Sentences with phrase «fund factor exposures»

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.

In such circumstances, a fund may seek to maintain exposure to the targeted investment factors and not adjust to target different factors, which could result in losses.

There can be no assurance that performance will be enhanced or risk will be reduced for funds that seek to provide exposure to certain quantitative investment characteristics («factors»).

Equity hedge fund returns have been disappointing over the last 14 years An exposure analysis shows no structural factor exposure, but frequent factor rotation Multi-factor long - short products are an interesting alternative, depending on the fee level INTRODUCTION Hedge fund assets reached an

Based on these complicating factors and the widespread DEHP exposure, the WADA discontinued funding for the plasticizer test in November, a year after Contador was implicated in blood doping.

In essence, the reference ETF portfolio embodies average core exposures of the analyzed fund to various factors, indices and strategies over the analysis period.

This will be clearly demonstrated in an upcoming post on exposure of one well - known mutual fund to gold as a major factor.

Investors seeking to identify skilled active managers look to dissect fund performance into returns generated from factor exposures and alpha that is attributable to fund manager skill, which in turn should affect fund flows.

While a comparison of rolling returns over simulated holding periods is instructive, it does not adjust for the fund's volatility or exposures to various factors.

A fund's outperformance may not be due to alpha at all; it might simply be the result of the fund's exposure to the Fama - French factors.

A portion of that «active» return can be attributed to the fund's exposure to style factors, like value or momentum.

The industry is now turning to factor exposures that more directly screen for attributes traditionally sought by active funds — cheap, trending, high quality, more stable and smaller names — weighted by the strength of these metrics.

Just as investors combined blend, growth and value funds in a portfolio, they now have the ability to combine momentum, quality and value factor exposures — more directly targeting these broad, historically persistent drivers of return.

One factor that especially weighed against us in the short term is the fund's significant exposure to international securities.

Value factor investing tends to have more concentrated style exposure and stronger factor weighting than the average active value fund or market cap - weighted value index, residing on the far left - hand side of that Morningstar style box.

These funds attempt to reduce systematic risk created by factors such as exposure to particular sectors, market - cap ranges,...

For bond funds and balanced funds you can include the fixed income factor model to explain returns based on term risk (interest rate risk) and credit risk exposure.

There can be no assurance that performance will be enhanced or risk will be reduced for funds that seek to provide exposure to certain quantitative investment characteristics («factors»).

These funds attempt to reduce systematic risk created by factors such as exposure to particular sectors, market - cap ranges, investment styles, currencies, or countries.

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.

Investors who buy a minimum volatility fund may be looking to harness the power of factors to seek less risk while maintaining market exposure.

He explained that targeting a particular factor exposure involves numerous active decisions, which are made by most index providers when constructing the index for a factor fund.

Hartford Funds» approach seeks to achieve volatility targets while avoiding unintended risks and gaining exposure to potentially return - enhancing factors: value, momentum, and quality.

When selecting equity funds, considers U.S. and foreign investment exposure, market capitalization ranges and investment style (growth vs. value) along with other factors.

The goal of a «style» Smart Beta ETF is simple: a more sophisticated selection filter provides superior performance by moving from capitalization - weighted funds to factor selection which provides exposure to a risk premia factor.

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.

As base, Leigh tried to identify the distinct factors that might qualify as types of managerial skill (two examples would be stock selection and knowing when to reduce risk exposure) and then find the data that might allow him to take apart a fund's performance, analyze its component parts and predict whether success might persist.

All of the well - established factors to which investors gain exposure in low - cost smart beta funds are expected to deliver a premium in the long run, but none is guaranteed to outperform at all times.

Dimensional's bond strategies get less attention, but again the funds are engineered to get broad exposure to specific risk factors — in this case, maturity and credit quality — with no attempt to forecast interest rates.

Factor Regression» Market Model Regression» Principal Component Analysis» Match Factor Exposures» Fund Factor Regressions» Fund Performance Attribution» Factor Statistics»

Our International Fund portfolio managers provide a detailed analysis of various global factors they view as key drivers of growth in international markets and discuss why today's investing environment could be ideal for investors looking to expand their international exposure.