Sentences with phrase «high volatility factor»

Traditional markets and their respective investors often try to avoid volatility as a high volatility factor will often damage profits and the security of funds.

Not exact matches

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.

Hickey contends the markets were ripe for a sell - off, which was sparked by converging factors including worries that rising wages will spur higher interest rates, pension fund re-balancing and short volatility ETFs blowing up.

And for taxable accounts with balances over $ 500,000, the robo - advisor offers «advanced indexing,» where it weights the stocks in a portfolio based on various factors, including low volatility and high dividend yield, to further power potential returns, all for the same advisory fee that applies to all accounts.

The stochastic discount factor is time varying and by just the right amount to explain the variance in returns (and the high volatility of the stock market).

Among them are factors I've discussed at length elsewhere — a weaker U.S. dollar, a steadily flattening yield curve, heightened market volatility, overvalued U.S. stocks, expectations of higher inflation, trade war jitters, geopolitical risks and more.

These risks and uncertainties include food safety and food - borne illness concerns; litigation; unfavorable publicity; federal, state and local regulation of our business including health care reform, labor and insurance costs; technology failures; failure to execute a business continuity plan following a disaster; health concerns including virus outbreaks; the intensely competitive nature of the restaurant industry; factors impacting our ability to drive sales growth; the impact of indebtedness we incurred in the RARE acquisition; our plans to expand our newer brands like Bahama Breeze and Seasons 52; our ability to successfully integrate Eddie V's restaurant operations; a lack of suitable new restaurant locations; higher - than - anticipated costs to open, close or remodel restaurants; increased advertising and marketing costs; a failure to develop and recruit effective leaders; the price and availability of key food products and utilities; shortages or interruptions in the delivery of food and other products; volatility in the market value of derivatives; general macroeconomic factors, including unemployment and interest rates; disruptions in the financial markets; risk of doing business with franchisees and vendors in foreign markets; failure to protect our service marks or other intellectual property; a possible impairment in the carrying value of our goodwill or other intangible assets; a failure of our internal controls over financial reporting or changes in accounting standards; and other factors and uncertainties discussed from time to time in reports filed by Darden with the Securities and Exchange Commission.

Equal - weight and volatility - weighted allocations are two common factor allocation frameworks Risk - return ratios are not higher with volatility - weighted allocations Different reasons can explain the superiority of equal - weight allocations INTRODUCTION In July we published a research report «Factors

Correlations between Quality and Growth factors are currently elevated Value is more negatively correlated than usual to Quality, Growth and Low Volatility Monitoring correlations is important for maximising diversification benefits INTRODUCTION The rise of ETFs is often associated with higher stock

Equity factors can be valued using fundamental metrics Value and Size are cheap while Low Volatility and Growth are expensive Likely more meaningful for medium - to long - term than short - term investors INTRODUCTION The term «Factor Investing» reached an all - time high this year according to Google

Factors such as these, in the context of rising interest rates and high valuations, seem likely to result in greater volatility in the months ahead.

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.

This is due to, among other factors, the potential high risk and volatility of virtual currency products and the fact that virtual currency remains an experimental concept that is not presently regulated or backed by any central bank worldwide and has no tangible intrinsic value.

The most popular factors are value, size, momentum, low - volatility, quality and high yield while not all of them are really working well.

Since delta includes volatility as a factor (in d1), regardless of whether volatility is high or low as long as the price change has a proportionate effect on the expected value then delta may not be jumping around as much as you think.

Our current allocation of 45 % -50 % stock — only large - cap U.S. stock — is spread across ETFs holdings such as iShares MSCI USA Minimum Volatility ETF (NYSEARCA: USMV), iShares MSCI USA Quality Factor ETF (NYSEARCA: QUAL) and Vanguard High Dividend Yield (NYSEARCA: VYM).

In all regions, the duration factor reveals positive exposure to interest rate risk; investors seeking income and safety may see stocks with high dividend yields and low volatility as an attractive alternative to fixed - income securities in a low - rate environment.

Tilting toward the size factor by investing in small cap stocks can provide diversification away from large caps, but often comes with higher portfolio volatility, potentially lower liquidity, and higher transaction costs.

Each factor criteria is established at the top 30 % of book - to - market (value), highest past 12 - 1 month return (momentum), past - 36 month total - volatility (low volatility) among approximately 800 large liquid stocks to avoid the liquidity issues associated with looking at a basket of liquid small and micro-caps.

