Sentences with phrase «for low volatility»

Although it has an intimidatingly long name (we shall use «Short VIX» to refer to it), it has inviting characteristics as a potential diversifier for Low Volatility.

Contrary to the credit spread factor, we observed a non-linear relationship between risk and return for the low volatility factor.

To form the quintile portfolios, we first ranked bonds within the investable sub-universe by each factor (credit spread and low volatility) and divided the universe into five groups, with higher values ranking higher (Quintile 1) for credit spread and lower values ranking higher (Quintile 1) for low volatility.

For these reasons, the outlook for low volatility strategies remains promising.

Long - Term Outlook There will most likely be periods when investors» demand for low volatility stocks will drive prices up and reduce the return premium to a level that makes the strategy unattractive.

How to do it: swap stock funds or individual stocks for a low volatility ETF like PowerShares S&P 500 Low Volatility Portfolio (SPLV).

As for the low volatility, it takes a different approach, segmenting the market by historical volatility, and no surprise, low volatility wins.

Using monthly returns for the low volatility stock ETFs and their benchmark ETFs as available through September 2017, we find that: Keep Reading

However, I think they give a good starting list for further research and I will continue to perform new screens on Scott's Investments for low volatility dividend growth stocks.

During a time of year that is renowned for its low volatility and bullish seasonality, one might think XIV would have some strong historical returns.

EM debt can be a great source of income potential in a diversified portfolio, but not when you are looking for low volatility.

We added the iShares S&P TSX REITs ETF (XRE - TO) and the Claymore S&P TSX Canadian Preferred Shares ETF (CPD - TO) for their lower volatility and high dividends.

The higher level of predictability serves as the fundamental foundation for lower volatility across a full market cycle.

I am a fan of sacrificing some overall return for lower volatility and drawdown.

Is it a recipe for lowering the volatility and improving the long - term returns on a Couch Potato portfolio?

% p / l» and the ITQ are much better for the lower volatility stocks.

% p / l,» ITQ and «% of Winners» are better for the lower volatility stocks.

If concerns over housing and economic growth persist, it may be worthwhile to consider high yield utility stocks for lower volatility and high dividend payouts to ride out further volatility.

Like other alternatives, it offers the potential for lower volatility through the use of assets not correlated with the markets.

The plan provides for a lower volatility component while offering the customer three different fund options to suit specific needs, with the added option of flexible payment terms.

The plan provides for a lower volatility component while offering the customer three different fund options to suit specific needs, with the added option of...

Not exact matches

How to account for high volatility and relatively low volume?

«Is it that lower liquidity is causing volatility to be higher for any given amount of trading activity?

Goldman attributes it to historically low volatility and high skew, the latter of which reflects the willingness of investors to pay a premium for calls.

Overall, the market's recent propensity for large moves shows the low - volatility doldrums of 2017 are over and suggests multihundred - point Dow fluctuations are the new normal.

CNBC's Mike Santoli reports on how ETFs for low - volatility stocks are performing in these choppy markets.

«While we believe most of the price damage is over for this correction, we do not think we are going to return to the same level of low volatility of the recent past,» he said.

Ciolli: What are your thoughts on volatility being stuck near record lows for so long?

The benchmark index for equity volatility rose to more than twice its level the day before, crushing bettors who'd gotten used to years of very low volatility.

Quadratic's Nancy Davis, who predicted that the popular low volatility trade would implode, says the market will remain turbulent for some time.

At this point, the only thing anyone knows for certain is that the low - volatility environment is over, and dynamic price swings look here to stay.

Timmer: You know, the last two years until the January high, were really extraordinary times for the market, and I fear that investors got spoiled by that, because the S&P was up I think 52 % in two years and in 2017 the volatility — the standard deviation of those returns — was at an all - time low of 3.9.

Quincy Krosby, chief market strategist at Prudential Financial, says low volatility is great for M&A in U.S. markets.

Volatility in the Treasury market has sunk to a multidecade low, and that could have sweeping implications for the bond market this year.

The trading community, which has bitterly complained for years about low trading volumes and low volatility, finally has something to cheer about.

The most common measure used to assess volatility in the U.S. is the VIX index, which has been persistently at low levels for the past year.

Elevated valuations, low volatility and secularly low interest rates are unlikely to be allies for robust financial market returns over the next five years,» the fund company cautioned in its report.

That meant a widely mimicked bet on low volatility was forced to unwind, causing pain for products linked to the volatility trade and sparking fears the Cboe's own trading volumes and related revenue would suffer as a result.

