Sentences with phrase «factor exposures of»

The tool finds the combination of the given assets that most closely clones the factor exposures of the target asset or portfolio based on the selected time period and factor model.

The tool computes the factor exposures of the target asset using the specified factor model and time period, and then explores the combinations of the given alternative assets to find the closest match.

Not exact matches

Important factors that could cause actual results to differ materially from those reflected in such forward - looking statements and that should be considered in evaluating our outlook include, but are not limited to, the following: 1) our ability to continue to grow our business and execute our growth strategy, including the timing, execution, and profitability of new and maturing programs; 2) our ability to perform our obligations under our new and maturing commercial, business aircraft, and military development programs, and the related recurring production; 3) our ability to accurately estimate and manage performance, cost, and revenue under our contracts, including our ability to achieve certain cost reductions with respect to the B787 program; 4) margin pressures and the potential for additional forward losses on new and maturing programs; 5) our ability to accommodate, and the cost of accommodating, announced increases in the build rates of certain aircraft; 6) the effect on aircraft demand and build rates of changing customer preferences for business aircraft, including the effect of global economic conditions on the business aircraft market and expanding conflicts or political unrest in the Middle East or Asia; 7) customer cancellations or deferrals as a result of global economic uncertainty or otherwise; 8) the effect of economic conditions in the industries and markets in which we operate in the U.S. and globally and any changes therein, including fluctuations in foreign currency exchange rates; 9) the success and timely execution of key milestones such as the receipt of necessary regulatory approvals, including our ability to obtain in a timely fashion any required regulatory or other third party approvals for the consummation of our announced acquisition of Asco, and customer adherence to their announced schedules; 10) our ability to successfully negotiate, or re-negotiate, future pricing under our supply agreements with Boeing and our other customers; 11) our ability to enter into profitable supply arrangements with additional customers; 12) the ability of all parties to satisfy their performance requirements under existing supply contracts with our two major customers, Boeing and Airbus, and other customers, and the risk of nonpayment by such customers; 13) any adverse impact on Boeing's and Airbus» production of aircraft resulting from cancellations, deferrals, or reduced orders by their customers or from labor disputes, domestic or international hostilities, or acts of terrorism; 14) any adverse impact on the demand for air travel or our operations from the outbreak of diseases or epidemic or pandemic outbreaks; 15) our ability to avoid or recover from cyber-based or other security attacks, information technology failures, or other disruptions; 16) returns on pension plan assets and the impact of future discount rate changes on pension obligations; 17) our ability to borrow additional funds or refinance debt, including our ability to obtain the debt to finance the purchase price for our announced acquisition of Asco on favorable terms or at all; 18) competition from commercial aerospace original equipment manufacturers and other aerostructures suppliers; 19) the effect of governmental laws, such as U.S. export control laws and U.S. and foreign anti-bribery laws such as the Foreign Corrupt Practices Act and the United Kingdom Bribery Act, and environmental laws and agency regulations, both in the U.S. and abroad; 20) the effect of changes in tax law, such as the effect of The Tax Cuts and Jobs Act (the «TCJA») that was enacted on December 22, 2017, and changes to the interpretations of or guidance related thereto, and the Company's ability to accurately calculate and estimate the effect of such changes; 21) any reduction in our credit ratings; 22) our dependence on our suppliers, as well as the cost and availability of raw materials and purchased components; 23) our ability to recruit and retain a critical mass of highly - skilled employees and our relationships with the unions representing many of our employees; 24) spending by the U.S. and other governments on defense; 25) the possibility that our cash flows and our credit facility may not be adequate for our additional capital needs or for payment of interest on, and principal of, our indebtedness; 26) our exposure under our revolving credit facility to higher interest payments should interest rates increase substantially; 27) the effectiveness of any interest rate hedging programs; 28) the effectiveness of our internal control over financial reporting; 29) the outcome or impact of ongoing or future litigation, claims, and regulatory actions; 30) exposure to potential product liability and warranty claims; 31) our ability to effectively assess, manage and integrate acquisitions that we pursue, including our ability to successfully integrate the Asco business and generate synergies and other cost savings; 32) our ability to consummate our announced acquisition of Asco in a timely matter while avoiding any unexpected costs, charges, expenses, adverse changes to business relationships and other business disruptions for ourselves and Asco as a result of the acquisition; 33) our ability to continue selling certain receivables through our supplier financing program; 34) the risks of doing business internationally, including fluctuations in foreign current exchange rates, impositions of tariffs or embargoes, compliance with foreign laws, and domestic and foreign government policies; and 35) our ability to complete the proposed accelerated stock repurchase plan, among other things.

