Sentences with phrase «daily returns»

This way, the first daily return of the investment account was the first trading day in 2006, and 10.5 years of subsequent history was available.

The volatility measurement for a motif represents the annualized standard deviation of daily returns on a portfolio holding the same share weights as the motif.

I am calculating daily returns for a position in a futures contract.

He calculates stock market index volatility for a month using daily returns.

Beta is found by statistical analysis of individual, daily share price returns, in comparison with the market's daily returns over precisely the same period.

Your outcome depends to a large extent on the progression of daily returns in the stock market.

The daily outbound flight leaves in the morning, with daily return flights arriving in the evening.

Because available sample periods are very short, we focus on daily return statistics, along with cumulative returns.

Then it would only take a few minutes to update your website with daily returns.

The challenge, though, is that most leveraged ETFs are designed to track daily returns.

Below this lie daily return summaries of the three major indices.

However, leveraged ETFs require complex derivatives and periodic rebalancing to achieve the advertised daily return.

I supported the use of the data due to the very high correlation of daily returns during the overlap period.

The trend of strong daily returns can be seen through the middle of 2011, and then drops off noticeably.

You will be getting daily returns on your coins, which normally would just stay in your wallet and do nothing.

Serving up daily returns in your child's health, happiness and sharp focused mind.

The company promised investors, a $ 10,000 investment would result in a $ 0.25 daily return on investment which could accumulate to over 90 % ROI annually.

Direxion, currently the only outfit offering 3X daily return ETFs, is launching 4 new ETFs with the following ticker symbols already registered: Daily China Bull 3X Shares (CZM) Direxion Daily China Bear 3X Shares (CZI) Direxion Daily Latin America Bull 3X Shares (LBJ) Direxion Daily Latin America Bear 3X Shares (LHB) In addition to these, -LSB-...]

Consider this simple example with a three - instrument portfolio comprised of a S&P 500 ETF, a long - term bond ETF and a cash - proxy ETF.1 Based on daily returns since 2010, the annualized volatility on the cash proxy (a short - term bond ETF) is effectively zero, compared to 16 % and 15 % for the stock and bond ETFs.

Prior to our conversion to real money, we also did not calculate daily returns for the model portfolios, instead relying on monthly return figures (with dividends) provided by the fund companies and third - party providers for the funds owned, performance data we believe to be accurate but could contain errors.

Direxion, currently the only outfit offering 3X daily return ETFs, is launching 4 new ETFs with the following ticker symbols already registered:

Singapore Airlines which operates three daily return services between Singapore and Bali confirmed their optimism in getting double - digits increase, compared to the last year, in number of passengers traveling from Singapore to Bali for the upcoming Christmas — New Year holiday seasons.

Asked about the sustainability of its business model, which roughly offers 1 - percent daily return on investments, the Ethereum founder commented that all signs seem to suggest BitConnect is running a Ponzi scheme.

June 19 and 20 showed the two worst daily returns of -0.72 % and -0.93 %, respectively for the S&P U.S. Issued Investment Grade Corporate Bond Index.

«Identifying VXX / XIV Tendencies» finds that the Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), 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.

They forecast volatility based on one - year rolling historical daily return data.

Complimentary Inclusions: * Full Gourmet Breakfast * Use of River Canoes * Tennis Court * Fitness Centre * Mountain Bikes * Yoga Classes (subject to availability) * Self Guided Rainforest Walks * Daily return scheduled shuttle to Port Douglas * WiFi in main lodge area * TV room with DVD Library * Complimentary Guest Laundry

Package Accommodation 3 nights accommodation in a Bridal Suite Full buffet breakfast daily Return transfers from either Great Barrier ReefAirport (HTI) or Whitsunday Coast Airport (PPP) Sparkling wine and chocolates in room on arrival Free Wi - Fi * Over 20 FREE guest activities Ceremony Ceremony venue of your choice...

Our first of two daily return trips from Gili T, departs from Gili Trawangan at approximately 11:30 am stopping at Gili Air & Bangsal before then continuing on to Serangan, Bali.

For each currency, she first computes 13 even daily return moments over the last month (versus the U.S. dollar) ranging from 4 to 100 and then subtracts from these moments their respective average monthly values over lookback intervals of 12, 24, 36, 48 and 60 months and inception - to - date.

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.

These villas also feature over two hundred and fifty meters squared of private tropical gardens, and there is a free daily return shuttle to Ubud from the villa plus ample parking space and a restaurant.

Specifically, they calculate the average Pearson correlation of daily returns among all 30 stocks comprising the Dow Jones Industrial Average (DJIA) over a specified interval (ranging from 10 to 60 trading days), accounting for occasional index revisions.

For this reason, VIX and SPY daily returns are strongly negatively correlated, as seen in the correlation matrix below.

That's not the only way to make money either, with Football Index's «Buzz» feature allowing you to make daily returns without even having to lift a finger.

To analyze a portfolio, Alpholio ™ requires only daily returns (expressed as percentages) or end - of - day dollar values of the portfolio (for privacy, these values can be scaled up or down through an undisclosed constant factor).

The rolling 90 - day correlation of S&P 500 and 10 - year U.S. Treasury daily returns has been negative for most of the new millennium, but periodic post-crisis «tantrums» have occasionally flipped the relationship.

To test this daily momentum signal, we consider basic daily return statistics and two VXX shorting scenarios: (1) shorting an initial amount of VXX and letting this position ride indefinitely (Let It Ride); and, (2) shorting a fixed amount of VXX and resetting this fixed position daily (Fixed Reset).

The related ETF seeking to deliver three times the inverse of the index's daily return declined by 90 % over the same period.

UltraShort S&P 500 ProShares, whose daily return is double the inverse of the gauge's performance, has attracted $ 950 million since February, data compiled by Bloomberg show.

CDRd = the Contract Daily Return value represented as the percentage change in the Total Dollar Weight of the S&P GSCI on any S&P GSCI Business Day, d

With their fleet of three high speed catamarans capable of carrying up to three hundred passengers, Sealink operate up to eighteen daily return crossings to Magnetic Island with a sailing duration from as little is just twenty minutes.

Effective November 6th, the two daily A332 flights will be replaced by the bigger 257 - seater Airbus A330 - 300 aircraft and another two daily return B737 - 800 services will be operated on the A332 aircraft.

The hotel offers a complimentary daily return Water Taxi to Dubai Marina Mall, the ultimate shopping destination, and the city itself has a range of architectural sites and fabulous activities to enjoy.