Sentences with phrase «by a fundamental measure»

In 2005, the firm launched its Research Affiliates Fundamental Index, or RAFI, which weights companies by fundamental measures of size, rather than by each company's market value.
A mutual fund that invests in companies which it determines to be underpriced by fundamental measures.

Not exact matches

The Company believes that discussion of these additional non-GAAP measures provides investors with meaningful comparisons of current results to prior periods» results by excluding items that the Company does not believe reflect its fundamental business performance.
Either way, new Fed Chair Jerome Powell's measured and steady performance before Congress and the media reassured investors, settling the markets somewhat against a backdrop of supportive fundamentals, led by globally synchronized growth, massive new fiscal stimulus and robust corporate earnings.
The WisdomTree Japan Hedged Equity Index measures the performance of Total Market securities and is selected by a Fundamental process.
The Sector Scorecard's proprietary methodology measures the relative attractiveness of each sector as measured by 4 key factors: business cycle, fundamentals, relative valuations, and relative strength.
JSMD aims to pick outperformers from the small - and midcap spaces by selecting stocks with strong growth fundamentals (measured by ROIC, revenue growth, profit margin expansion, operating profit growth, and EPS growth).
The Importance of Measuring Returns Peak - to - Peak Stock returns equal income, plus growth in fundamentals, plus changes in valuation By John P. Hussman, Ph.D..
On a more fundamental level, the negotiations remain at an impasse over a collection of U.S. proposals dubbed «poison pills» by U.S. Chamber President and CEO Thomas J. Donohue, including the proposed sunset clause, an extreme approach to rule of origins for the auto and textile / apparel sectors, and measures that would undermine investment protection, government procurement, and trade in seasonal produce.
The Price Support Breach Count — A Very Handy Indicator For the record, I'm not a technical analyst, at least not by this measure: About 65 % of my research is based on fundamental factors, 20 % is based on investor behavior patterns, and 15 % is based on technical indicators like my price support breach counter.
Stocks that are significantly undervalued by quantitative measures often experience a reversion to the mean, their price eventually becomes more inline with their fundamental value.
It is our faith that the fundamental change wrought in the individual by regeneration is a dynamic process which by growth in grace moves toward «mature manhood, to the measure of the stature of the fullness of Christ.»
It is our faith that the fundamental change wrought in the individual by regeneration is a dynamic process which by growth in grace moves toward «mature manhood, to the measure of the structure of the fullness of Christ.»
This takes the widely accepted fact that the strength of basic forces of the universe, as measured by fundamental physical constants, are exactly right, and «fine - tuned», for a development upon the Big Bang which produced planets like ours, fit for the evolution of life.
First, the Declaration of Independence generally offers a vision of rights (at least fundamental ones) in which rights precede government, measure government, and in fact provide a justification for rebellion when violated by government.
Bohm (1969, p. 18) has said that our physical theories are at present in a state of flux, that may lead to radical changes in them, such that current fundamental ideas, based on measure and metric, may also have to be replaced by new ideas, based on order.»
There are fundamental differences between the two regarding the nature and purpose of marriage, which in a secular society means, inevitably, that the state's understanding of marriage is going to prevail, and be enforced by coercive measures.
The measures «do not address the fundamental implication of the very serious decline in commercial fishing productivity and the damage that present fishing practices and other activities are doing to the marine ecosystem,» Ms Lucas added, commenting on a report by the Royal Commission on Environmental Pollution 2004.
By measuring one of nature's most fundamental constants more precisely than before, scientists have tested proposed tweaks to the standard model, the theory governing fundamental particles.
Furthermore, the fundamental frequency of male wing beats have been measured at 500 to 900 Hz, far lower than the high - pitched tone emitted by Fugue FM.
By measuring the relationships between electric current, voltage and the pull of gravity, scientists can determine a number of fundamental values, including Planck's constant.
The advance of fundamental molecular aging is measured by looking at the telomeres in our DNA.
Locks are the most basic of measures, and provide a fundamental layer of security, which will prevent crime by deterring criminals and slowing them down when trying to break in.
We added to this literature by investigating the impact of the Swedish voucher scheme on a fundamental democratic goal of schooling, social cohesion, measured as civic attitudes of students toward ethnic minorities and immigrants.
Ask questions to uncover students» mathematical reasoning, and measure fundamental skills required by the Common Core State Standards in mathematics for grades K — 3 in both English and Spanish.
Return on Assets (ROA) is a fundamental measure of profitability based on how much net income is generated by a company's assets.
RAFI Fundamental Index ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting exFundamental Index ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting exfundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.
Value investing relies on buying cheaply priced companies as measured by a ratio of price to company fundamentals.
The Subadvisor's portfolio decision - making process is primarily quantitative and driven by proprietary models which rank securities based on fundamental measures of value, past performance and indicators of recent positive changes.
RAFI Fundamental Index is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting exFundamental Index is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting exfundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.
By weighting stocks in an index fund using these measures of a company's fundamental value, the hope is to underweight stocks that are currently overvalued, while overweighting those stocks that are undervalued.
