Sentences with phrase «factor performance»

Further compounding its poor predictive ability, its forecasts are negatively correlated with subsequent factor performance.

Starting valuation ratios matter for factor performance regardless of region, regardless of time horizon, and regardless of the valuation metric being used.

Based on our studies of factor performance under different financial regimes — the market cycle, the business cycle, and the investor sentiment regime — we found that factor strategies historically have been most responsive to market cycle analysis, while business cycle and investor sentiment analysis have served as good complements to market cycle analysis (see Exhibit 1).

The momentum factor — securities with strong recent price gains — has outperformed in economic expansions, our Factor - based Strategies Group's analysis of U.S. factor performance since 1990 suggests.

The momentum factor — securities with strong recent price gains — has outperformed in economic expansions, our Factor - based Strategies Group's analysis of U.S. factor performance since 1990 suggests.

Based on our studies of factor performance under different financial regimes — the market cycle, the business cycle, and the investor sentiment regime — we found that factor strategies historically have been most Read more -LSB-...]

Economic cycles have a clear impact on factor performance Some factors show pro-cyclical while others highlight anti-cyclical characteristics Given that real GDP is not published in real - time, it is unlikely effective for factor selection INTRODUCTION Financial commentators frequently explain a

Factor portfolios do not benefit significantly from intra-month rebalancing However, too infrequent rebalancing leads to lower risk - return ratios The robustness of factor performance at different rebalancing periods is one of the advantages of factor investing INTRODUCTION Creating factor portfolios

Using a three - factor performance attribution model, security selection, interaction effects and allocation effects contributed to the Strategy's underperformance.

NC State lost, but impressed against Clemson and could remain ranked (noteworthy here that the Irish beat the Wolfpack comfortably; the committee can factor performances against common opponents).

The shows her sexy side in a bra - baring sheer white tee and J Brand leather pants, topped off with sparkly Jerome C. Rousseau booties and a moto jacket for the X Factor performance show in Hollywood.

Create new compensation and career ladder opportunities, and factor performance before seniority in layoff decisions.

And, the ups and downs of individual factor performance could cause investors to sell and miss out on rebounding performance.

Excess Factor Performance is the performance of factor - based portfolios relative to a benchmark (e.g., MSCI Indexes).

* Certified in SAP HCM, Success Factors Employee Central and Success Factors Performance and Goals.

Thus, like active funds, factor performance should be evaluated in the long run against a market - capitalization - weighted benchmark.

Increasingly, researchers are finding evidence that factor performance is mean reverting.

The investor return gap persists, despite strong evidence that factor performance is mean reverting, because investors use the manager selection process for alpha timing.