Sentences with phrase «equity factors»

I also added a return on equity factor which seems to add positive performance when combined with price momentum.

In particular, a regime of rising volatility suggests investors may want to adjust their exposure to different equity factors.

If home equity factors into your long - term planning, you could also consider a reverse mortgage.

There was also a return on equity factor which added positive performance when combined with price momentum.

If home equity factors into your long - term planning, you could also consider a reverse mortgage.

The significance of these global equity factors raises at least two questions.

International diversification has historically improved equity factor portfolio performance.

Our research shows that the benefits of international diversification extend to equity factor strategies.

In particular, a regime of rising volatility suggests investors may want to adjust their exposure to different equity factors.

Using competitive equity factors, a school such as Independence - San Jose, which has 3,260 students but only two winning seasons in the last 10, would not be in the same playoff division in the CCS as Bellarmine Prep - San Jose under any circumstances.

Similar to a theme observed in industry - level cash - flow trends, investors have been directing more cash flow to lower - cost U.S. equity factor - driven products.

Nevertheless, there are risks associated with individual equity factors that are also borne by investments that tilt their holdings toward these factors.

Kate explains why certain equity factors are poised to potentially outperform in an environment of U.S. - led reflation.

Finally, rising rates won't help us identify outperforming equity factors.

Given that many equity factor - driven products are rules - based and transparent, advisors must carefully evaluate how much higher of an expense ratio is reasonable for their clients to pay versus what it costs to invest in a rules - based, transparent, low - cost, broad - based cap - weighted index fund (i.e., a total - market equity index fund), which can be purchased for a few basis points and low - cost traditional active managers they may be considering or using.

Like major asset classes, international equity factors» returns tend to be more correlated during recessions and bear stock markets.

Participating in only three quarters of gains can be frustrating for some investors; one way to limit the risk of lagging in bull markets is to combine Low Volatility with different equity factors.

Passive managers use our index data, equity factor models and optimizer to construct their index funds and ETFs.

The CIF football games in the last three years have been determined by the same competitive equity factors.

Risks associated with individual equity factors are also borne by investments that tilt their holdings toward these factors.

Our assumptions include, but are not limited to: recordkeeping fees at $ 119 / month over 10 years; SBA loans amortized over 10 years at 6 %; cash - out refinance of home equity factored on a 30 - year, fixed mortgage at 5 %; home equity line of credit factored over 20 years at 4.5 % (the first 10 years at interest only, and then fully amortized for the final 10 years.

The sector breakdown of the Bloomberg Barclays U.S. Convertibles: Cash Pay Bond Index currently has a large exposure to equity factors and sectors we are positive on, namely the momentum factor and technology, which comprise nearly half of the index (source: Bloomberg, as of 1/10/2018).

[13] States are then divided into those with an equity factor of less than 0.10, those between 0.10 and 0.20, and those with an equity factor of greater than 0.20.

In addition, an «equity factor» is calculated for each state, based on a weighted coefficient of variation.

Industry pundits might not agree upon much, but there is a fair bit of convergence around the set of equity factors that have historically been rewarded.

So which equity factors should investor focus on today?

The behavioral finance explanation for this equity factor's outperformance, on the other hand, has to do with analysts and investors putting too much weight on their prior beliefs at the expense of new information, leading to slow dissemination of firm - specific information, delayed price reactions to news and price continuation.

The sector breakdown of the Bloomberg Barclays U.S. Convertibles: Cash Pay Bond Index currently has a large exposure to equity factors and sectors we are positive on, namely the momentum factor and technology, which comprise nearly half of the index (source: Bloomberg, as of 1/10/2018).

Equity factors themselves, constructed on this site as long / short portfolios are often not implementable and not offered as investable equity products.

We intend to elaborate on our research validating these six factors in future publications; many of our detailed research findings on these equity factors are beyond the scope of this article.

Momentum, one of a handful of equity factors that empirically displays robust equity returns, has recently become popular as investors explore factor investing.

Equity factors, just like individual stocks or different asset classes, can get cheap at certain times and expensive at other times.

Performed the tasks of mortgage loaning process by looking into compensating and equity factors