Sentences with phrase «cumulative return on»

In general, the product is called if the reference asset has a positive cumulative return on the call date.

In general, the product is called if the reference asset has a positive cumulative return on a call date.

If the product's reference asset has a positive cumulative return on the call date, the product is called and investors receive any accrued coupon payments and the face value of the note.

When held for more than one day, cumulative returns on leveraged and inverse ETFs can start to diverge from the cumulative returns on the assets they are designed to track.

Not exact matches

Both oilsands royalties and corporate income taxes are paid on a net revenue basis (yes, oilsands royalties are initially paid on gross revenue, but at a lower rate which applies until cumulative net revenue has provided a small return on initial capital, so it's basically the same thing).

This is nowhere more evident than in returns on retirement saving, which are subject to wide ranges of annual variability and cumulative variability over various time horizons.30 This central aspect of reality does not come to the fore in deterministic modelling.

The Bank of Spain estimated the gross return on Spanish residential investment at 4.2 percent in 2017, almost triple the cumulative yield on 10 - year government debt.

FL currently earns a third - quintile 10 % return on invested capital (ROIC) and has generated a cumulative $ 762 million (12 % of market cap) in free cash flow (FCF) over the past five years.

They focus on a conventional momentum strategy that each month takes equally weighted long positions in past winners (top eight industries) and short positions in past losers (bottom eight industries) based on cumulative returns from 12 months ago to one month ago (12 - 2).

Recent measures such as changes to the Canada Pension Plan, the rollback of planned cuts to Employment Insurance premiums, the introduction of carbon levies and cap - and - trade programs, and significant minimum wage hikes in Ontario and Alberta have a cumulative impact on investment returns and business competitiveness.

As the chart shows, the gold - colored line depicting the cumulative returns achieved on Mondays suffered a steady decline over many years.

Conversely, the blue line depicting the cumulative returns achieved on Fridays developed quite well overall.

Figure 1, which shows the trends in average return on invested capital (ROIC) and cumulative after - tax operating profit (NOPAT) for the sector over the past few years, clearly shows that profits are flat to down and not driving stock valuations higher.

Those investors who have chosen to stay in cash since the market bottom on March 9, 2009 to the end of 2016 fared even worse: they forewent a cumulative return of 300 %, based on the Russell 3000 Index.

Even though the Royals have had the worst cumulative record since 2005, they have the fifth - best return on investment (ROI) over that span.

Using 15 years of audited returns, researchers from Michigan State University and University of Michigan found creating a stock portfolio based on customer satisfaction data achieves cumulative returns of 518 percent.

The fund severely underperformed in 2008 (return of -65.5 %) and 2011 -LRB--34.9 %), so despite its recent rebound and other years of outstanding returns, it has not yet started to generate a substantial RealAlpha ™ on a cumulative basis.

It also returned about 8 % more than the fund on a cumulative basis and with a 59 % lower volatility.

Calculating the cumulative return allows an investor to compare the amount of money he is making on different investments, such as stocks, bonds or real estate.

The fund manager's name is Allan Mecham, his fund is Arlington Value Management, and he is one of a number of managers that you can count on your fingers who have delivered a 400 % cumulative return in the last twelve years.

They focus on average annualized gross return, annualized volatility, annualized gross Sharpe ratio, cumulative return and maximum (peak - to - trough) drawdown (MaxDD) as comparison metrics.

On a cumulative return basis, the fund underperformed its reference ETF portfolio by over 7.7 %; most of that loss occurred over the past two years.

Without going into too much detail, the reason for this is that negative numbers have a greater effect on a cumulative return than positive years do.

Value determined on the basis C / P or E / P combined with GS produced slightly higher cumulative returns averaged across all firms for the period of the study.

But while dividend income has accounted for nearly 50 percent of the long - term nominal annual return on stocks and 75 percent of the real annual return, even these figures dramatically understate the cumulative role played by dividends.

On a simple average basis, ETFs in the study delivered a 1 % compounding return over the trailing five years, translating into a cumulative gain of 6 %.

29 - Jul - 12: Sold off half my Livermore Investments (LIV: LN) holding — no particular change in view, mostly just returning back down to a 3.2 % stake (similar to my original / cumulative stake)-- with the share price now at GBP 26.75 p, a 91 % increase on my Baker's Dozen price of GBP 14p helps too..!

Because management's compounding value here: Tetragon's return on equity was 9 % last year & it's averaged 12.4 % pa since its 2007 IPO, it has a progressive dividend policy, it's launched serial tender offers, and overall it's returned a cumulative $ 1.2 billion (in dividends & share repurchases) to shareholders (since the IPO).

The last paper has some interesting findings on individual countries... e.g. Greece 95 % expected cumulative real return in the next 5 yrs; USA merely 24 % Enjoy!

Figure 2 shows the drawdowns of the long / short strategies (top panel) and the worst cumulative under performance of the long - only strategies relative to the market, i.e., the drawdowns on the long - only strategies» active returns (bottom panel).

Unlike regular term policies, return of premium term life insurance rewards you for keeping the policy by giving a guaranteed return of your total cumulative premium paid on the policy during the level term period, not including substandard (extra charges for health) and rider charges (extra benefits such as disability coverage), if any, which will be paid to the policy owner at the end of the level term period if the policy is then in force.