Sentences with phrase «decile only»

The first — «Sell at 1SD, Buy at -1 SD» — buys the price - to - book value decile only if the Shiller PE is one standard deviation below its mean, sells into cash if the Shiller PE is more than one standard deviation above its mean, and holds cash until the market falls back below one standard deviation below the mean.

The third — «Sell at 2SD, Buy at Mean» — buys the value decile only if the Shiller PE is below its mean, sells into cash if the Shiller PE is more than two standard deviations above its mean, and holds cash until the market falls back below the mean.

Not exact matches

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.

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.

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.

Those in higher deciles who are affected may only receive Child Benefit.

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.

It is true that these paper report only continuous analysis and do not report the RR per decile, but it is reasonable to assume that the researchers did look at the per decile data, but didn't find something interesting in this data.

Among 4th - grade students in the lowest decile, there was an astonishing 13 - point gain from 2000 to 2003 pre-NCLB; the same group saw a gain of only five points from 2003 to 2007.

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...

The study found, in ranking University of California applicants, Latinos and African - Americans comprised 60 percent of the lowest decile in SATs, but they comprised only 39 percent of the lowest decile in GPA.

The only problem is that all of the research is buried in Greenbackd's 526 posts, most of which are forgettable, regrettable, or both, and some were never published drafts that I held back (I take the Jack Welsh «decile» approach to posting and strangle about 10 % of the posts in the crib.

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.

Indeed, amongst US equity mutual funds, only the lowest fee decile garnered positive net flows over the course of 2016, with all other deciles experiencing net outflows.

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.

Again, though the value decile outperformed by a wide margin over the full period, it only beat the Russell 2000 index in 3 out of 7 years, less than half the time.

I have a proposal for a different investment approach... * considering only the «best» alternatives: «value decile» (best return potential) and cash (lowest volatility / drawdowns).

Below we re-run the tests, but this time instead of kicking all of the portfolio into cash, we put only 75 of the portfolio in cash, and maintain 25 percent exposure to the value decile.

Though the value decile outperformed over the full period, it only outperformed the market in 3 out of 7 years, which means that the value decile underperformed the Russell 3000 more than half the time.

Valuation of the market is not considered since you are not investing in the market, only in the value decile.

But this time, ONLY look at the value decile (using Price to Book or Price to Earnings — something standard to the literature).

It is only over the last 10 years that the monthly returns for the lowest BM decile have been negative.