Sentences with phrase «index weight»

This includes using «smart beta» ETFs that may, for example, be designed to have low volatility, instead of following a broad market index weighted by market capitalization.

In this paper, we examine a series of equity market indexes weighted by fundamental metrics of size, rather than market capitalization.

You might be fairly familiar with index weights or you may never have heard of them.

Finally, we created an overall index weighted to best capture the taxes that most affect retirees.

Most corporate bond indexes weight holdings based on their total debt outstanding.

Notes: The chart shows expected volatility based on current index weights and a constant - weighted 201 months of history.

It shows the power of an arbitrary index weighted by share price instead of fundamentals like size or free float.

Finally, we created an overall index weighted to best capture the taxes that most affect retirees.

«More than 20 % by index weight of S&P and MSCI sector based funds will need to be sold.»

Most stock indexes weight securities by their market value (share price times number of shares outstanding).

The fund has larger positions in Consumer Staples, Energy and Real Estate, the latter being an area in which Grant has a solid background, which supports the higher index weighting in the fund.

However, since the Russell Fundamental index weights securities based on adjusted sales, cash flow and dividends + buy - backs — these companies represent a much smaller weight.

Cap - weighted indexes weight stocks based on each company's overall market capitalization, meaning the largest, highest - priced companies make up the largest portion of an index.

Fundamentally - weighted indexes weight companies based on their economic size using price ratios such as sales, book value, cash flow and dividends.

Intro To Stock Index Weighting Methods notes in part:

Micro-capitalization companies mean those companies with market capitalizations lower than the largest company in the bottom 75 % (based on index weightings) of the Russell 2000 ® Index.

First, the highest valuation - multiple stocks are filtered out; second, the stocks are weighted proportional to their Fundamental Index weights.

The Deloitte Biotech Index is based upon 47 shares listed on the ASX includes eight WA companies which have a combined index weighting of 2.32 per cent.

Pulling the Nasdaq in Their Wake Stocks with the heaviest index weightings accounted for most of the gains *

In Australia, this has been evidenced by institutional investors having greater - than - index weight exposure to non-government bonds.

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.

I will then plan on selling some NAESX to keep my overall small cap exposure stable and to help re-balance from being heavily index weighted.

The RAFI website states that «traditional bond indices weight issuers solely by the market value of each firm's outstanding debt with no regard to underlying firm fundamentals.»

Generally, the best long - term predictors of fund outperformance remain a low expense ratio (fees), minimal portfolio turnover (a proxy for trading costs), and divergence from benchmark index weightings.

The S&P C - S index weighting registers no change.

Index weighting does not include unassigned holdings.

Capitalization weighting is the most common index weighting methodology.

Or should alternative index weighting methods be used?

These improved indexes weight stocks by variables «smarter» than...

Weighted Average Market Cap: a stock market index weighted by the market capitalization of each stock in the index.

Fundamentally - weighted indexes weight companies based on their economic size using price ratios such as sales, book value, cash flow and dividends.

Lattice Strategies compared portfolios consisting of: a range of country stock indices weighted by capitalization; the same countries weighted equally, a broad range of countries» stock weighted by sector; the S&P 500, the S&P 500 weighted by sectors and the S&P 500 with each stock weighted equally.

As Arnott described during his talk, indexes weighted by company fundamentals would have outperformed cap - weighting by an average 2.8 % annually in 22 of 23 developed countries since the 1980s.

Active managers own roughly the same percentage of those stocks as the index weight ones.

Three big companies CSL, Cochlear and Resmed Inc make up 71 per cent of the index weighting by market capitalisation.

Earlier this year, for the first time since the tech / Internet bubble of the late 90s, technology eclipsed the 25 % plateau in terms of index weighting.

Without any obvious new industry leaders emerging, investors are less willing to alter their index weightings.

The consequence is market balance and in turn, low volatility — tech accounts for 23 % of the S&P 500 and financials have a 14.5 % index weight, meaning they have the power to balance the market as long as one rises as the other one falls.

That ~ 15 % position in Canadian banks was a lot easier to swallow than the index weighting.

As a result of the S&P STRIDE Index Series methodology, the index weight of near - dated S&P STRIDE Indices are heavily allocated to a mix of U.S. TIPS matching the duration of retirement income for the respective target year.

A fund tracking such a total return index will need to keep any dividends it has received or it will fall behind its index; therefore, it doesn't pay dividends itself, and instead will use the cash to buy more stocks (according to the index weighting).

For potential diversification, no single country or GICS sector can be greater than 25 %, the maximum emerging markets exposure is 15 %, and no stock weight can be greater than 3 % in the Index

Meanwhile, profitable business that fell out of favour saw their stock prices and their index weight plummet.

No single sector is allowed to compose more than 30 % of an index's weight, and no single country is allowed to compose more than 50 % of the index weight.

Generally, no single sector is allowed to comprise more than 30 % of an index's weight, and no single country is allowed to comprise more than 50 % of the index weight.

The higher the market value, the larger the index weighting.

The MSCI EM Index, for example, contains both the world's second - largest economy, in China, and comparatively tiny Chile, with an index weighting of 1.1 %.