Sentences with phrase «international equity factors»

Like major asset classes, international equity factors» returns tend to be more correlated during recessions and bear stock markets.

Not exact matches

The underlying index uses these factors to select 300 stocks from the WisdomTree International Equity Index.

With the addition of these two ETFs, investors now have access to 93 commission - free ETFs, including the full suite of eight domestic and international factor ETFs, three Fidelity actively - managed bond ETFs, 11 Fidelity passive equity sector ETFs, Fidelity ONEQ, and 70 passive iShares ETFs.

International diversification has historically improved equity factor portfolio performance.

Huemmer noted a combination of factors driving the shift, including strong emerging - market performance, positive expectations for global growth, compelling valuations of international equities, and more accommodative monetary policy overseas.

Our research shows that the benefits of international diversification extend to equity factor strategies.

This paper tested the applicability of the Fama - French Three - Factor Model to international equity returns.

Hartford Multifactor Low Volatility International Equity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size faEquity Index (LLVINX or the «Index») seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size faequity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size factors.