Sentences with phrase «excess of the market indices»

Not exact matches

Should Apple's market value really be in excess of 4 - times the market value (the cumulative market capitalization) assigned to all the companies that comprise the entire HUI gold bugs index, and all the gold reserves and resources held by them?

Excess Returns are the returns in excess of the risk - free rate or in excess of a market measure, such as an indexExcess Returns are the returns in excess of the risk - free rate or in excess of a market measure, such as an indexexcess of the risk - free rate or in excess of a market measure, such as an indexexcess of a market measure, such as an index fund.

The Fund will attempt to produce a total return in excess of the return of the S&P 500 Index, and secondarily, the Russell 1000 Value Index over a full market cycle.

I expect that the completion of the current market cycle will wipe out the entire excess total return of the S&P 500 Index all the way back to about October 1997.

The 2007 - 2009 market decline wiped out the entire excess total return of the S&P 500 Index all the way back to June 1995.

Aligning with its long - term performance characteristics, in 2016, the S&P BSE Enhanced Value Index showed significant outperformance in the up - trending market, with an annualized excess return of 41.4 %.

RAFI Fundamental Index ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatIndex ™ is Research Affiliates» proprietary non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatindex strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.

RAFI Fundamental Index is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatIndex is a non-price-weighted index strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectatindex strategy that aims to deliver excess return versus the cap - weighted benchmark by using fundamental measures of company size to systematically rebalance against the market's constantly shifting expectations.

They focus on net fund alphas, meaning after - fee returns in excess of the risk - free rate, adjusted for exposures to three kinds of risk factors well known at the start of the sample period: (1) traditional equity market, bond market and credit factors; (2) dynamic stock size, stock value, stock momentum and currency carry factors; and, (3) a volatility factor specified as monthly returns from buying one - month, at ‐ the ‐ money S&P 500 Index calls and puts and holding to expiration.

* Excess factor returns are factor returns after subtracting market beta (i.e., the returns of a market index).

Compared to the quality portfolio without value screen, the S&P China A-Share Quality Value Index had more balanced performance with more than 50 % of win ratios and positive excess returns in both up and down markets, without much sacrifice in downside protection.

We gradually found ourselves back in a defensive stretch (see Critical Point in November 2007), which was followed by a market decline of more than 50 %, which erased the entire preceding bull market gain in the S&P 500 index, and wiped out the entire total return of the index — in excess of Treasury bill returns — all the way back to June 1995.

Since July 2012, GPT has delivered a total return to shareholders well in excess of peers and market indices.