Sentences with phrase «equals the weighted average»

Normally, an ETF's share price equals the weighted average of the current share prices of all the individual stocks the ETF owns.

Not exact matches

«All else equal, a man who is 25 pounds below average weight is predicted to earn $ 210,925 less across a 25 - year career than a man who is of average weight,» Judge and Cable point out.

Currently, PMI is an equal - weighted average of these five sub-diffusion indices.

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

Getting a federal consolidation loan isn't usually considered as «refinancing» since the interest rate of the new loan is equal to the weighted average of the loans being consolidated.

We notice that the equal - weighted portfolio averages a 3.98 % return in January across the 30 years, 3.11 % above the value - weighted portfolio, while there is no dramatic difference for the rest of the year.

When the sentiment index is more than one standard deviation above (below) its historical average, monthly returns average -0.34 % (+1.18 %) for the value - weighted market and -0.41 % (2.75 %) percentage points for the equal - weighted market.

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 average excess returns versus the S&P 500 equal weight benchmark were a negative 1.79 %.

At the same time, we found that in order to earn an ROIC equal to its weighted average cost of capital (WACC), the most TSLA should pay for SCTY was ~ $ 3 / share.

The return on invested capital (ROIC) earned on such a deal would equal -9 %, well below Tesla's 9.5 % weighted average cost of capital (WACC).

While I tend to like ETFs that use equal weighing, it's important for investors to understand that smaller - cap companies tend to be a bit more volatile, and that's especially true of biotech stocks, which means this ETF might be more prone to even more volatility than a weighted - average ETF would be.

Calculate gross trend momentum factor return as the difference in average (equal - weighted) actual returns between quintiles / deciles with the highest and lowest expected 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).

Yet even here, the Dogs of the Dow haven't benefited as much as the Dow 30, because Boeing's high share price has produced outsized gains for the average but not for the equal - weighted Dogs.

5» 6, average weight and height equal, med.brown skinned pretty white teeth, sexy eyes, beautiful smile, great sense of humor, out going, easy to talk to and a great listener, loving understanding, lover of God, people person, family org., non smoker and drinker, disease and drugs free.

Using the same source data as the 2009 CFSI and giving each factor equal weight, we computed new averages for each state and compared the new rankings to the originals.

We therefore calculated weighted averages of the effects for students observed only entering charter schools and the effects for students observed exiting charters, with the weights equal to the proportion of each

the weighted average of the current year and prior year participation rates equals or exceeds 95 percent;

With an average, each measure is given equal weight: 50 - 50 for each of two measures, 33-33-33 for each of three measures, and so on.

(All else equal, PKW should have the largest average market cap due to its market - cap weighting.)

The fund had top - three equivalent positions in the Vanguard Value ETF (VTV; average weight of 21.7 %), Guggenheim S&P 500 ® Equal Weight ETF (RSP; 20.1 %) and iShares Morningstar Large - Cap ETF (JKD; 15weight of 21.7 %), Guggenheim S&P 500 ® Equal Weight ETF (RSP; 20.1 %) and iShares Morningstar Large - Cap ETF (JKD; 15Weight ETF (RSP; 20.1 %) and iShares Morningstar Large - Cap ETF (JKD; 15.3 %).

The rates for each institution are branch weighted, but the rate for a market is an equal - weighted average of each institution's aggregate rate that is participating in the market.

In an equal weight portfolio these expense ratios average.20 %.

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 %.

average ROI in red and the S&P 500 Equal Weight Index in blue.

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

If you created the same group of asset classes but used equal - weighted ETFs, the average size company will be smaller, there will be more value and the expenses will probably be higher.

Weighted Average Beta: Weighted average beta equals a stocks beta times its portion of a porAverage Beta: Weighted average beta equals a stocks beta times its portion of a poraverage beta equals a stocks beta times its portion of a portfolio.

During the last two market downturns, an investor that invested in an equal weighted composite of non-cyclical sectors (staples, healthcare, utilities, and telecom) lost an average of 13 % less than S&P 500 ® index, and the best performing defensive sector averaged losses of roughly 20 % less than the overall market.

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.

One interesting method to use is the average of the correlation of each stock's RSI when RSI < some oversold threshold to the equal weight or index RSI when it is < the same threshold.

Funds with a low credit quality are those whose weighted - average credit quality is determined to be less than «BBB -»; medium are those less than «AA -», but greater or equal to «BBB -»; and high are those with a weighted - average credit quality of «AA -» or higher.

(i.e. investable universe for average investor, annual re-balancing, equal weighting)... do you know?

The Preferred Stock has an initial stated value of $ 1,080 and is convertible into shares of the Company's Common Stock at a conversion price equal to the lesser of (a) $ 1.22, subject to certain adjustments, and (b) 87.5 % of the lowest volume weighted average price of the Company's Common Stock during the ten trading days ending on, and including, the date of the notice of conversion.

The average collective experience is computed as the simple equal - weighted average of annualized excess returns (of stocks versus bonds, or of RAFI versus the S&P 500) across all cohort experience sets.

In a simple moving average each day's price receives equal weight.

The index returns are calculated using monthly equal - weighted geometric averages of the total returns of all dividend - paying (or non dividend - paying) stocks.

The buy and hold performance for 2013 is below, with a 10 month moving average system using the buy and hold allocated percentages - as opposed to equal weight - in the second graphic:

For example, in the equal - weight table, the E / M value portfolio generates its best return using a 4 - year average, but the spread is biggest using the 3 - year average.

The average 60 - month buy - and - hold raw return is 254 percent with equal weighting within the NCAV / MV portfolio and 216 percent with value weighting, which are much higher than market indices of only 137 percent and 108 percent.

Even more interesting is that the annual return of the average stock within the benchmark was 23.3 %, represented by the S&P Europe 350 Equal Weight Index.

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.

The average alpha for the S&P SmallCap 600 index was 2.5 % compared to 2.4 % for the S&P 500 Equal Weight index, but the S&P SmallCap 600 index's alpha was over 50 % more volatile.

The results were then converted to an equal - weighted average for each category of funds as shown in the table below.

In the average 12 month period, value outperforms the equal - weighted market return by 5.6 % (and its somewhat consistent: value has a 76 % win rate).

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 «market» here is an equal weight, and total return average of all deciles, and includes stocks with negative earnings, cashflow, or book value.

In the equal weight portfolios, value also outperformed glamour since 1999, beating it by 8.3 percent compound, and 7.1 percent in the average year.