Sentences with phrase «capitalization size factor»

Not exact matches

The primary size factor for the Shadow Stock screen is determined through market capitalization.

This factor is also referred to as the «small firm effect,» or the «size effect,» where size is based on a company's market capitalization.

Luciano Siracusano, chief investment strategist at WisdomTree explains, «WisdomTree's existing suite of dividend - and earnings - weighted ETFs have typically tapped into the smart beta factors of value, quality and size and, in many instances, have outperformed their market capitalization - weighted benchmarks, while exhibiting relatively low tracking error against those benchmarks.