Sentences with phrase «futures indexes weighted»

The chart below shows DBC's performance in 2012 against the performance of a front - month «index» I constructed based on single - commodity front - month futures indexes weighted with DBC's current weights.

Not exact matches

The index is calculated primarily on a world production - weighted basis and is comprised of the principal physical commodities that are the subject of active, liquid futures markets.

Index is calculated primarily on a world production weighted basis, comprised of the principal physical commodities futures contracts.

The VelocityShares Daily VIX Mid Term ETN provides 2x leveraged exposure to an index that tracks the price performance of futures contracts in the VIX with a weighted average maturity of 5 months.

Using daily levels of the S&P 500 Index, an index of 10 - year Treasuries, nearest - month gold and oil futures and the Federal Reserve Nominal Trade Weighted Effective Index for the dollar from January 1985 through October 2009 (nearly 25 years), they find that: Keep ReIndex, an index of 10 - year Treasuries, nearest - month gold and oil futures and the Federal Reserve Nominal Trade Weighted Effective Index for the dollar from January 1985 through October 2009 (nearly 25 years), they find that: Keep Reindex of 10 - year Treasuries, nearest - month gold and oil futures and the Federal Reserve Nominal Trade Weighted Effective Index for the dollar from January 1985 through October 2009 (nearly 25 years), they find that: Keep ReIndex for the dollar from January 1985 through October 2009 (nearly 25 years), they find that: Keep Reading

Chicago Board Options Exchange Volatility Index (VIX) reflects a market estimate of future volatility, based on the weighted average of the implied volatilities for a wide range of strikes.

First let's define some data, when I say Oil I am referring to the WTI Crude Futures, Continuous Contract # 1 and for the U.S.D. I am using the Trade Weighted U.S. Dollar index (https://research.stlouisfed.org/fred2/series/DTWEXM).

Body weight, as determined by body mass index (BMI), was also strongly correlated with delay discounting, suggesting that people who don't place a high value on future rewards tend to have a higher BMI.

«In young and middle - aged adults, our findings suggest that early detection and treatment of mild - to - moderate sleep apnea is warranted in order to prevent future cardiometabolic disease,» said lead author and postdoctoral scholar Yun Li, MD. «Given the stronger association of sleep apnea with metabolic abnormalities in this age group, emphasis should be placed on yearly monitoring of indices of metabolic symptoms and lifestyle interventions, such as weight control, healthy diet, regular exercise, and stress management.»

While most of the initiatives laid out in the Future Ready Index are good policies, there are some questions about if science is equally weighted.

In the future you might have to wait even longer than 4 or 5 years to see superior cumulative returns using an equal - weighted large cap index fund.

One method to employ if unsure of Apple's future contributions to index returns could be to go equal - weight in large part, with an out of the money Apple option to avoid missing another 100 % move (optionsxpress is a great platform for trading options by the way).

The S&P Strategic Futures Index is a rules - based index currently composed of 24 equally risk - weighted futures contracts in 16 commodity and eight financial mFutures Index is a rules - based index currently composed of 24 equally risk - weighted futures contracts in 16 commodity and eight financial marIndex is a rules - based index currently composed of 24 equally risk - weighted futures contracts in 16 commodity and eight financial marindex currently composed of 24 equally risk - weighted futures contracts in 16 commodity and eight financial mfutures contracts in 16 commodity and eight financial markets.

That said, the research seems clear to me that cap - weighted indexing is less efficient over the longer - term than factor investing, so I see factor investing as having a bright future even if it isn't nearly as «new and improved» as its marketers want to suggest.

The Dow Jones RAFI Commodity Index is a broad commodity index based on Research Affiliates» commodity strategy that utilizes price momentum and roll yield to provide (1) dynamic commodity weighting exposure and (2) intelligent futures contract selecIndex is a broad commodity index based on Research Affiliates» commodity strategy that utilizes price momentum and roll yield to provide (1) dynamic commodity weighting exposure and (2) intelligent futures contract selecindex based on Research Affiliates» commodity strategy that utilizes price momentum and roll yield to provide (1) dynamic commodity weighting exposure and (2) intelligent futures contract selection.

The futures indexes vary depending on the commodities included in the index and the way that the futures contracts are weighted within the index.

Weights of the underlying futures contracts in the Index expressed as a percentage of the total absolute dollar exposure of the portfolio.

There is No Guarantee that the Index Level Will Decrease or Increase by 1.00 Point For Every 0.01 % Change in the Level of the Underlying U.S. Treasury Note or Bond Yield or U.S. Treasury Yield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monIndex Level Will Decrease or Increase by 1.00 Point For Every 0.01 % Change in the Level of the Underlying U.S. Treasury Note or Bond Yield or U.S. Treasury Yield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monindex calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

The Index seeks to achieve its target sensitivity through the allocation of a weighting to the relevant long - dated Treasury futures contract, as traded on the Chicago Board of Trade, underlying the Index.

Whatever causes valuation errors, which gave rise to the superior historical returns of fundamentally weighted indices, will continue into the future (value investing will not revert to the mean); and

Currently, the Auspice index equal weights 12 commodity futures in three broad categories: energy, metals and agriculture.

Just to play the devil's advocate, Bogle, Malkiel and Sharp appear to say that non-market cap weights in an index represent an attempt to tilt toward value and small cap stocks, and that proponents incorrectly assume the historical premiums on these sub-sectors will persist into the future (investors tend to arbitrage away excess profits once detected).

The price of stock index futures can be calculated in three ways namely price weighted index, capitalization weighted index and composite index.

Body mass index (the calculation of your height and weight) can be a good indicator of how healthy you are now and your likelihood to stay healthy in the future.

For the first two segments of the 55 + market (new single - family and new multifamily condo sales), an overall index is provided, based on a weighted average of the current, future, and traffic components.