Sentences with phrase «decile equal weight portfolios»
Not exact matches
Definitions... $ ValueYield = Current EBIT / EV of value decile $ CashYield = Current yield of treasuries $ DeltaYield = $ ValueYield — $ CashYield $ PortfolioAllocation = Percentage of the portfolio invested in equal weight value decile, with the balance in cash
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Portfolios were constructed by investing equal amounts of capital in the top decile of companies represented by Earnings Yield and then rebalancing monthly to equally weight the evolving constituents of the top decile.
Portfolios were constructed by investing equal amounts of capital in the top decile of companies represented by each value factor and then rebalancing monthly to equally weight the evolving constituents of the top decile.