Sentences with phrase «daily price return»

ProShares may invest in financial instruments (including derivatives) that, in combination, should have daily price return characteristics similar to the fund's benchmark.

‡ ProShares may invest in financial instruments (including derivatives) that, in combination, should have similar daily price return characteristics to the fund's benchmark.

Not exact matches

A woman I work with borrowed against her 401k to buy a ski - in, ski - out condo for around $ 150k during the recession, which she now rents out on a daily basis for a crazy high return, as in her gross rents paid for the entire purchase price after 2 years of ownership, and she's now paid back her 401k loan.

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

Using daily mutual fund returns and spot metals prices during September 1998 through June 2015, they find that: Keep Reading

Using daily futures contract prices for gold, silver, platinum and palladium and daily returns for the stock and bond indexes from the first quarter of 1989 through the second quarter of 2013, they find that: Keep Reading

«Identifying VXX / XIV Tendencies» finds that S&P 500 implied volatility index (VIX) futures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

Criswell says he has given in to the temptation and priced above MSRP on popular vehicles in the past, but he says it's just not worth the ill will it creates with customers, especially Corvette buyers who usually have another car for daily use and are more likely to return for service.

The return to agency pricing by two of the Big Five has had no measurable effect on the Big Five's share of titles on Amazon's daily - sales - based ebook bestseller lists.

Also, remember that the daily changes in fund prices are not terribly important in the long run, so if you are averse to market volatility you may be better off focusing on the 52 week high and low, the YTD, and 3 year return numbers.

The investment seeks to track the price and yield performance, before fees and expenses, 200 % of the inverse daily performance of the Deutsche Bank Liquid Commodity index - Optimum Yield Industrial Metals Excess Return.

Due to the compounding of daily returns, investors should monitor their ProShares Ultra holdings frequently because day - to - day prices can change, sometimes drastically.

Lottery stocks are defined as having negative returns between the maximum daily return and future returns, expected stock - specific skewness (relatively less symmetry in returns), relatively lower prices, a high predicted probability of jackpot (extremely large) returns and high volatility.

Thoese that mean, that if price falls around 60 - 100pips of the daily top (Ny 4pm - 5 pm), it will return above the top, or minimum 30 - 50 pips?Thank you

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

e.g. on a universe of all liquid stocks with pretty generous liquidity filters (price > $ 1, mcap > $ 100 million, on the market for at least 1 year, inflation - adjusted daily dollar volume in the last 63 days > $ 100,000), before friction, and hold for 5 days (no other sell rule), tested on all start dates Sept 2, 1997 forward to Aug 18, 2015 and then averaged CAGR, leaving an average of 3360 stocks in the universe to then test: a. 17.6 % cagr bottom 5 % of stocks left by bad 4 day return (requiring price > ma200 was slightly worse than this at 17.4 %; but requiring price < ma5 was better at 18.1 %) b. 16.0 % cagr bottom 5 % of stocks left by bad 5 day return c. 14.6 % cagr bottom 5 % by rsi (2) d. 14.7 % cagr for rsi (2) < 5 I have tested longer backtests on simpler liquidity filters (since my tests can't use all of the above filters on very long tests) and this still holds true: bad return in the last 4 or 5 days beats low rsi (2) for 1 week holds.

To calculate your daily return as a percentage, perform the same first step: subtract the opening price from the closing price.

Using daily and monthly futures index levels and contract prices for the 24 commodities in the S&P GSCI as available during January 1979 through June 2012, along with contemporaneous returns for a broad sample of U.S. stocks, they find that: Keep Reading

The Price of ETFS Short Gasoline (SGAS) will change daily by -100 % the daily percentage change in the DJ - UBS Gasoline Sub-IndexSM (before fees and adjustments) and accrues a daily capitalised interest return.

It will download an excel file showing the price index, the total return and the net total return (adjusted for withholding tax for non-US investors) with daily data.

The Price of ETFS Short Sugar (SSUG) will change daily by -100 % the daily percentage change in the DJ - UBS Sugar Sub-IndexSM (before fees and adjustments) and accrues a daily capitalised interest return.

Inverse ETFs track daily price changes; over time, an up and down market can lead to a divergence between actual bond value changes and the inverse ETF returns.

Past performance is not an indication of future results and investment returns and share prices will fluctuate on a daily basis.

The Price of ETFS Short Soybeans (SSOB) will change daily by -100 % the daily percentage change in the DJ - UBS Soybeans Sub-IndexSM (before fees and adjustments) and accrues a daily capitalised interest return.

The Price of ETFS Short Grains DJ - UBSCISM (SGRA) will change daily by -100 % the daily percentage change in the DJ - UBS Grains Sub-IndexSM (before fees and adjustments) and accrues a daily capitalised interest return.

Prices based on 7 nights accommodation and include flights from UK (optional), daily breakfast and return shared transfers (optional)

Prices includes Belize City to San Pedro return, hotel accommodation including continental daily breakfast, guided tours in English, meals where specified, entrance fees, transportation between hotels, transfers between airport and hotel, naturalist guides, and taxes.

Price includes Belize City to San Pedro return, hotel accommodation with daily continental breakfast, guided tours in English, meals where specified, entrance fees, transportation between hotels, transfers between airport and hotel, naturalist guides and taxes.

Prices includes airfare from Guatemala to Flores return and Belize City to San Pedro return, hotel accommodation with daily continental breakfast, guided tours in English, meals where specified, entrance fees, transportation between hotels, transfers between airport and hotel, naturalist guides and taxes.

Re # 36 Steve, in the financial world, a time series is created by taking the natural log of the daily closing price of the S&P 500 and than taking the difference to create a returns series, ie r (n) ~ ln (1 + r (n)-RRB- = ln (P (n +1)-RRB--- ln (P (n)-RRB-.

Although the daily return and price data show that there is a negative correlation between Kobayashi's actions and the Bitcoin prices in the short run (daily), it would be best if Kobayashi took a less transparent approach to selling the quantity of coins under his management to avoid frightening investors into another mob - mentality sell - off.

Assistant Manager of a $ 100,000 + a week Store In Charge of Hiring Wrote and Executed Sales, Shrink, and Customer Service Plan Ordered and Worked Load Worked with Vendors and held them Accountable In Charge of Change order from Bank and Daily Deposits Opens and Closes Registers Daily Balances Safe and Nightly Sales Inventories Store Once a Year Execute Weekly Sales Ads and Price Changes, Return Product Withdraws Scan Damages, Check For Outdated Merchandise Review and Analyze Sales and Profit Report Monthly and Execute Action Plan to Improve Sales / Profit Very Knowledgeable in One Hour Photo Knowledgeable in Pharmacy, Can Work in Pickup / Drop off Window Train and Developed Employees to Perform Superior Customer Service Over 30 Years of Customer Service Over 30 Years in Retail Cater to Social club with brother 3 to 4 times a year.