Actual results, including with respect to our targets and prospects, could differ materially due to a number of factors, including the risk that we may not obtain sufficient orders to achieve our targeted revenues; price competition in key markets; the risk that we or our channel partners are not able to develop and expand customer bases and accurately anticipate demand from end customers, which can result in increased inventory and reduced orders as we experience wide fluctuations in supply and demand; the risk that our commercial Lighting Products results will continue to suffer if new issues arise regarding issues related to product quality for this business; the risk that we may experience production difficulties that preclude us from shipping sufficient quantities to meet customer orders or that result in higher production costs and lower margins; our ability to lower costs; the risk that our results will suffer if we are unable to balance fluctuations in customer demand and capacity, including bringing on additional capacity on a timely basis to meet customer demand; the risk that longer manufacturing lead times may cause customers to fulfill their orders with a competitor's products instead; the risk that the economic and political uncertainty caused by the proposed tariffs by the United States on Chinese goods, and any corresponding Chinese tariffs in response, may negatively impact demand for our products; product mix; risks associated with the ramp - up of production of our new products, and our entry into new business channels different from those in which we have historically operated; the risk that customers do not maintain their favorable perception of our brand and products, resulting in lower demand for our products; the risk that our products fail to perform or fail to meet customer requirements or expectations, resulting in significant additional costs, including costs associated with warranty returns or the potential recall of our products; ongoing uncertainty in global economic conditions, infrastructure development or customer demand that could negatively affect product demand, collectability of receivables and other related matters as consumers and businesses may defer purchases or payments, or default on payments; risks resulting from the concentration of our business among few customers, including the risk that customers may reduce or cancel orders or fail to honor purchase commitments; the risk that we are not able to enter into acceptable contractual arrangements with the significant customers of the acquired Infineon RF Power business or otherwise not fully realize anticipated benefits of the transaction; the risk that retail customers may alter promotional pricing, increase promotion of a competitor's products over our products or reduce their inventory levels, all of which could negatively affect product demand; the risk that our investments may experience periods of significant stock price volatility causing us to recognize fair value losses on our investment; the risk posed by managing an increasingly complex supply chain that has the ability to supply a sufficient quantity of raw materials, subsystems and finished products with the required specifications and quality; the risk we may be required to record a significant charge to earnings if our goodwill or amortizable assets become impaired; risks relating to confidential information theft or misuse, including through cyber-attacks or cyber intrusion; our ability to complete development and commercialization of products under development, such as our pipeline of Wolfspeed products, improved LED chips, LED components, and LED lighting products risks related to our multi-year warranty periods for LED lighting products; risks associated with acquisitions, divestitures, joint ventures or investments generally; the rapid development of new technology and competing products that may impair demand or render our products obsolete; the potential lack of customer acceptance for our products; risks associated with ongoing litigation; and other factors discussed in our filings with the Securities and Exchange Commission (SEC), including our report on Form 10 - K for the fiscal year ended June 25, 2017, and subsequent reports filed with the SEC.

For roughly the past 12 months, the net market movement has been flat (just slightly lower after the past several days), despite increased volatility.

Goldman Sachs lowers its rating for Cboe shares to neutral from buy, predicting investors may flee from the company's volatility - related derivative products.

Although it is fair to say that the recent uptick in volatility has in part reduced earlier concerns about prolonged low volatility and associated reach - for - yield behavior, it has placed added focus on the resilience of liquidity, particularly in markets, such as the market for corporate bonds, that may be prone to gapping between liquidity demand and supply in stressed conditions.

And matters weren't helped much as volatility hovered close to the lowest levels on record, sapping the market of the price swings so crucial for active managers to prove their bonafides.

And matters weren't helped much as volatility hovered close to the lowest levels on record, sapping the market of the price swings so crucial for active managers to prove their bona fides.

The industry got a jolt recently when the California Public Employees Retirement System announced it was lowering its historic 7.5 percent expected rate of return in an effort to reduce volatility in its portfolio caused by reaching for risk.

Although increased market volatility might make traders more dependent on Bloomberg's services in the short term, any contraction in global trade and capital markets would inevitably lower demand for the company's services over time.

Some people wonder whether now's the time to own low - volatility equities, given that the market has fallen so much and could be due for an upswing.

But amid the optimism, some investors also have an eye on potential causes for concern, including the end of the bull run for bonds and persistent low volatility in markets.

These types of funds or stocks are «for people who are looking to lower the volatility of their allocation, while maintaining the same amount of equity exposure,» says Peter Kashanek, a portfolio manager with Lazard Asset Management.

An above - average dividend yield (the MSCI Canada Energy Index is yielding an annualized dividend of 3.6 % versus 2.9 % on the overall MSCI Canada index, according to Bloomberg data as of July 31, 2017) and lower price volatility could make energy a more attractive sector for income - seeking investors in a low yield world.