This is the value attributed to factors such as social sharing and publicity as well as other forms of organic digital media exposure.

Another factor in stock selection is the level of exposure to the domestic market you want.

Seeks to provide diversified exposure to a variety of factors that have been identified as drivers of long - term performance: momentum, quality, size and value

Targets exposure to a factor that has been a long - term driver of returns, such as momentum, quality, size and value

Given that valuations and market action have generally been a useful guide to setting investment exposure in normal post-war market cycles, it may be helpful to detail how these factors behaved during the period between 1929 to 1935, which represents the greatest period of credit strains observed in U.S. data.

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).

Exposure to an investment - accruals factor explains the cross-section of returns better than the accruals themselves, and this factor's returns are negatively

In an ongoing series of white papers, which started with «Finding Value: Understanding Factor Investing,» MSCI Research is exploring factors that identify specific risk exposures with the potential for an accompanying premium.

The consumer ratings agency compared the cost of a Tesla solar roof in New York, Texas and California and deemed that — depending on factors such as electricity cost and sun exposure — the numbers generated by Tesla's Solar Roof calculator check out.

Specifically, they construct portfolios that scale exposure to a stock factor portfolio or a currency carry trade by the inverse of expected variance.

None of the factors consistently generated positive performance during recent market crashes However, almost any factor exposure would have increased the risk - return ratio of an equity - centric portfolio Low Volatility and Mean - Reversion would have been most beneficial, Momentum least INTRODUCTION A

In the August 2012 draft of their paper entitled «Buffett's Alpha», Andrea Frazzini, David Kabiller and Lasse Pedersen model Warren Buffett's exceptional investing performance based on replicating the exposure of the publicly traded holdings of Berkshire Hathaway to six factors.

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

Factor exposure should be considered a source of returns as well as of risk Factor biases can be measured top - down or bottom - up The results of the two approaches do not necessarily reconcile INTRODUCTION Factor investing has become immensely popular in recent years and assets in smart beta products

And one thing investors can be sure of is that Vanguard UK's factor ETFS will NOT «deliver their desired factor exposure to meet long - term investment objectives».

The O'Shares FTSE Russell Small Cap Quality Dividend ETF tracks an index of US small - cap stocks weighted for exposure to quality, low volatility, and high yield factors.

Instead of the weights of different types of bonds, investors can hone in on exposure to factors that drive portfolio performance, such as interest rate risk, credit risk, and others.

Smart beta strategies, which focus on exposure to factors, variables that can be controlled and expenses, may be well suited for navigating the type of market that we are currently encountering and anticipating.

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.

There have been periods of time when exposure factors can, and have underperformed the market, such as dividend growth stocks over the last four years.

By adding alternative asset classes, we can enhance diversification by selecting exposure to factors that don't typically come from a traditional balanced portfolio of stocks and bonds.

For portfolios that are invested in a selection of «building - block» strategies, rather than managed holistically, with full access to a wide range of investment tools and techniques, it is just as important to «look through» to underlying holdings to take account of factor exposures.

Today we can gain exposure to those factors we wish, aware of any concentrations we are less keen to hold.»

If anything, the first few weeks of the year have served as a valuable reminder that investing in public markets is inherently volatile and that our main defense against that volatility is to diversify our risk exposures by owning a variety of asset classes and risk factors.

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.

Each month for investment grade and high yield bond market segments separately, they construct an equally - weighted long - only portfolio consisting of the 10 % of bonds with the highest exposure to each factor.

Over production of androgen / testosterone can be caused by a number of factors, both environmental (such as exposure to a man who uses testosterone gel) or biological factors such as a thyroid or pituitary problem.

Education, friends and lovers, and exposure to the claims of other religions are also factors.

Involvement in the multitudinous problems of a rapidly expanding urban area or exposure to the increasingly bitter struggle between labor and management or entanglement in the luxuriant and rank growth so abundantly fostered by the new wealth of the «gilded age»: these and other factors caused many men to re-examine their roles as ministers and to seek more effective ways of ministering to the needs of their time.11 Perhaps the most important thing that happened to such men was that they became aware of the many factors bearing on human welfare and thus of importance to the Christian gospel.

The three factors that cause fats and oils to oxidize and create harmful chemicals include exposure to heat, light, and oxygen, and the more unsaturated a fat is, and thus a lower smoke point, the more easily one of these factors will cause it to become highly inflammatory to our system.

