Sentences with phrase «into deciles»

To test this relationship, all stocks listed on the NYSE were ranked on December 31 of each year, according to stock price as a percentage of book value, and sorted into deciles.

First, all stocks traded on the NYSE and AMEX as of April 30, 1968 were sorted into deciles based on their price - to - book ratios on that date.

One such monthly time series represents the returns of ten portfolios formed by sorting the universe by each stock's ratio of book equity to market value and splitting them evenly into deciles.

I think that your readers divided into deciles by investable assets would show that most of them, with limit orders and patience, could utilize a small / micro / nano cap strategy.

The table in Exhibit II divides the Russell 2000 into deciles according to market capitalization.

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.

They took the residuals and broke them into deciles so that 10 means 90th to 100th percentile, and so forth.

Schools graded on a 1 to 10 scale; the school will also rank schools into deciles on each weighted indicator

Length of stay and use of care were used as continuous variables with quadratic and cubic terms, and patient volume was categorized into deciles.

In other words, they pick stocks for portfolios 3 and 4 by first sorting into deciles based on prior - month return and then sorting each of these deciles into nested deciles sorted based on share turnover.

Not exact matches

To show what's going on, we broke the S&P 500 components into price / revenue deciles, presented in the chart below (thanks to our resident mathematician Russell Jackson for pulling the data together).

Ranks stocks into tenths (deciles) separately by prior - day change in tweets and market capitalization.

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.

They then use additional regressions and a ranking of funds into tenths (deciles) by fee to analyze relationships between alphas and fees.

The study was then repeated with the PEs divided into smaller groups, i.e. deciles or 10 % intervals (see Diagrams A. 2 and A. 3).

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

One ploy often used to play down growing inequality is to rely oh rather coarse statistical breakdowns - dividing the population into five «quintiles,» each containing 20 percent of families, or at most 10 «deciles.»

The blue bars show the average annual amount of the tax in cash terms for each decile of household wealth in WAS (to construct the deciles, households in WAS were divided into ten equally sized groups according to net household wealth).

The researchers divided the participants into ten groups, deciles, on the basis of their carbohydrate intake.

The Lagiou / Trichopoulou / Nilsson papers partitioned the cohort into DECILES, and the the protein consumption in the lowest decile was about 10 %.

There have been numerous studies which break up the stock market into five quintiles or ten deciles.

I divided performance into ten deciles for the past year and the past month.

This 5.2 % yield spread is well into the top decile of the historical range and well over the historical average of 3.9 %.

They each year in January sort hedge funds into tenths (deciles) based on fund manager fWHR and then measure the performance of these decile portfolios over the following year.

Thank goodness the relationship is weak, as current valuations for low beta stocks are well into the top decile of historical experience regardless of the valuation measure used.

The stocks are independently sorted into ascending order in 3 groups (rather than deciles, for the obvious reason — 9 annual portfolios is easier to track than 100): 1.

I quote: By marrying the two and buying the 25 stocks from decile 1 of Value Factor Two with the best six - month price appreciation, average annual returns jump to an eye - popping 21.19 percent, turning $ 10,000 into $ 69,098,587 between 1964 and 2009.»

Stocks that paid dividends were sorted by yield and split into 10 groups called deciles.

This may or may not be valuable, but I'm curious as to what the % return would be if we not only divided the value decile of about 120 stocks to 60 stocks, but even further divided that into halve yet again to about 30 stocks.

That is, on January 1st of each year (putting aside the fact that the market's closed on New Year's Day), you are «looking back» into lagging fundamental valuation data of the prior year to sort «All stocks» into updated deciles, and then going long on about 60 or about 120 of the stocks in the «value decile» (i.e., the bottom 10 % of All stocks that have the lowest EM).

The third — «Sell at 2SD, Buy at Mean» — buys the value decile only if the Shiller PE is below its mean, sells into cash if the Shiller PE is more than two standard deviations above its mean, and holds cash until the market falls back below the mean.

Below we re-run the tests, but this time instead of kicking all of the portfolio into cash, we put only 75 of the portfolio in cash, and maintain 25 percent exposure to the value decile.

The first — «Sell at 1SD, Buy at -1 SD» — buys the price - to - book value decile only if the Shiller PE is one standard deviation below its mean, sells into cash if the Shiller PE is more than one standard deviation above its mean, and holds cash until the market falls back below one standard deviation below the mean.

It looked at rolling stock market returns between 1919 and 2017 and sliced them into the best and worst deciles.