when the broad market starts bouncing into its new resistance levels, which would thereby create positive reward to risk ratios and low - risk entry points for selling short and / or buying inversely correlated «short» ETFs.
Still, even in an environment where the market trades in a range of high valuation, it is appropriate to hedge exposure to risk at points where conditions are overvalued, overbought, and overbullish, and to establish more constructive exposure when conditions are overvalued, but oversold on a short - term basis (provided that the broad tone of market action still indicates a general willingness of investors to speculate).
The fact that this ratio is now at the bottom band for most broadly defined stock indices suggests that the risk of continued underperformance by the broad market - versus large - cap indices - is substantially less than it was on April 5th, or even June 30th, when the most recent downdraft started.
In fact, I have long thought that one of the biggest risks in investing is that you dramatically underperform the broad market, and a low - cost index fund basically ensures that you won't do that.
We still have some exposure to «basis risk» - the risk that our stocks perform differently than the indices we use to hedge, but given that both the broad market and some of our industry group holdings are oversold relative to the S&P 100, I believe that the some of this potential for basis risk was reduced by the recent decline.
In fact, despite the added risks and work they entail, many see alternative investments as the perfect antidote to the anemic returns forecast for the broad - based equity and bond markets.
The quality portfolio may have higher risk - adjusted returns than the broad market, but it will also likely have lower overall returns due to the lower yield.
Our industry experience and risk management processes, coupled with our broad diversification across markets, regulatory regimes, and technologies, offers our investors a unique value proposition.
However, these higher yielding bonds are often the most risky, resulting in a lower risk - adjusted return than the broad market.
Trend uniformity measures the broad internal action of the market across a wide range of individual sectors, security types, and gauges of risk premiums.
Your $ 27,000 a year is great after a nice bull market, but what is the inflation rate, risk free rate, and the past several years of broader market returns in Australia?
Since ETFs come in many flavors of asset classes, those with a low correlation to the direction of the US equity markets (commodity, currency, fixed income, etc.) sometimes present low - risk swing trade setups that are largely independent of broad market trend.
The bottom line: Investors are being offered better returns for taking risk in the low - return landscape, and a portfolio allocation to a broader, diversified mix of assets — including alternatives, global equities and emerging market (EM) assets — can potentially help improve returns, in our view.
Again, shifts in the Market Climate are not forecasts about future returns, except in the broadest terms of average return to marketMarket Climate are not forecasts about future returns, except in the broadest terms of average return to marketmarket risk.
Valuations are the primary driver of long - term returns, and the risk - preferences of investors — as conveyed by the uniformity or divergence of market action across a broad range of individual stocks, industries, sectors and security types (including credit)-- drive returns over shorter portions of the market cycle.
Third and finally, the traditional story misses the real function of private banks, which is to solve an information problem in the purest Hayekian senses. That is, banks are or should be specialists in risk assessment and risk taking. They should know their client, understand the local market and have their pulse on the broad economy. Arguably, if properly structured, they can and should do this better than other entities such as governments. In other words, the proper role of banks should be underwriting — lend money, hold the debt, and bear the risk. Which is a long - winded way of getting to the main point of this post.
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.
Before the end of April, when the market started its gut - wrenching descent, «the combination of return generation and risk diversification was part of a broader virtuous circle for fixed income, which also included significant inflows to the asset class and direct support from central banks,» El - Erian writes at the start of his viewpoint, noting that in addition to delivering solid returns with lower volatility relative to stocks, the inclusion of fixed income in diversified asset allocations also helped to reduce overall portfolio risk.
The retail sector is divided into seven segments, all of which confer greater risk than the broader market.
We see evidence of these financial risks in pockets of credit but not in the broader market.
The most accurate metric for measuring a sector's risk against that of the broader market is the beta coefficient.
BSCK largely mirrors the broader market, with somewhat lower risk, as it holds a basket of industrial and financial institution debt.
Similar to the Yellowstone experience, investors are increasingly forgoing risk - hedging in broader asset markets following years of policy - led volatility dampening, and the BIS highlighted the following in regards to signs of market complacency:
You benefit from potential long - term growth and exposure to the broad stock and bond markets, while assuming market risk.
Our research shows that constructing a portfolio holding tax - efficient broad - market stock investments in taxable accounts and taxable bonds in tax - advantaged accounts can minimize taxes and add up to 0.75 % of additional net return in the first year, without increasing risk.
The developments in the sub-prime mortgage market should really be seen in the context of the broad - based repricing of risk that has occurred since last August.
If that keeps up, it would be good news for those economists and market watchers who believe that too many condos are going up in the country's most populous city (in the last year the central bank has highlighted the potential risks that the rising supply of condos poses to Canada's housing market and broader economy).
The «broad market» in fixed income is typically measured by the Bloomberg Barclays U.S. Aggregate Index (Bloomberg Barclays Aggregate), which is market - cap weighted and has historically had an approximately 90/10 split between interest rate risk and credit risk.
Because risk - seeking investors tend to be indiscriminate about it, we find that the best measure of risk - seeking is the uniformity of market internals across a broad range of individual stocks, industries, sectors, and security types, including debt securities of varying creditworthiness.
Finastra is the third largest financial services technology company in the world, providing a broad portfolio of banking, capital markets, investment management, and risk solutions to the financial services industry.
We think our industry experience and risk management processes, coupled with our broad diversification across the renewable energy markets, regulatory regimes, and technologies, offers North Sky's investors unique access to the clean energy industry.