Whenever food is stored, four basic factors affect its nutrient composition: exposure to air, exposure to light, exposure to heat, and length of time in storage.

In 2008, the Journal of Sports Economics published a study that suggested a recruit's decision on where to attend college is «governed by a handful of primary factors» including «the opportunity for individual success and exposure, a team's recent on - field success and the distance to the school from his hometown.»

It's also probably true that the increased incidence of all of these problems is a result of decreased exposure to nursing which is influenced by societal perceptions of nursing (and older maternal age can be a factor in milk production).

Another factor that is known to have the potential to trigger autism is that of exposure to chemicals.

They depend on factors such as pesticide toxicity, level of exposure, a person's age and genetic susceptibility, and exposure to other toxins.

He described the goal of reducing the overall number of head impacts that high school football players sustain in a season as «logical» and «appealing,» but noted that, «until the risk factors for chronic traumatic encephalopathy [25](CTE) are better defined by carefully designed and controlled research,» and research determines «what the advisable limit to head impact exposure should be,» employing contact limits or establishing «hit counts [4]» will remain «educated guesses, at best.»

Because of these factors along with the protective measures that women often take against sun exposure, many mothers do not have enough Vitamin D in their breast milk.

Add complicating factors — like an overheated sleep space, or exposure to artificial lights and electronic media before bedtime — and it's clear that many people are trying to sleep in ways that differ dramatically from those of our ancestors (Worthman and Melby 2002; Jenni and O'Connor 2005; Yetish et al 2015).

Post-partum depression poses substantial adverse consequences for mothers and their infants via multiple direct biological (i.e., medication exposure, maternal genetic factors) and environmental (i.e., life with a depressed mother) mechanisms.8, 9 From the earliest newborn period, infants are very sensitive to the emotional states of their mothers and other caregivers.10, 11 Maternal mood and behaviour appear to compromise infant social, emotional and cognitive functioning.11 - 15 As children grow, the impact of maternal mental illness appears as cognitive compromise, insecure attachment and behavioural difficulties during the preschool and school periods.6,16 - 19

Indeed, a long duration of breastfeeding (> 7 months) has been associated with a reduced risk of overweight and obesity, 2 while a short duration (≤ 4 months) may not be sufficient to obtain the beneficial effects of breastfeeding.3 Another confounding factor is early exposure to antibiotics, which is increasing even for minor infections.

In any study, confounders are the other factors that might influence the result of an association between two things, usually an exposure and an outcome.

Depending upon where you live and how dark your skin is, going outside regularly may be all that is required for you or your baby to generate adequate amounts of vitamin D. However, one of the problems with getting your vitamin D with sun exposure is simply that it's hard to determine how much time outside is needed since it depends on so many factors (skin tone, latitude, time of year, how much skin is exposed, amount of air pollution, etc.) Keep in mind that there is also a concern of sunburn and increased risk of skin cancer with too much sun exposure.

A US study, which was published in the Journal of Allergy and Clinical Immunology, found genetics and skin exposure to baby wipes, dust and food are all factors behind increasing levels of children with food allergies.

Several studies have also attempted to understand the role of breastfeeding on IQ, and although some authors conclude that the observed advantage of breastfeeding on IQ is related only to genetic and socioenvironmental factors, a recent meta - analysis showed that after adjustment for appropriate key co-factors, breastfeeding was associated with significantly higher scores for cognitive development than formula feeding.6 Longer duration of breastfeeding has also been positively associated with intelligence in adulthood.22 We also observed the benefits of long - term breastfeeding on mental indices, along with the indirect benefit of balancing the impact of exposure to p, p ′ DDE after adjustment for some socioeconomic variables.

Detailed data regarding breastfeeding exposure and adequate control for confounding factors are necessary for valid estimates of the relationship between breastfeeding and later intelligence, but no study to date has fulfilled these requirements.

An emerging body of literature in adults has begun to establish clear associations between gut microbiome composition and a wide range of health outcomes.1 - 6 In contrast, comparatively little is known about the gut microbiome in infants and children, the exposures that shape it, and its lifelong health effects.7 Although limited in their size and scope, a number of studies have established associations between intestinal microbiome profiles in infants, delivery mode, and / or breast milk exposure.8 - 15 These factors both have long - term health consequences.

Ninety - nine percent of SIDS infants had at least one intrinsic risk factor (such as male gender or prenatal exposure to cigarettes) or one extrinsic risk factor (such as prone sleep position or soft bedding); 75 percent had at least one of each type of risk factor.