Sentences with phrase «equal weighted index outperformed»

The chart shows the S&P 500 equal weighted index outperformed in a rising market and underperformed in a falling market.

Not exact matches

«After eight years of struggling to outperform the S&P 500, Mike Willis has decided to use the benchmark against itself by equal - weighting all 500 stocks in the index.»

Therefore, an equal - weighted index will tend to outperform a market - weighted index when small caps are out - performing large caps.

Over time, and certainly during the interval covered by the Journal and Vanguard portfolios, equal - weight indices outperformed their cap - weighted counterparts.

Over the 15 - year period ending in February 2018, encompassing the latter part of Japan's so - called «lost decades» of stagnant equity returns, the equal - weight index would have outperformed the cap - weighted Japanese equity benchmark by a stonking Read more -LSB-...]

Such an environment can be identified by the performance of equal - weight indices, since — if equal weight outperforms the cap - weighted benchmark then, by definition, the average stock outperforms.

In 90 % of the observations, the fundamentally weighted index is buying when the stock underperforms and selling when the stock outperforms.4 To see whether another smart beta strategy would have traded the same stocks in the same direction, we also looked at the transactions that would have been executed by a hypothetical equal - weighted index whose holdings were contained in the Russell 1000 ® Iindex is buying when the stock underperforms and selling when the stock outperforms.4 To see whether another smart beta strategy would have traded the same stocks in the same direction, we also looked at the transactions that would have been executed by a hypothetical equal - weighted index whose holdings were contained in the Russell 1000 ® Iindex whose holdings were contained in the Russell 1000 ® IndexIndex.

We also looked at full portfolios for a fundamentally weighted and an equal - weighted index and found they executed countercyclical trades (buying underperforming stocks and selling outperforming stocks) in 75 % of their stock positions at the latest reconstitution.

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.

I came to the conclusion that although Smart & RioCan had outperformed their index over the period of time I've owned them I would be better served for efficiency to buy the BMO Equal Weight REIT Index ETF (ZRE) for the intindex over the period of time I've owned them I would be better served for efficiency to buy the BMO Equal Weight REIT Index ETF (ZRE) for the intIndex ETF (ZRE) for the interim.

The dozen years since we began issuing SPIVA scorecards are a period in which the equal - weight S&P 500 decisively outperformed the cap - weighted index.

This backtest of the total debt to equity ratio reveals that the third, fourth and fifth quintiles (the quintiles with the highest debt to equity ratios) outperform the S&P 500 Equal Weight Index benchmark.

For example, when the bull market is robust, an equal - weighting of stocks in the S&P 500 usually outperforms the market - cap weighted index.