But, for investors willing to assume higher tracking error relative to traditional market capitalization - weighted benchmarks, a multifactor approach, such as the WisdomTree U.S. Multifactor Fund, has the potential to enhance returns, while providing greater factor diversification and thus, may lower volatility compared to single - factor approaches.»

The Index is composed of four sub-indices, each of which represents a specific beta exposure (or factor tilt): (i) high valuation, (ii) high momentum, (iii) low volatility, and (iv) size (each, a «Beta Sub-Index»).

It's wiped out two years» worth of profit from that division, and markets will now have to factor higher volatility into the group's investment banking earnings, he added.

Tilting toward the size factor by investing in small - cap stocks can provide diversification away from large caps, but often comes with higher portfolio volatility, potentially lower liquidity, and higher transaction costs.

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.

Our stylized portfolios that blend six factors (volatility, value, quality, size, momentum, and dividend yield) with four different strategies (marginal risk contribution, minimum variance, Sharpe - ratio weighted, and equity weighted) demonstrated higher risk - adjusted returns than the S&P 500 ®, with a lower tracking error than most single - factor strategies (see Exhibit 1).

Value, Momentum, Quality, Small Size, and Low Volatility represent factor - based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal - weights them.

Both the S&P 500 Low Volatility High Dividend Index and the NASDAQ US Dividend Achievers 50 Index are dividend - based indexes, but each has different factor tilts beyond just dividends, which can affect performance.

High beta, value factors among the star performers, while low volatility lags amid heightened appetite for risk The high beta, value and size factors outperformed the broad - market S&P 500 Index by a sizeable margin during the third quarter, with the S&P 500 High Beta Index gaining 12.18 % during the three - month period — outpacing all other Read more -LSB-High beta, value factors among the star performers, while low volatility lags amid heightened appetite for risk The high beta, value and size factors outperformed the broad - market S&P 500 Index by a sizeable margin during the third quarter, with the S&P 500 High Beta Index gaining 12.18 % during the three - month period — outpacing all other Read more -LSB-high beta, value and size factors outperformed the broad - market S&P 500 Index by a sizeable margin during the third quarter, with the S&P 500 High Beta Index gaining 12.18 % during the three - month period — outpacing all other Read more -LSB-High Beta Index gaining 12.18 % during the three - month period — outpacing all other Read more -LSB-...]

These factors include high yields, strong momentum, size, low volatility, quality, and value.

«We have a lot of indices that focus on dividend investing, generating high dividend yields, we have products in the low risk space to reduce volatility as well as factor - based minimum variance products.

The LibertyQ U.S. Large Cap Equity Index utilizes a multi-factor selection process that is designed to select equity securities from the Russell 1000 ® Index that have exposure to four investment style - factors: quality, value, momentum and low volatility — while seeking a lower level of risk and higher risk - adjusted performance than the Russell 1000 ® Index over the long term.

«Smart beta» or factor indices bridge the gap between active and passive management by allowing investors to tilt toward specific investment attributes — for example, low volatility or high dividend yield.

High beta, value factors among the star performers, while low volatility lags amid heightened appetite for risk

The methodology for a third subset of the S&P 500 Index, the S&P 500 Low Volatility High Dividend Index, combines two defensive factors.

Beck and Kalesnik (2014) argue that other factors provide stronger returns when applied to small companies because of the higher volatility and less - efficient pricing of small stocks.

Already we see investors using the Vanguard High Dividend Yield Index and iShares US Minimum Volatility Index as the benchmark for their respective factors and I feel that is effective.

«Smart beta» ETFs (also called «strategic beta») select stocks based on specific factors like low - volatility, or high dividends, or value.

And for taxable accounts with balances over $ 500,000, the robo - advisor offers «advanced indexing,» where it weights the stocks in a portfolio based on various factors, including low volatility and high dividend yield, to further power potential returns, all for the same advisory fee that applies to all accounts.

Administrative barriers and high volatility are the key factors preventing the cryptomarket from establishing links with the real economy.

Cryptocurrency liquidity is low, extremely low, due to a number of factors including high failure rates among crypto - exchanges, taxation on conversion from crypto to fiat, and speculation due to high price volatility.

«Overall, I would characterize the market as inviting for IPOs, given that volatility is low and macroeconomic factors continue to support high asset prices,» says Brad Schwer, a REIT equity analyst at Morningstar Research Services.