Sentences with phrase «exposure to equity factors»

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).

Not exact matches

Investors have used various approaches to identify their exposure to the value factor in the equity markets.

SUMMARY It's difficult to rationalise why there should be excess returns from high quality stocks The Quality factor needs to be constructed beta - neutral to achieve positive returns Exposure to the Quality factor is an attractive hedge for an equity - centric portfolio INTRODUCTION The concept of

Specifically, a recent analysis by Graham Secker, MS & Co.'s European equity strategist, found that recent disappointments in European corporate profits are a function of at least three important factors that may be reversing: idiosyncratic issues related to heavily skewed index exposure to financials and commodity - linked industries; weak operating profit leverage linked to declining emerging market sales; and less aggressive use of buybacks, tax optimization and non-operating cost reductions versus U.S. peers.

Several factors to consider when implementing a personalized approach are the overall equity exposures between the U.S. and foreign markets, hedging and alternative investments.

When the investor is young, they tilt equities toward the MSCI USA Diversified Multiple - Factor (DMF) Index to boost returns via value, size momentum and quality beta exposures.

I'd add this to the list of factors supporting more exposure to equities, including our expectations of a synchronized global earnings recovery and sustained economic expansion.

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

Robust consumer spending is typically a friendly factor for the equity market, and may provide a reason to maintain equity exposure, in my view, despite high equity valuations seen over the past year and the lack of any significant market correction.

They assign these portfolios to a framework that translates diversification, fundamental weighting and factor investing into core equity exposure and style investing (see the figure below).

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.

The launch of QARP adds to the existing Xtrackers comprehensive factor indices line - up, which is designed to track the equity market performance of companies that have demonstrated relatively strong exposure to targeted investment style factors: value, momentum, quality, volatility and size.

Franklin has created its own quality - based indexes, such as the LibertyQ U.S. Large Cap Equity Index, which is composed of 246 U.S. mid and large cap companies that have favorable exposure to four investment style factors — quality, value, momentum, and low volatility.

This mutual fund tracks the Russell 1000 Comprehensive Factor Index, which is designed to capture exposure to large - cap U.S. equities using five factors: quality, value, momentum, low volatility and size.

The fund seeks exposure to the universe of stocks in the U.S. equity market, while titling individual weights towards those proficient in all five factors.

Two decades of research has shown that the returns of a diversified equity portfolio can largely be explained by its exposure to three factors: the market premium, the value premium, and the size premium.

The LibertyQ U.S. Large Cap Equity Index utilizes a multi-factor selection process that is designed to select equity securities from the Russell 1000 ® Index that have exposure to four investment style - factors: quality, value, momentum and low volatility — while seeking a lower level of risk and higher risk - adjusted performance than the Russell 1000 ® Index over the longEquity Index utilizes a multi-factor selection process that is designed to select equity securities from the Russell 1000 ® Index that have exposure to four investment style - factors: quality, value, momentum and low volatility — while seeking a lower level of risk and higher risk - adjusted performance than the Russell 1000 ® Index over the longequity securities from the Russell 1000 ® Index that have exposure to four investment style - factors: quality, value, momentum and low volatility — while seeking a lower level of risk and higher risk - adjusted performance than the Russell 1000 ® Index over the long term.

For example, a single - factor smart beta product may be used as part of a completion strategy in order to lend more exposure to lower beta stocks to an equity portfolio with a higher risk profile,» explains Mellon Capital.

Hartford Multifactor Low Volatility International Equity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size faEquity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size faequity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size factors.

We know investment returns come from exposure to known risk factors (or premiums), and every equity portfolio is exposed to these in varying degrees.

Many decision makers, particularly in the United States and Canada, have the financial, human and institutional capacity to invest in resilience, yet a trend of rising losses from extremes has been evident across the continent (Figure 26 - 2), largely due to socio - economic factors, including a growing population, equity issues and increased property value in areas of high exposure.