Sentences with phrase «highest decile»

Those in higher deciles who are affected may only receive Child Benefit.

The average change for those households in lower deciles is higher than those in higher deciles.

We find some evidence that the policy change increased the likelihood that high decile students would major in a STEM field, but reduced the likelihood of low decile students of doing so.

Many students, particularly those at the higher deciles, were already taking four math courses by the time the minimum number was increased, so the new requirement presumably had no direct effect on them.

Sticking to stocks with yields in the second, third and fourth - highest deciles is a good idea.

Not exact matches

The third and eighth deciles were chosen to illustrate the variations in income sources on the grounds that they are more representative of high and low incomes than the very ends of the distribution.

A decile score of 1 indicates lower governance risk, while a 10 indicates higher governance risk.

For individual stocks, they each month sort stocks into tenths (deciles) on book - to - market ratio and form a portfolio that is long (short) the value - weighted decile with the highest (lowest) ratios.

Within each of these deciles, which contain stocks of similar quality, the 15 with the highest value signals are assigned to the high portfolio, while the 15 with the lowest value signals are assigned to the low portfolio.

He estimates each anomaly premium as returns to a portfolio that is each month long (short) the value - weighted tenth, or decile, of stocks with the highest (lowest) expected returns for that anomaly.

Calculate gross trend momentum factor return as the difference in average (equal - weighted) actual returns between quintiles / deciles with the highest and lowest expected returns.

The chart below provides some insight into S&P 500 valuations, breaking price / revenue ratios into ten deciles from highest to lowest multiples.

The poorest six deciles pay around the same on average in cash terms — between # 600 and # 800 per year, with higher average cash payments for the richest four deciles.

However, London actually contains the highest proportion of people in the bottom decile of wealth in the country.

The negative effect was not terribly alarming, but the mortality in decile 10 was several dozen percent higher than in decile 1.

Drawing on a study by Stanford education professor Sean Reardon, Ladd says that the gap in reading achievement between students from families in the lowest and highest income deciles is larger for those born in 2001 than for those born in the early 1940s.

Manuel, would a high - performing district have almost half its schools in the lower API deciles?

Leadership High School in San Francisco (with a 2013 API score is 646) failed to meet school - wide or subgroup API growth targets and earned statewide and similar school rankings in the lowest two deciles in each of the last three years.

Throughout our analysis we characterize students by their math aptitude as measured by their performance on the required 8th grade math end of grade test, with performance divided into deciles from low to high.

In the eight decades analyzed, the highest returns were found in the lowest - yield - deciles (0 -1-2) in 4 of the decades.

«High BM» is the highest BM decile, marked in blue.

As we discussed yesterday in Testing the performance of price - to - book value, various studies, including Roger Ibbotson's Decile Portfolios of the New York Stock Exchange, 1967 — 1984 (1986), Werner F.M. DeBondt and Richard H. Thaler's Further Evidence on Investor Overreaction and Stock Market Seasonality (1987), Josef Lakonishok, Andrei Shleifer, and Robert Vishny Contrarian Investment, Extrapolation and Risk (1994) and The Brandes Institute's Value vs Glamour: A Global Phenomenon (2008) all conclude that lower price - to - book value stocks tend to outperform higher price - to - book value stocks, and at lower risk.

Doesn't Piotroski's study always take the top decile of high BM firms?

As the various studies we have discussed recently demonstrate — Roger Ibbotson's Decile Portfolios of the New York Stock Exchange, 1967 — 1984 (1986), Werner F.M. DeBondt and Richard H. Thaler's Further Evidence on Investor Overreaction and Stock Market Seasonality (1987), Josef Lakonishok, Andrei Shleifer, and Robert Vishny Contrarian Investment, Extrapolation and Risk (1994) and The Brandes Institute's Value vs Glamour: A Global Phenomenon (2008)-- low price - to - book value stocks outperform higher priced stocks and the market in general.

If I had to be anywhere in equities, however, I'd start in the cheapest decile of the market on a price - to - book basis and work my way through to those with the highest proportion of current assets.

In this chart the green «HML» line is -100 % of the return on the low BM decile and 100 % the return on the high BM decile:

The green «HML» line is -30 % of the return on the low BM decile and 130 % the return on the high BM decile.

Calculating BMDEV for the 3500 or so existing funds during that period, ranking them by decile within peer group, and then assessing subsequent bear market performance provides an encouraging result... funds with the lowest bear market deviation (BMDEV) well out - performed funds with the highest bear market deviation, as depicted below.

Can we improve performance by seeking higher quality stocks in the value decile, rather than equal weighting the two factors?

For instance, 5 - year returns for decile 1 — those stocks with the highest P / B ratios — averaged an annualized 9.3 %, while returns for the low - P / B decile 10 averaged 19.8 %.

Within each of these deciles, which contain stocks of similar quality, the 15 with the highest value signals are assigned to the high portfolio, while the 15 with the lowest value signals are assigned to the low portfolio.

The Glamour portfolio is the decile portfolio containing stocks ranked lowest on B / M, C / P, or E / P, or highest of GS and vice versa for the Value portfolio):

The value decile contained the 283 stocks with the highest earnings yield, and the glamour decile contained the 281 stocks with the lowest earnings yield.

However, your edited section says «The value decile contained the 459 stocks with the highest earnings yield...».

Since 1951 the high dividend yield value decile has generated a compound annual growth rate (CAGR) of 11.4 percent and an average annual return (AAR) of 13.6 percent.

While it may seem like an extra percentage point between friends is marginal, the 113bp average annual difference between the highest - yielding decile and the seventh - highest yielding decile is 2.5 x your money over this ultra-long sample period.

The graph and table below show the cumulative total return of eleven different value - weighted sub-portfolios - stocks that do not pay a dividend, and then ten deciles ranking dividend yield from lowest to highest.

«Decile 10» is formed from the portfolio of stocks with the highest BM ratio (lowest P / B), «Decile 1» is the portfolio of stocks with the lowest BM ratio (highest P / B) and so on.

First, the relationship between high and low BM deciles is relatively unchanged over time.

The relatively high BM stocks in deciles 10, 9, and 8 tend to outperform the relatively lower BM stocks in deciles 1, 2, and 3.

Low P / B stocks outperform higher P / B stocks in the aggregate, and in rank order, the cheapest decile, quintile, quartile etc outperforming the next cheapest and so on.

Lapthorne finds that over the course of this century the stocks with the lowest asset growth (those in the bottom decile) have delivered nearly twice the average annual return of those with the highest asset growth (those in the top decile).

On the high end, earners in the top decile had an average of $ 12,500 in credit card debt.

Note: Highest temperature trends (per century, based on 120 - month calculations) for each decile noted on Speedometer (bottom decile also has lowest listed).

Stryker Joint Preservation • Oklahoma Territory 05/2011 — Present Sales Representative Carry out all aspects of full - line sales representative accountabilities including promoting Stryker's products to a high - decile market comprised of surgeons and healthcare professionals.