Sentences with phrase «investment factors»

In such circumstances, a fund may seek to maintain exposure to the targeted investment factors and not adjust to target different factors, which could result in losses.

Over the past few years, asset managers have tried to make «smart beta» even smarter by combining known investment factors into a single approach.

To put this all together, I suggest running a screen that incorporates the four individual investment factors mentioned in this article.

Smart beta funds are powered by investment factors, which are broad and historically persistent drivers of return.

We also observe the relatively strong correlation between value and investment factor returns, which suggests that in combination the two factors may be redundant.

That is to say, several investment factors are likely near, or past, their best levels for this cycle.

There are many investment factors that beat the market over time, but not while many are pursuing them.

There are no permanently valid investment factors to beat the market.

In such circumstances, a fund may seek to maintain exposure to the targeted investment factors and not adjust to target different factors, which could result in losses.

What if the same were true for well known investment factors?

Among individual investment factors, growth is proving sturdy this year.

Exposure to such investment factors may detract from performance in some market environments, perhaps for extended periods.

Today's challenge: How would «alternative» investments factor into the Safe Withdrawal Rate exercise?

«The critical investment factor is determining the intrinsic value of a business and paying a fair or bargain price.»

In an idealized world, we would look to construct portfolios that gave us a pure expression of our views on each of the main investment factors.

(A backtest is simply a statistical look at historical data to determine whether employing a given investment factor, such as selecting stocks with low price - earnings ratios, results in excess returns over time; i.e., returns above a stock market benchmark.)

Each test divided the companies in our backtest universe into quintiles (five equally sized groups) based on their rank on one or more investment factors.

A research paper from BlackRock shows that idealized zero - net - investment factor portfolios constructed using Fama - French approach * can have much lower long - term correlations:

A new investment factor is discovered:

Many investors have caught on to the idea of the different dimensions of expected return or «premiums» such as the market, size, relative price (value), profitability, and capital investment factors.

As Robert Trivers (1972) pointed out some 40 years ago, which gender is choosier depends on a host of parental investment factors and sexual selection processes, and sometimes males are the choosier gender in a species (e.g., Mormon crickets, katydids, etc.).

CI 102: Market Analysis for Commercial Investment Real Estate Analyze investment factors for each of four major property types: office, industrial, multifamily, and retail.

Exposure to such investment factors may detract from performance in some market environments, perhaps for extended periods.

However, the latest research from Fama - French indicates that this factor is less important in the presence of the beta, size, profitability and investment factors.

The investment factor tilts toward companies with lower asset growth which could run the risk of missing out on potential growth opportunities.

The investment factor (which correlates with value) is cheaper than its historical norm, though not by a wide margin.

This makes value an investment factor — a broad, historically rewarded driver of returns.

One could conclude that the international evidence in favor of these investment factors is poor.

Momentum also typically leads to high tracking error, while the investment factor leads to low tracking error.

The investment factor tilts toward companies with lower asset growth, and thus can risk missing out on potential growth opportunities.

Seek companies with a favorable combination of high quality (50 %), high momentum (30 %), and low valuation (20 %) investment factors

[1] The discovery of the «small cap risk premium» — over a 40 - year period to 1975 small cap stocks outperformed large cap stocks on a risk - adjusted returns basis — officially made size an investment factor.

All these investment factors should be documented before making a trade.

Performance is tied to market and investment factors, which can negatively impact cash value.

Universal Life is different than term life insurance because of the investment factor of the premiums.