Sentences with phrase «daily total return»

Total return based on the MSCI All Country World Daily Total Return Index, a free float — adjusted market capitalization — weighted index that is designed to measure the equity market performance of developed and emerging markets.

In Exhibit 2, the sample autocorrelation function shows significant autocorrelation in the squared residual series, calculated by the square of daily total return of the S&P 500 subtracted by the long - term average daily return.

The MSCI Daily Total Return (DTR) Methodology reinvests an index constituent's dividends at the close of trading on the day the security is quoted ex-dividend (the ex-date).

After the news, Canadian sovereign bonds, as measured by the S&P Canada Sovereign Bond Index, rallied by 0.45 %, and this continued into Jan. 23, 2015, with a 0.30 % daily total return.

We publish a daily total return index for the S&P 500 and for most of our equity indices.

The S&P U.S. Issued Investment Grade Corporate Bond Index was down 0.72 % for the day, led by the Atmos Energy Corp. 4.15 % January 2043 bond, whose daily total return was -0.03 %.

Calculate daily realized volatility of IEF as the standard deviation of daily total returns over the past 21 trading days, multiplied by the square root of 252 to annualize.

The model calculates the realized portfolio volatility (annualized daily volatility) based on daily total returns, and then either increases or decreases the equity exposure of the portfolio to maintain the target risk level.

Volatility calculations are based on the standard deviation of daily total returns.

The calculated performance number can be volatility adjusted, in which case the model adjusts the asset return performance by calculating the average daily return over the timing period divided by the standard deviation of daily total returns over the volatility window period.

Not exact matches

iPath Bloomberg Sugar Subindex Total Return ETN (SGG) Key Statistics Daily Close 27.38 Long - Term Trend (100 SMA) Bearish Minor Support Level 26.45 Minor Resistance Level 29.10 Major Support Level 23.79 Major Resistance Level 99.32 Minor Buy Signal 30.00 Minor Sell Signal 26.12 Major Buy...

Using daily closes of the S&P 500 Total Return Index and T - bill yields during October 1928 through October 2015, they find that: Keep Reading

Using daily levels of alternative gold assets and the S&P 500 Total Return Index as a reference asset during July 1987 through June 2010 (for bullion and gold mutual funds) and February 2005 through June 2010 (for all gold alternatives), they find that: Keep Reading

Once ES balances returned to more normal levels, use of intra-day repos picked up again; banks have recently undertaken about $ 5 1/2 billion a day, or about 5 per cent of total daily RTGS payments.

Using daily S&P 500 Total Return Index returns, Barclays US Aggregate Bond Index returns and closing bid / ask quotes for S&P 500 Index options equity options (with returns calculated in excess of the risk - free rate) during 1996 through 2015, they find that:

Using daily returns for the Vanguard Total Bond Market Index Fund (VBMFX) and the Vanguard Total Stock Market Index Fund (VTSMX) as proxies for their respective markets over the period 6/20/96 through 6/30/08, along with contemporaneous U.S. economic data, they conclude that:

Using daily and monthly total (dividend - adjusted) returns for the specified assets during February 2006 (limited by DBC) through August 2017, we find that: Keep Reading

Using daily returns for the Vanguard Total Bond Market Index Fund (VBMFX) and the Vanguard Total Stock Market Index Fund (VTSMX) as proxies for their respective markets over the period 6/20/96 through 6/30/08, along with contemporaneous U.S. economic data, they conclude that: Keep Reading

Specifically, the SNA is asking to: keep the level of whole grains in the total number of grain foods served at 25 %; avoid further reductions in sodium; eliminate the requirement that kids take fruit or a vegetable with their meal (returning to the old system in which kids could — and often did — pass up those healthful foods); and allow schools to sell on a daily basis a la carte items like pizza and fries, as opposed to the current plan which would allow these items to be sold only on the same day they appeared on the main lunch line.

Total returns are calculated using the daily 4:00 pm Eastern Time net asset value (NAV).

Using daily and monthly (approximated) total returns of the S&P 500 Index and the Dow Jones Industrial Average (DJIA), along with the U.S. Treasury bill (T - bill) yield as the return on cash, during January 1950 through December 2012, he finds that: Keep Reading

The daily calculation of total return indices began in 1988 with the S&P 500.

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.

Total returns are calculated using the daily 4:00 p.m. Eastern Time net asset value (NAV).

Analyzing the S&P GSCI Crude Oil roll return for the period between January 1987 and November 2017 (a total of 370 observations) showed that during this period, daily oil production increased or decreased relatively equally.

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

The daily marked - to - market value of a swap is based upon the daily performance of the reference index, which is calculated on a total - return basis • The counterparty to a swap in a Horizon's TRI ETF must maintain the following minimum long - term debt credit rating: A (DBRS), A (Fitch), A2 (Moody's), A (Standard & Poor's).

GFS also provides the Funds with accounting services, including: (i) daily computation of net asset value; (ii) maintenance of security ledgers and books and records as required by the 1940 Act; (iii) production of a Fund's listing of portfolio securities and general ledger reports; (iv) reconciliation of accounting records; (v) calculation of yield and total return for a Fund; (vi) maintenance of certain books and records described in Rule 31a - 1 under the 1940 Act, and reconciliation of account information and balances among the Funds» custodian and Adviser; and (vii) monitoring and evaluation of daily income and expense accruals, and sales and redemptions of shares of the Funds.

The fund may loan portfolio securities to qualified broker - dealers or other institutional investors provided: (1) the loan is secured continuously by collateral consisting of U.S. government securities, letters of credit, cash or cash equivalents or other appropriate instruments maintained on a daily marked - to - market basis in an amount at least equal to the current market value of the securities loaned; (2) the fund may at any time call the loan and obtain the return of the securities loaned; (3) the fund will receive any interest or dividends paid on the loaned securities; and (4) the aggregate market value of securities loaned will not at any time exceed one - third of the total assets of the fund, including collateral received from the loan (at market value computed at the time of the loan).

Sales Associate — Diamond Works, Philadelphia, PA — 2/2007 — 4/2009 • Performed accurate calculations on the spot to inform customers of purchasing totals and savings amounts • Pitched and closed sales successfully with an average 85 percent of weekly walk - ins • Upheld a clean and comfortable work environment with daily sanitizing and organizing duties • Informed customers of return policies, order processing and delivery timeframes, and warranties for every product purchased • Awarded Employee of the Quarter for five consecutive quarters for consistently achieving the highest number of sales