Sentences with phrase «correlated with the equities market»

These characteristics help make them less correlated with the equities market as well as the fixed rate bond markets.

«Currency exposure adds a hidden asset class that is generally not correlated with the equity markets,» he says.

Credit risk has been positively correlated with the equity market.

«We are excited to partner with Warrington Asset Management to manage the Rational Hedged Return Fund with a strategy designed to produce returns that are not correlated with equity market returns.»

Not exact matches

Along with the steepest equity valuations in U.S. history outside of 1929 and 2000 (on measures that are actually reliably correlated with subsequent market returns), private and public debt burdens have reached the most extreme levels in history.

Some interesting stuff to note: watch how REITs (VNQ) become more closely correlated with equities during the financial crisis, how distant emerging market debt (EMB) is from everything else, and the changing relationship between silver (SLV) and gold (GLD).

At this point, obscene equity valuations are already baked in the cake on valuation measures that are reliably correlated with actual subsequent stock market returns.

Last week, the U.S. equity market climbed to the steepest valuation level in history, based on the valuation measures most highly correlated with actual subsequent S&P 500 10 - 12 year total returns, across a century of market cycles.

For example, our effort to carefully account for the impact of foreign revenues, and to create an apples - to - apples measure of general equity valuation led us to introduce MarketCap / GVA, which is better correlated with actual subsequent 10 - 12 year market returns than any of scores of measures we've studied.

Using yields derived from the Treasury Inflation Protected Securities (TIPS) market over the past 20 years, equity multiples have been positively correlated with real long - term interest rates.

Bond yield spreads are very highly correlated with the implied volatilities of stocks, and the yield spreads on bond indexes are highly correlated with the implied volatility on broad market equity indexes, like the VIX.

The fundraising is believed to be the largest single investment in litigation funding to date and illustrates the maturing of a market that is now attracting corporate investors drawn to returns that are not correlated with asset classes such as equities or real estate.

We believe that this is the largest single investment ever raised in the litigation funding industry globally, and is an indication of a market that is now attracting corporate investors drawn to returns that are not correlated with asset classes such as equities or real estate.