Sentences with phrase «equal weighted portfolio»

I originally planned to equal weight a portfolio of 20 to 30 cigar butt positions.
Or is this an equally weighted basket of the top decile equal weight portfolios for PB, PCF, PB from the Ken French database?
Use limit orders to trade funds such as the PowerShares S&P SmallCap 600 Equal Weight Portfolio (EWSC), due to their double - digit market spreads.
If you take them as an equal weighted portfolio, they are priced in about the 80th percentile of the market.
The equal weighted portfolio invested 70 % of each account into the S&P 500, 15 % of each account into FTSE NAREIT and 15 % of each account into MSCI Emerging Markets.
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.
What if an investor purchased an equal weight portfolio in SPY and TLT 10 years ago and rebalanced annually?
An equal weight portfolio gained 1.76 % on the week, using 90 % of capital, yet lost to all 3 index ETF's.
If you take them as an equal weighted portfolio, they are priced in about the 80th percentile of the market.
It is an equal weight portfolio.
The investment objective of Horizons HEE is to provide Unitholders with: (a) exposure to the performance of an equal weighted portfolio of Canadian companies that are involved in the crude oil and natural gas industry; and (b) monthly distributions of dividend and call option income.
The investment objective of Horizons HEA is to provide Unitholders with: (a) exposure to the performance of an equal weighted portfolio of large capitalization U.S. companies; and (b) monthly U.S. dollar distributions of dividend and call option income.
The investment objective of Horizons HEF is to provide Unitholders with: (a) exposure to the performance of an equal weighted portfolio of Canadian banking, finance and financial services companies; and (b) monthly distributions of dividend and call option income.
To achieve its investment objective Horizons HEA primarily invests in an equal weighted portfolio of large capitalization U.S. companies.
Set out below are the results of Fama and French backtests of the equal weight portfolios of each metric's value decile using data from 1951 to 2013.
Again, the value premium was never very large for the equal weight portfolios, and has gradually diminished to 1.1 percent compound over the full period.
In the equal weight portfolios, value has slightly outperformed glamour since 1999, beating it by a 3.9 percent compound, and 2.8 percent in the average year.
In the equal weight portfolios, value has really outperformed glamour since 1999, beating it by 11.1 percent compound, and 10.0 percent in the average year.
The message seems to be that even expensive dividend paying stocks outperform all non-dividend payers in the market capitalization weighted portfolios, but not in the equal weighted portfolios.
Set out below are the results of Fama and French backtests of the equal weight portfolios of each metric's value decile using data from June 1951 to December 2013 and the market.
In the equal weight portfolios, value has really outperformed glamour since 1999, beating it by an extraordinary 15.9 percent compound, and 16.1 percent in the average year.
The investment objective of Horizons HEP is to provide Unitholders with: (a) exposure to the performance of an equal weighted portfolio of North American listed gold mining and exploration companies; and (b) monthly distributions of dividend and call option income.
The red line is RSP, the equal weighted portfolio, and the blue line is SPY, the standard capitalization weighted portfolio.
A market weight portfolio favors large caps, while an equal weight portfolio favors small caps.
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