Sentences with phrase «capture value premium»

The just launched ValueShares US Quantitative Value (QVAL) ETF appears to be an efficient, transparent, well formulated, and systematic vehicle to capture the value premium historically delivered by the US market... and maybe more.

In summary, evidence from simple tests with available data (about 16.5 years) does not support a belief that investors can reliably capture a value premium via popular value - growth ETFs.

BeyondProxy linked to this rare footage of Cundill speaking of his investment philosophy (Value) and approach to capturing the value premium.

And indeed research shows that idiosyncratic risk captures the value premium and that the value premium is compensation for exposure to time varying risk.

The second anomaly is the almost no actively - managed value fund captures the value premium.

Not exact matches

Options can be add value to one's portfolio in a variety of ways, specifically, maintaining liquidity via maintaining cash to engage in covered put options, initiating positions via being assigned shares strategically prior to or upon expiration of the option contract and capturing premium income via closing out the contract prior to expiration as the shares move in your favor to realize income.

The approaches may not be perfect, but they have been empirically validated, like the capture of value and momentum premiums, to work «for a large group of investors seeking to preserve capital and capture some upside.»

The fund attempts to actively capture returns in excess of the so - called «value anomaly» or premium, first identified in 1992 by Professors Fama and French.

«Investors opt for this approach because they want to capture a return from a particular factor — for example, the value premium, rather than make excess returns from getting market timing right,» he continues.

For many years, active fund managers and institutional investors have often used a factor - based approach either to strategically construct portfolios or to tilt their portfolios toward well - known risk factors, such as low volatility, value, momentum, dividend, size, and quality, to capture the factor risk premium.

The soon - to - be-launched S&P Enhanced Value Indices * are an example of indices seeking to capture the value risk preValue Indices * are an example of indices seeking to capture the value risk prevalue risk premium.

Hsu, Myers, and Whitby (2014) show that from 1991 to 2013 value managers did capture a premium versus the S&P 500 when measured by the buy - and - hold return.

We should obviously expect XCV to have extra exposure to the value factor, while XCS should capture the size premium.

By trading on a single joint profitability and value signal, an investor can effectively capture the entirety of both premiums.»

Completing the rice hulling within the village allows the community to capture more of the value from the rice they grow: a 10 % premium for rice farmers and a 10 % profit for the women - led rice hulling business.