All stock selection is focused on two key fundamental drivers of long - run equity returns: stock valuations and business quality (as defined by measures of Profitability, Stability and Financial Strength).
The results of our analysis are generally a bit stronger when the aggregate valuation measure is used, but three of eight factors (value blend, momentum, and investment) and two of eight smart beta strategies (Fundamental Index and dividend index) show a stronger correlation when the P / B valuation measure is used.11 The aggregate valuation measure is likely stronger because it captures differences in profitability that can be missed by P / B.
We also believe that for an index, or almost any general aggregate for that matter, corporate fundamentals can be measured by accounting earnings and accounting net asset value per share, i.e., book value.
For instance, in the year ending September 30, 2016, the Citi RAFI Sovereign Developed Market Bond Index, an index that anchors on fundamental measures of a country's size relative to the world economy, underperformed an issuance - weighted index by approximately 1.5 %.
Fundamental Analysis: Method to forecast futures prices by attempting to measure the intrinsic value of a particular future.
The Importance of Measuring Returns Peak - to - Peak Stock returns equal income, plus growth in fundamentals, plus changes in valuation By John P. Hussman, Ph.D..
The dividend, multi-factor, contrarian, fundamental, and Fundamental Index strategies have positive four - factor Fama — French alphas, 28 and by either or both measures the multi-factor, contrarian, fundamental, value, small, and Fundamental Index strategies have positive value - add results.29 Based on these results, it would seem that the smart beta crowd may be ontofundamental, and Fundamental Index strategies have positive four - factor Fama — French alphas, 28 and by either or both measures the multi-factor, contrarian, fundamental, value, small, and Fundamental Index strategies have positive value - add results.29 Based on these results, it would seem that the smart beta crowd may be ontoFundamental Index strategies have positive four - factor Fama — French alphas, 28 and by either or both measures the multi-factor, contrarian, fundamental, value, small, and Fundamental Index strategies have positive value - add results.29 Based on these results, it would seem that the smart beta crowd may be ontofundamental, value, small, and Fundamental Index strategies have positive value - add results.29 Based on these results, it would seem that the smart beta crowd may be ontoFundamental Index strategies have positive value - add results.29 Based on these results, it would seem that the smart beta crowd may be onto something.
By these measures, momentum, illiquidity, and low - volatility strategies score badly, suggesting high trading costs and low capacity, while value and quality strategies tend to score well, as do low - turnover strategies such as indexing, equal - weight, and Fundamental Index ™.
Alicja Kwade is an artifex of cosmic memory, an alchemical artist who rather than changing lead into gold keeps asking fundamental questions about our origin, our place in the universe, our future, and deconstructing what we think of as our most familiar reality, uncovering mysterious, previously unknown details, measure by measure.
As the authors state, these fluxes reflect fundamental characteristics of the climate system and have been well measured by satellite instrumentation in the recent past — although (multi) decadal internal variability in them could be a confounding factor.
According to Lynas, Rockström and his associates — referred to by Lynas as the «planetary boundaries experts group» — believe that they have identified nine fundamental measures of the planet's ecological health that human development must not interfere with, if ecological catastrophe is to be avoided.
I think that pointing to ocean heat content is the best response that can be made to anyone who thinks warming has stalled — surface air temperatures are not the definitive measure of climate change and I'd like to see the habit of treating it like it is replaced by reference to more fundamental measures of change like heat content of oceans (plus land, ice and atmosphere).
Science deals with probabilities, not certainties, and there's always a small chance that what's currently considered to be caused by X is actually caused by Y. That's fundamental to the scientific method of «hypothesize, measure, compare measurements to hypothesis, update hypothesis, measure again» ad infinitum.
The suggested policing of the internet by ISPs will be undermined at a far more fundamental level, via the use of technological circumvention measures such as encryption.
[4] Quite often, the challenged measures relate to policy areas where member states enjoy wide discretion (if not exclusive competence), which begs the question of whether the measures relate to a «field covered by EU law» if the measures only have to comply with the fundamental freedoms and the principle of non-discrimination and have no direct connection to the requirements of specific EU acts (such as directives and regulations).
What is a proportionate measure to ensure that the database is effective for the purpose of tackling crime without encroaching upon our fundamental right to privacy as afforded by Art 8 of the European Convention on Human Rights (the Convention)?
Given that many Member States had in general implemented the DRD in a manner which was compliant with fundamental rights, the AG suspended the effects of the finding that the DRD was invalid pending the adoption by the EU legislature within a reasonable period of measures to remedy its legal flaws [158].
29 That said, where a court of a Member State is called upon to review whether fundamental rights are complied with by a national provision or measure which, in a situation where action of the Member States is not entirely determined by European Union law, implements the latter for the purposes of Article 51 (1) of the Charter, national authorities and courts remain free to apply national standards of protection of fundamental rights, provided that the level of protection provided for by the Charter, as interpreted by the Court, and the primacy, unity and effectiveness of European Union law are not thereby compromised (see, in relation to the latter aspect, Case C - 399 / 11 Melloni [2013] ECR I - 0000, paragraph 60).
National authorities are required to «strike a fair balance between the protection of copyright and the protection of the fundamental rights of individuals who are affected by such measures (para. 43).»
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