Sentences with phrase «index weighted by»

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.

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

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

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

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.

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.

Not exact matches

SAO PAULO, May 2 - Brazil's benchmark Bovespa index fell almost 1.5 percent in morning trade on Wednesday, its biggest intraday drop since - mid April, pressured by steep losses among heavily weighted stocks during an otherwise quiet day across Latin American markets.

That means weighting stocks in an index by qualities such as earnings, cash flow, dividends and book values rather than the sheer size of their market caps.

They suggested weighting companies in an index by metrics that tell you more about how good the business is rather than just how big it is.

That would be bad news for the torrid earnings growth being enjoyed by US companies, since the large multinational corporations with heavy weighting in stock indexes have had exports boosted by a weak currency.

The companies with the top 10 weightings comprise some 32 % of the entire index, led by Apple (9.9 %), Microsoft (4.8 %) the two flavors of Google (4.6 %).

The Coinbase Index Fund, which requires a minimum investment of $ 10,000 and weights its cryptocurrency holdings proportionately by their market caps, would have returned about 995 % over the past 12 months, an increase of nearly 11-fold.

The S&P 500 index components and their weightings are determined by S&P Dow Jones Indices.

Its underlying index selects and weights its bonds by market value, and this method yields a portfolio that aligns well with our benchmark in terms of credit tranches and maturity buckets, with the only notable difference being a slightly lower YTM.

In this period, the dollar's trade - weighted exchange value declined 5.8 percent, as measured by the Federal Reserve's major currencies index.

The Global X China Consumer ETF tracks a cap - weighted index of Chinese consumer goods & services companies tradable by foreign investors.

In this period, the dollar's trade - weighted exchange value rose by 2.9 percent, as measured by the Federal Reserve's major currencies index.

For months, some of our internal strength measures have favored secondary stocks, indicating comparatively favorable action in indices such as the Russell 2000 and the Value Line Arithmetic average (which is not weighted by capitalization, so it reflects broad action).

From April 5th through Friday of last week, the small - cap Russell 2000 has declined by 14.3 %, the S&P 600 MidCap Index has declined by 10.6 %, and the equal - weighted all - cap Value Line Arithmetic has declined by 11.7 %.

One popular criticism of market - cap - weighted stock - market indexes is that they reinforce overvaluation, and if you are worried about occasional oddities in Chinese stocks — stocks that go up by their daily limit every day for weeks after they go public, for instance — then adding those stocks to international indexes at this particular point in the valuation cycle might worry you.

The S&P 500 Index finished Monday at session lows, led downward by stocks including Boeing and Microsoft, while the Nasdaq 100 also sank beneath the weight of broad - based tech declines, including Celgene.

The iShares 10 - 20 Year Treasury Bond ETF tracks a market - weighted index of debt issued by the U.S. Treasury.

The S&P 500 Index is a basket of 500 of the largest U.S. stocks, weighted by market capitalization.

The iShares 20 + Year Treasury Bond ETF tracks a market - weighted index of debt issued by the US Treasury with remaining maturities of 20 years or more.

For example, the dollar as measured by the Federal Reserve's broad trade - weighted index fell in the second half of the 1980s and soared in the 1990s, but both decades saw robust growth.

To calculate our rankings, we indexed each factor and calculated an overall index by taking a weighted average of each of these indices.

Master limited partnerships represented by the Alerian MLP Index, a market cap — weighted, float - adjusted index composite of the 50 most prominent energy master limited partnerships (MIndex, a market cap — weighted, float - adjusted index composite of the 50 most prominent energy master limited partnerships (Mindex composite of the 50 most prominent energy master limited partnerships (MLPs).

Following a January rally, the global commodities complex underwent declines in February before partially recovering in March; for the first quarter as a whole, the benchmark Thomson Reuters CoreCommodity CRB Index (CRB) gained 0.8 % on a price - only basis.1 Among the 19 component commodities tracked by the CRB, advancers had a slight edge over decliners, buoyed by growth in global economies and weakness in the trade - weighted US dollar, which retreated 2.1 %, according to the Federal Reserve's (Fed's) US Dollar Index.1 Aside from robust gains for a host of agricultural products, oil and gold were also among the commodity winners.

Global stocks represented by the MSCI World Index, consisting of a market value — weighted average of the performance of about 1,350 securities on the stock exchange of selected countries.

The PowerShares Senior Loan Portfolio tracks a market - value - weighted index of senior loans issued by banks to corporations.

On the other hand, if the recovery of cap - weighted indices like the S&P 500 is not confirmed by uniformity across a broad range of other securities, the historical evidence is that investors have generally been facing the last gasp of a bull market.

It's an index of, like, «emerging markets weighted by how much big money managers want to invest in them.»

The PowerShares Treasury Collateral Portfolio tracks a market - weighted index of debt issued by the US Treasury.

By the end of 2016, these six countries had a 73 % weighting in the MSCI index (which today includes 24 countries representing about 10 % of world market capitalization) but their rolling five - year average growth rate had fallen close to 3 % — and in the last year, to 1.5 % due to downturns in Brazil and Russia.

In this period, the dollar's trade - weighted exchange value appreciated 1.8 percent as measured by the Federal Reserve Board's major currencies index.

For this purpose, I will focus on the exchange traded fund managers who have gained a following among Israeli investors, on the investment indices that have won investors» trust, and on the local institutions that have chosen to assign substantial weight to exchange traded funds in the funds managed by them.

Index - tracking funds would need to buy shares immediately in order to match the 1 % target weighting for «A» shares in the index; this would drive $ 5 billion into this market, according to an HSBC estimate cited by BarrIndex - tracking funds would need to buy shares immediately in order to match the 1 % target weighting for «A» shares in the index; this would drive $ 5 billion into this market, according to an HSBC estimate cited by Barrindex; this would drive $ 5 billion into this market, according to an HSBC estimate cited by Barron's.

For example, the chart below compares the S&P 500 Index to the same 500 component stocks, but weighted equally rather than by market capitalization.

Its absurdly high weighting to banks and resources companies meant that it underperformed an equal weighted index by some 7 per cent during the past financial year.

For stocks and equity indexes, they weight portfolio assets by market capitalization.

The ETRACS Monthly Pay 2xLeveraged Closed - End Fund ETN provides 2x the monthly return of an index of US - listed closed - end funds, weighted by yield, discount to NAV and trading volume.

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

The SPDR EURO STOXX Small Cap ETF tracks an index of stocks from smaller European firms in eurozone countries, selected and weighted by market cap.

The broad trade - weighted index (TWI) has risen by around 2 per cent, while the major currencies TWI is up by around 4 per cent (Graph 23).

The Health Care Select Sector SPDR Fund tracks health care stocks from within the S&P 500 Index, weighted by market cap.

A physically replicating ETF (Exchange Traded Fund) refers to an index fund that track an index by buying, according to their weighting in the index, all or large parts of the securities included in the index (eg.

The first thing to note is that the equal weight index — represented by the & P500 Equal Weight TR — has a huge advantage over the market capitalization weighted S&P 5weight index — represented by the & P500 Equal Weight TR — has a huge advantage over the market capitalization weighted S&P 5Weight TR — has a huge advantage over the market capitalization weighted S&P 500 TR.

The first 2 buckets get 90 % of the overall weight, and are apportioned by market cap relative to the whole index.

The «broad market» in fixed income is typically measured by the Bloomberg Barclays U.S. Aggregate Index (Bloomberg Barclays Aggregate), which is market - cap weighted and has historically had an approximately 90/10 split between interest rate risk and credit risk.

Similar to equally - weighted indexes, company weights are not affected by market price and therefore pricing errors are also random.