Sentences with phrase «equity style»

We particularly like the momentum and value equity style factors.

First, we evaluated the consistency of the contribution across alternative equity styles by examining equity portfolios oriented along value, growth, small - cap, large - cap, and momentum styles.

Table 1 reports monthly portfolio returns for the five alternative equity style portfolios.

He could make private - equity style investments in blockchain companies and may participate in initial coin offerings, said the people.

The difference to investors between dollar vs time weighted returns by equity style and sector.

Little evidence exists as to the importance of weighting across equity style dimensions.

Table 2 reports monthly return differences for each of the five equity style portfolios, in both expansive policy periods and restrictive policy periods.

We believe investing through a lens of equity style factors — broad, persistent characteristics driving returns — can potentially help investors increase diversification and enhance returns relative to broad market exposure, as we write in our June Global Equity Outlook Focusing on factors.

Rather than size, we believe investors are better served focusing on equity style factors with potentially greater staying power in a sustained above - trend expansion, particularly momentum and value, as detailed in our Q4 Global Investment Outlook.

The performance of growth and value equity styles tends to be oriented toward the economic cycle, making it possible to overweight a portfolio in favor of one style depending on economic conditions and outlook.

In their June 2016 paper entitled «Long - Only Style Investing: Don't Just Mix, Integrate», Shaun Fitzgibbons, Jacques Friedman, Lukasz Pomorski and Laura Serban compare two approaches to long - only combined equity style investing:

The major equity style factors — value, quality, momentum, size and minimum volatility — have behaved differently depending on the phase of...

All nine of Morningstar's U.S. equity style categories returned an annualized 14 % or more the past five years.

This observation is consistent with the view that the performance of commodity futures is aligned with inflationary concerns, and indicates that commodity futures can be effective in hedging the adverse influence that inflationary pressures exert on certain equity styles.

On December 2, 2015, Virtus Disciplined Equity Style, Virtus Disciplined Select Bond and Virtus Disciplined Select Country funds were liquidated.

Overall, slow growth may be a blessing — to run UTV private equity style (i.e. focus on margins, cashflow & invest in a regular share buyback programme) might actually offer the best shareholder return.

While litigation funders provide equity style investments in a case by way of payment for legal fees in return for a share of the proceeds of a case, TheJudge is an insurance broker that doesn't actually fund or insure the cases itself.

In stark contrast to these results, the addition of commodity futures in restrictive policy periods (rates are being raised) increases returns, with significant increases for the growth, small - cap, and large - cap equity style portfolios.

Rather than size, we believe investors are better served focusing on equity style factors with potentially greater staying power in a sustained above - trend expansion, particularly momentum and value, as detailed in our Q4 Global Investment Outlook.

Momentum — and the equity style factor of the same name — was decidedly on in January, following a stellar 2017.

A subscriber proposed adding an equity style momentum underlay to the Best Value version of the «Simple Asset Class ETF Value Strategy» (SACEVS).

The equity style box categorizes the size and management style of the various equity offerings for Variable Life insurance.

The findings also show that benefits accrue regardless of the equity style employed.

Commodity investments can provide substantial benefits regardless of the equity style an investor pursues.

Specifically, based on a sample period of 36 years, we show substantial benefits to commodity investments regardless of the equity style an investor pursues.

Given the differences in the covariance structure of returns across alternative equity styles (price movements are not perfectly correlated), it is reasonable to question whether tactical allocation strategies are effective across alternative equity styles.

Cash streams into outperforming strategies and equity styles.

The equity style box categorizes the size and management style of the various equity offerings for Variable Life insurance.