Sentences with phrase «driver of returns»

Clearly, the market is the primary driver of returns for most large cap funds, regardless if they are passive, smart beta, or active.

As confirmed in the next chart, our model correctly identified equity risk as being the likely primary driver of returns for both 2015 and 2016.

Factors are broad, persistent drivers of returns across equities and other asset classes.

As I said earlier, of the three main drivers of returns, dividend rates have been the most stable over the decades.

This makes value an investment factor — a broad, historically rewarded driver of returns.

Factor - based strategies, use scientific, rules - based technology to focus on specific drivers of return such as momentum, value, quality, size and lower volatility.

In today's convertible bond market, the key driver of returns relates to the value of the underlying equity.

Historically, equities have been the most reliable driver of returns over most periods.

Our equity and fixed income strategies combine rigorous research on the underlying drivers of returns with efficient execution in complex markets.

In a nutshell, this is my problem: First and foremost, I intend to demonstrate that dividends are not drivers of return.

It could be that a simple fixed allocation works plenty fine, and that selling winners and doubling down on losers is the fundamental driver of returns.

We look for value beyond mainstream benchmark indexes, pursue new drivers of return, and take a broader view of market risk with the goal of reducing volatility.

Across sectors, we see that equity risk is projected to be the primary driver of returns (below chart).

Smart beta funds are powered by investment factors, which are broad and historically persistent drivers of return.

A view that value isn't the only historically - proven driver of returns above the broad market, and that an investor could play financials by also targeting quality, momentum and relatively smaller companies within the sector.

Look at all types of drivers of return.

Targets exposure to a factor that has been a long - term driver of returns, such as momentum, quality, size and value

Growth stocks lead Value as Technology stocks were a significant driver of returns, accounting for more than 40 % of the S&P 500 Index gains in Q1.

These funds primarily focus on factors — broad, persistent drivers of returns across equities and other asset classes.

This fund tracks an index designed to outperform the market benchmark over the long term while taking similar risk by focusing on four historic drivers of return: quality, value, low size and momentum.

Examining multiple definitions of each factor leads us to conclude these factors are robust drivers of returns.

Many dividend junkies focus on the numerator in that fraction (the high dividend amount), but the real driver of the returns is the denominator: the lower price.

Using historical drivers of returns (i.e. historical operating profits, market value of investments, interest rates, etc.) we can assess how Berkshire's stock has tracked a derived intrinsic value over time.

Notably, these risks are also the very same drivers of return for Asia fixed income.

First, of the three main drivers of returns, dividends are the steadiest.

The effect is likely to be minimal and not a primary driver of returns one way or the other.

Efficient access to a portfolio of global developed market large - and mid-cap stocks (ex U.S.) based on an index that focuses on four proven drivers of return: financially healthy firms, stocks that are inexpensive, smaller companies and trending stocks.1

Smart beta strategies capture the power of factors — broad and historically rewarded drivers of returns such as value (buying cheap) and momentum (trending upward)-- to seek higher returns or lower risk.

Just as investors combined blend, growth and value funds in a portfolio, they now have the ability to combine momentum, quality and value factor exposures — more directly targeting these broad, historically persistent drivers of return.

What has been the driver of that return?

They also use our models and performance attribution tools to understand the drivers of return in their portfolios.

Of course, the point about duration still stands — regardless of what drives returns, long duration means that even small changes to those drivers of return can be amplified into very big changes in prices in the short term.

First Quadrant (FQ) believes its edge is derived from a focus on macro phenomena, the drivers of return and careful examination of risk.

We expect earnings growth to take over from multiple expansion as a driver of returns, and the decline in risk premia to largely be offset by a rise in underlying government bond yields.

Factors are broad, persistent drivers of returns that have been proven to add value to portfolios over decades, in accordance to research data from Dartmouth College.

The drivers of return in long / short strategies are primarily at the individual stock level.

First of all, I subscribe to a theory that asset allocation is the primary driver of returns.

The newly launched ETF portfolios are constructed based on the following four drivers of return: value, quality, momentum and low size

The DRS's primary drivers of returns are its buy - and - hold market exposure, its hedging, and its premium collection.

In most circumstances, the drivers of returns in a long / short strategy will be at the individual stock level.

For instance, a 60/40 stock / bond portfolio is much riskier late in the business cycle than it is early in the business cycle because the primary driver of returns (the 60 % stock portion) will tend to become riskier as the business cycle unfolds.

In other words, dividend paying stocks tend to have good earnings, which as previously stated, is the primary driver of return.

The low volatility factor has been shown to be a driver of returns when coupled with other factors.

We have identified four possible stable value investment products and will discuss their key considerations: drivers of returns, ongoing risks, product termination / partial withdrawals, default implications, and other considerations.

This allows for greater emphasis on valuation and therefore greater potential for exposure to «value» as a driver of returns.

This guide covers some of the basics of investing in commodities, from the different types of exposure and vehicles to the primary drivers of returns.

Everything aligned for VOF in 2016 to deliver a blistering +70 % return (in sterling terms): Its substantial capital markets (i.e. non / un-listed) portfolio allocation was a primary driver of a return that was nearly double that of the VN - Index, its NAV discount closed significantly, plus it enjoyed a dramatic boost from sterling's post-Brexit depreciation (VOF shares are now listed in GBP).

Sustainable investment starts with an understanding of the drivers of return for a company, a portfolio or an asset class.

If CF is the main driver of returns, 1.5 %, and especially 1.2 %, will very likely disappoint...