Sentences with phrase «idiosyncratic factor exposures»

Same goes for Smart Beta ETFs that attempt to beat the market by buying more of some stocks and less of others relative to the index based on a handful of idiosyncratic factor exposures.

Not exact matches

Specifically, a recent analysis by Graham Secker, MS & Co.'s European equity strategist, found that recent disappointments in European corporate profits are a function of at least three important factors that may be reversing: idiosyncratic issues related to heavily skewed index exposure to financials and commodity - linked industries; weak operating profit leverage linked to declining emerging market sales; and less aggressive use of buybacks, tax optimization and non-operating cost reductions versus U.S. peers.