Sentences with phrase «equal weight based»

Is it because, on an equal weight basis, it has more vitamin C than an orange?

Horizons HEF will rebalance, on an equal weight basis, the portfolio of constituent securities on each Constituent Reset Date.

Horizons HEP will rebalance, on an equal weight basis, the portfolio of constituent securities on each Constituent Reset Date.

Not exact matches

Finally, we ranked locations based on these four factors, and then averaged those rankings, giving equal weight to each factor.

But since only two or three dozen commodities have adequate liquidity, and the energy complex dominates on a trade - weighted basis, an equal weighted commodity index makes the most sense until capacity limits are reached (not a problem now with commodities deeply unpopular).

The following chart, taken from the paper, depicts the average asset mixes of self - directed and advised investors based on equal weighting of individual portfolios.

The portfolio illustrations included in this article are intended to show the return differences between a tax location based portfolio and an equal weighted portfolio.

The Rydex S&P 500 Equal Weight sector ETFs are based on the S&P 500 index and the GICS standard.

(Note that these results are based on an equal weighting of each of the Dow components.

Since equal - weighted indices are less focused on mega-cap companies and have a bigger mid-cap base, they're more volatile and may provide better overall returns.

For benchmarks, they consider the value - weighted market portfolio (VW), the equal - weighted market portfolio (EW), the minimum variance portfolio (MVP) and a maximum Sharpe ratio portfolio based on 5 - year moving average actual returns (HIST).

Your ETF index fund might be market cap weighted or equal weight, hedged or derivative -, size - or strategy - based, all of which can affect the fund's performance.

Construction methods include equal weighting, two versions of minimum volatility, three versions of mean - variance optimization, eight versions of reward - to - risk timing (six of which involve factor models) and a characteristic - based scheme that each year estimates stock weights based on market capitalization, book - to - market ratio, gross profitability, investment, short - term reversal and momentum.

His decisions will be based on his religious beliefs rather than science — or at least he'll give them equal weight.

«This is worrisome because there is extensive evidence that weight - based stigma negatively affects health, equal access to employment, earnings, education, and medical care.»

When the challenge is over, all the participants will have an equal chance to win - the winners will be chosen randomly, not based on weight loss.

Dr Greger ranks insulin response of the apple, oatmeal, pasta, beef, and fish based on approximately equal weight of each food, which makes sense to me.

However it has an effective glycemic index of 10 because, on a weight basis, one tenth is required to equal the sweetness of sugar.

The fund had major equivalent positions in the PowerShares BuyBack Achievers Portfolio (PKW; an index - based ETF), WisdomTree MidCap Dividend Fund (DON), Guggenheim S&P 500 ® Equal Weight Technology ETF (RYT), FlexShares Quality Dividend Index Fund (QDF), PowerShares Dynamic Market Portfolio (PWC), and First Trust Large Cap Value AlphaDEX ® Fund (FTA).

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Health Care Index as provided by the Frank Russell Company pursuant to a licensing agreement.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Technology Index as provided by the Frank Russell Company pursuant to a licensing agreement.

For every 100 basis point rise historically, the S&P 500 has risen on average 1.5 %, whereas the S&P 500 Equal Weight rose 4.7 % and the Pure Styles of Value and Growth rose a respective 6.1 % and 7.9 %.

This increase, which will be multiplied by a weighted average rate (GAWA divided by the previous Income Base), equals your the GAWA Increase.1

Giving an equal - weight position to Real Estate based upon GICS's decision would further increase the relative overweights to small sectors and increase the underweight to the major sectors like Technology and Health Care.

So while it is true that there is a bit of a mismatch, or «basis risk» between an equal - weight sector portfolio and the S&P 500, we believe the deep liquidity of S&P 500 options more than compensates for the basis risk.

All of the research Swan conducted prior to implementing the equal - weight approach was based on the idea of Real Estate being a subset of Financials.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Consumer Discretionary Index as provided by the Frank Russell Company pursuant to a licensing agreement.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Materials andProcessing Index as provided by the Frank Russell Company pursuant to a licensing agreement.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Producer DurablesIndex as provided by the Frank Russell Company pursuant to a licensing agreement.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Financial ServicesIndex as provided by the Frank Russell Company pursuant to a licensing agreement.

Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell 1000 ® Equal Weight Consumer StaplesIndex as provided by the Frank Russell Company pursuant to a licensing agreement.

The Lipper ratings are subject to change every month and are based on an equal - weight average of percentile ranks for the Total Return, Consistent Return and Expense metrics over three -, five -, 10 - year and overall periods.

However, not all factors are created equal, and these five are weighted based on how important they are to your score:

The Fund provides a rules - based, approximately equal - weighted approach to municipal investing with the objective of seeking current income exempt from regular federal income tax.

The fund equal - weights its holdings and sticks to rules - based indexing.

Four of the new Questrade Smart ETFs are equal - weighted sector ETFs covering US technology, health care, consumer discretionary and industrials and two are more broadly based US midcap funds.

Fundamentally weighted or equal - weighted indexes are based on a published benchmark, they are rules - based, they will have lower turnover than an active strategy, they are likely to be more diversified, and you can understand what you're getting.

Seeks to replicate as closely as possible the performance of the S&P 500 Equal Weight Index, before fees and expenses, on a daily basis.

Value and Momentum represent factor - based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal - weights them.

Value, Momentum, Quality, Small Size, and Low Volatility represent factor - based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal - weights them.

As we reduce the rebalancing frequency of the equal - weighted portfolio from the base case of 1 month to 6 months and then to 12 months, the per annum alpha of the equal - weighted portfolio drops from 175 basis points to 117 basis points and then to 80 basis points.

Table 4 shows that as we reduce the rebalancing frequency of the equal - weighted portfolio from the base case of 1 month to 6 months and then to 12 months, the per annum alpha of the equal - weighted portfolio drops from 175 basis points to 117 basis points and then to 80 basis points.Once the rebalancing frequency of the equal - weighted portfolio is 12 months, the difference in the alpha of the equal - weighted portfolio and that of the value - and price - weighted portfolios is no longer statistically significant (the p - value for the difference in alpha of the equal - and value - weighted portfolios is 0.96 and for the difference of the equal - and price - weighted portfolios is 0.98).

However, future growth does not necessarily need to equal past growth, and most importantly, current valuation should be given a higher weighting based on forecast growth than on historical growth.

In fact, almost the entirety of the 33 basis point gap might be due to the tendency of equal - weighted indices to outperform their cap - weighted counterparts.

The new index would be based on the premise that people love cats, and as such would equal weight holdings of any public US equity that contained «CAT» in the name.

One can build a smart beta strategy with any stock ranking methodology that is not related to prices, from a strategy as naïve and transaction - intensive as equal weighting to a more efficient approach such as weighting on the basis of fundamental economic scale.

The Lipper ratings are subject to change every month and are based on an equal - weighted average of percentile ranks for the Expense metrics over three -, five -, 10 - year and overall periods.

Based on the weight of a 25 lb (11.3 kg) bag of Orijen dog food (and one cup of this food equals 120g), here are the approximations of how long it will last your dog, depending on her weight and activity levels *:

That is because, unlike for most IPCC model - based estimates, each available model - simulation — rather than each model — is given an equal weighting.

Be that as it may, I am sure we believe Bart's account of the observed trend in his weight since 1980, but we have no basis for equal belief in the trends in GMT anomalies since 1880 in his first graph.