Sentences with phrase «decile of»

This inverse relationship between the overall deprivation in a local authority (LA) and their rates of CPP and LAC interventions at each decile of deprivation holds true across all levels of deprivation albeit with variations between individual LAs.

Summary: * Significant experience in Family Office, Endowment / Foundation, Defined Benefit, RIA and Financial Intermediary Markets * Consistently ranked in top decile of asset raisers, most often ranked number one.

Those two papers found that value stocks (defined as the lowest decile of stocks by price - to - book) outperformed glamour stocks (and by a wide margin).

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.

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.

And the ratio of longs to shorts is in the bottom decile of the past seven years!

In the early 2000s, value stocks were unusually cheap, with the median of 100 stocks in the value decile of the Russell 1000 yielding (on an EBITDA / EV basis) 17.5 percent in June 1999, 19.5 percent in June 2000, 16.9 percent in June 2001, and 17.2 percent in June 2002.

The Credit Crisis actually began in the value decile of the Russell 1000 TR on June 4, 2007.

To see how tough it has been for value investors, and the impact of the Magic Formula effect, I backtested the performance of four indexes against the value decile of each (measured by the enterprise multiple or EBITDA / enterprise value — overview of the research on the enterprise multiple here).

This may or may not be valuable, but I'm curious as to what the % return would be if we not only divided the value decile of about 120 stocks to 60 stocks, but even further divided that into halve yet again to about 30 stocks.

Smith, who volunteered for Benjamin Graham at UCLA, concentrates on the bottom decile of price to tangible book stocks and has compounded at 15.3 % over 30 years:

Our model leads us to believe that AAPL offers exceptional franchise characteristics and is statistically cheap, with an EBIT / TEV yield of nearly 21 percent, which is among the very cheapest within the cheapest decile of stocks in the market.

Value (using both forms, B / P and blended) falls in the bottom quintile of its historical valuation in both international and emerging markets; of 12 comparisons (U.S., international, and emerging markets, constructed using both B / P and the blended valuation, and with relative valuation measured versus both P / B and the aggregate measure), 11 suggest value is trading cheap, with 5 in the bottom decile of the historical valuation range.

Thank goodness the relationship is weak, as current valuations for low beta stocks are well into the top decile of historical experience regardless of the valuation measure used.

The blue and yellow dots on the regression lines correspond to the relative valuation of the value factor, equal to 0.13 in March 2016, comfortably in the bottom decile of historical relative valuation.

This 5.2 % yield spread is well into the top decile of the historical range and well over the historical average of 3.9 %.

If I had to be anywhere in equities, however, I'd start in the cheapest decile of the market on a price - to - book basis and work my way through to those with the highest proportion of current assets.

One wrinkle in that theory is that the low price - to - book value studies only examine the cheapest quintile and decile, where I have taken the cheapest 30 stocks on the Google Finance screener, which is the cheapest decile of the cheapest decile.

Doesn't Piotroski's study always take the top decile of high BM firms?

True enough, though many of us are in the top decile of ability, we compete against those in the top percentile.

-LSB-...] the value decile of each (measured by the enterprise multiple or EBITDA / enterprise value — overview of the research on the enterprise multiple here).

The first graph below, in which each data point relates the average socioeconomic index score for a decile of a particular OECD country's students to that decile's average performance on PISA's math test, depicts this relationship.

(The smallest decile of schools would have received an even larger share of the assistance teams, except for a rule requiring that the proportion of students scoring below grade level be statistically significantly less than 50 percent.)

In another study for the Fordham Institute, Loveless found a clear pattern in the late 1990s when states adopted accountability regimes: the performance of the lowest decile of students shot up, while the achievement of the top 10 percent of students stagnated.

Because only 10 % of applicants pass the rigorous admission system, the story goes, the secret is to recruit new teachers from the top decile of available candidates...

For example, In the largest of these studies (Nilsson et al) the RR per decile of protein consumption was 1.00 for all cause mortality and 0.99 for cancer mortality.

Because black and Hispanic youth represented only 7 % of the top decile of test - takers, they represented a minority of most subgroups of applicants, even low - income applicants.

However, London actually contains the highest proportion of people in the bottom decile of wealth in the country.

«The modernisation of Kitimat will transform its performance, moving it from the third quartile to the first decile of the industry cost curve, and cut greenhouse gas emissions by about half,» said Jacynthe Côté, chief executive of Rio Tinto Alcan.

The blue bars show the average annual amount of the tax in cash terms for each decile of household wealth in WAS (to construct the deciles, households in WAS were divided into ten equally sized groups according to net household wealth).

The following chart shows that the best decile of stocks based on the value composite have underperformed the average investment by over -11 % over the last twelve months.

Even though investing in the best decile of a composite of value factors averages out to have excess returns of almost four percent annualized, when looking at shorter investment periods it only works a little better than two out of three years on a one - year basis.

The bank's yield on earning assets is in the bottom decile of large bank peer group.

Wes et al have set up an experiment comparing the performance of the stocks selected by the investors on the VIC — arguably the best 250 special situation investors in the US — and the top decile of stocks selected by the Magic Formula over the period March 1, 2000 through to the end of last year.

You'll notice that the overvaluation at the 2000 peak was really dominated by extreme valuation in the top decile of price / revenue ratios.

Both funds have been in the top decile of international bond funds for the past three years, according to Barron's.

Some bosses might emulate executives like Jack Welch — whose infamous policy of regularly firing the lowest - performing decile of his workforce had workers scrambling — but others might not even realize they're doing it.

The chart below shows the minimum and maximum standardized valuation across the 10 deciles of S&P 500 stocks.

Monetarism has never been proved to work, in fact in all cases it has failed to deliver a FAIR society, only enriching the upper deciles of income in society.

We first examined bees waggle dancing for natural food sources that received stop signals elicited by unknown natural causes (SS naturally elicited): 42 % of these waggle dances ended with a stop signal in the last two deciles of the dance (significantly different from a uniform distribution, χ92 = 33, p = 0.0001).

Panel A shows the relationship between deciles of dietary change and weight change per 4 - year period in the three cohorts separately and combined.

In what may be an important step to making some new instructional materials available during a purchasing freeze, a recently amended bill would allow districts to buy new textbooks for schools scoring in the lowest three deciles of the Academic Performance Index.

They line up all the schools in the state, look at their proficiency scores, and create deciles of performance.

Not exact matches

So if we look at a range of market valuation measures, whether it's Shiller CAPE, whether its price - to - book, whether it's price - to - trailing earnings, price - to - peak earnings, when we look at these measures, they look like they're in the, what we would call, the 10th decile, meaning generally, valuations are cheaper 90 % of the time.

According to one limited partner who has been involved in every Founders Fund pool since 2007, performances have ranked in the «top quartile, if not the top decile» of all VC funds of their vintage (i.e., the category determined by the year the fund closed), with annual returns in the 35 % to 45 % range.

More than 40 per cent of seniors in the tenth decile have earnings from employment, and income from this source accounts for 20 per cent of all income received.

What is most striking about income sources in the third decile is the prominent role of incomes generated by the first two pillars — especially pillar 1.

The third and eighth deciles were chosen to illustrate the variations in income sources on the grounds that they are more representative of high and low incomes than the very ends of the distribution.

In the tenth decile, investment income also accounts for 20 per cent of total income received and this is almost double the 11 per cent of income from this source in the 9th decile, the only other decile where investment income accounts for a double digit portion of total income.

It is probably the top decile in terms of its ability to retain customers and grow revenue.