Sentences with phrase «correlation with equity markets»

The high yield market has had a positive correlation with equity markets for many years when comparing the percentage change in spreads (over Treasuries) for key high yield indices vs. the percentage change in level for equities, and this correlation has become even more pronounced since the global financial crisis.

«The U.S. dollar has a negative correlation with equity markets because of its safe haven status, so having exposure can be a good source of diversification.»

It is well - known that implied volatility exhibits a strong, negative correlation with equity markets and often spikes up during market turmoil.

Other absolute return strategies with low, or negative, correlations with equity markets are attractive too.

Not exact matches

And looking at the overall trend during that period, it is clear that correlation with the broader equity market has not been fully established in the data.»

It's a (mostly) short term, higher risk, higher reward place to invest cash that has a low correlation with the stock market, but is far more passive than buying and managing properties, has more opportunity for diversification than private placements (minimums of 5 - 10K, rather than 100K), and most of the equity offerings (and all of the debt offerings) provide monthly or quarterly incomes.

Since ETFs come in many flavors of asset classes, those with a low correlation to the direction of the US equity markets (commodity, currency, fixed income, etc.) sometimes present low - risk swing trade setups that are largely independent of broad market trend.

But in bear markets, my strategy is a combination of selling short former leadership stocks as they break down (click here to see how it's done) and buying ETFs with low to nill correlation to the equities markets (such as commodities, currencies, fixed - income, and international).

ACM's aim is to deliver strong absolute returns in all market environments, with relatively low volatility and low correlation with overall equity markets.

For example, in the prelude to the Asian crisis in 1997, the U.S. equity market had a relatively low correlation, around 0.32, with non-U.S. stocks.

Most equity markets in the region were relatively flat over the past year, but SG offered its clients the opportunity to capture volatility spikes with its Vinci Index, which has a negative correlation with equities.

The S&P 500 and NASDAQ Composite indices tumbled 3.2 % and 5.2 % respectively during the same period, which is a great example of why it pays to trade ETFs with a low correlation to the direction of the stock market when equity sentiment turns bearish.

For example, in the prelude to the Asian crisis in 1997, the U.S. equity market had a relatively low correlation, around 0.32, with non-U.S. stocks.

They have zero to minimal correlation with Chinese equities, other emerging markets or any non-U.S. stock market.

Exposure to the US dollar reduces volatility in a portfolio because the currency has negative correlation with the global equity markets.

The targeted result is a defensive strategy which is broadly diversified with low correlation to equity markets.

The portfolio allocates 10 % to real estate, which also has a rather low correlation with the overall equity markets.

The First Asset Long Duration Fixed Income ETF provides exposure to longer dated government bonds, with the higher level of income and lower correlation to equity markets that they provide.

The correlation of the USDJPY with the equity markets simply imply that whatever is taking place in the equity markets around the world is directly affecting the USDJPY and whatever is happening to the USDJPY is also affecting the equity markets.

Floating rate loans have typically performed with low correlation to traditional equity and fixed income markets, providing important diversification benefits for investor portfolios.

It's not just bonds» higher yields that historically have contributed to their downside protection in declining equity markets but also the low correlations bonds have maintained with equities in these events.

In this week's The Hook (March 25, 2013) Hussman discusses his use of market value of U.S. equities relative to GDP, which he says has a 90 % correlation with subsequent 10 - year total returns on the S&P 500:

First, investors exhibit a pronounced «home bias» French and Poterba (1991) report that investors in the USA, Japan and the UK allocate 94 %, 98 %, and 82 % of their overall equity investment, respectively, to domestic equities explain this fact on rational grounds [Lewis (1999)-RSB- Indeed, normative portfolio choice models that take human capital into account typically advise investors to short their national stock market, because of its high correlation with their human capital [Baxter and Jermann (1997)-RSB-.

On the contrary, since the 1940's, the ratio of equity market value to GDP has demonstrated a 90 % correlation with subsequent 10 - year total returns on the S&P 500 (see Investment, Speculation, Valuation, and Tinker Bell), and the present level is associated with projected annual total returns on the S&P 500 of just over 3 % annually.

This demonstrates that as high yield and emerging market bonds have more exposure to credit spreads than duration risk, they tend to exhibit more equity - like properties and a strong correlation with equity volatility.

Market: In reality, just about all stocks (even those with uncorrelated businesses) tend to exhibit a level of correlation with the market — if you invest in equities, that's inescaMarket: In reality, just about all stocks (even those with uncorrelated businesses) tend to exhibit a level of correlation with the market — if you invest in equities, that's inescamarket — if you invest in equities, that's inescapable.

The Pyramis researchers explain that the US dollar, euro and Swiss franc tend to have negative correlation with the global equity markets.

There's an allocation to REITs because real estate tends to have a low correlation with the rest of the equity market.

Over time, small - cap stocks have provided exposure to a segment of the equity market that has offered faster growth, good risk - adjusted returns, and relatively low correlation with larger - cap stocks and other asset classes.

Flexible holdings consist of investments with low correlations to the equity markets.

Floating - rate loans have typically performed with low correlation to traditional equity and fixed - income markets, providing important diversification benefits for investor portfolios.

Gold and bonds often have a very low or negative correlation with equities, because investors flock to these markets during times of crisis.

After the equity market rebounded in early 2009, low interest rates caused a sustained positive correlation of bond returns with those of stocks.

The fund seeks income, and long - term capital appreciation with an emphasis on absolute returns, low volatility, and low correlation to traditional equity and fixed income markets.

Historically negative correlation with major U.S. and international equity markets; low correlation with other markets.