Sentences with phrase «by idiosyncratic factors»

True, the central bank indicated that it would be looking past inflation figures, arguing that the numbers are being skewed currently by idiosyncratic factors.

Not exact matches

Specifically, a recent analysis by Graham Secker, MS & Co.'s European equity strategist, found that recent disappointments in European corporate profits are a function of at least three important factors that may be reversing: idiosyncratic issues related to heavily skewed index exposure to financials and commodity - linked industries; weak operating profit leverage linked to declining emerging market sales; and less aggressive use of buybacks, tax optimization and non-operating cost reductions versus U.S. peers.

Same goes for Smart Beta ETFs that attempt to beat the market by buying more of some stocks and less of others relative to the index based on a handful of idiosyncratic factor exposures.

We assume that the drift in the returns of asset prices consists of an idiosyncratic component and a common component given by a co-integration factor.