Sentences with phrase «large liquid stocks»

Each factor criteria is established at the top 30 % of book - to - market (value), highest past 12 - 1 month return (momentum), past - 36 month total - volatility (low volatility) among approximately 800 large liquid stocks to avoid the liquidity issues associated with looking at a basket of liquid small and micro-caps.

Not exact matches

And since the Tech Bubble, we have seen unprecedented amounts of liquidity funneled into the capital markets, and highly - levered, credit - sensitive, smaller - cap and lower - quality stocks and sectors outperformed their more liquid, larger - cap, higher - quality counterparts.

There is a lot of competition with heavy hitters in the equities market and I've seen large institutions drag down a highly liquid stock with just one trade, causing others to dump because of the hit to their portfolios.

The Horizons Enhanced Equity ETF (HEX / TSX) holds 30 large cap Canadian stocks that also have liquid options markets.

For the stock portion let's use the S&P 500 since it tracks the largest, most liquid stocks in the market and is right in line with the overall stock market in the U.S..

The ProShares Ultra FTSE China 50 ETF provides daily 2x exposure to a free - float - weighted index comprising 50 of the largest and most liquid Chinese stocks listed on the Hong Kong Stock Exchange.

Domestic stock funds offer exposure to the world's largest, most liquid equity market, and can give investors the ability to own stocks in some of the world's most successful companies.

Trading volume in WisdomTree Dreyfus Chinese Yuan ETF (NYSEArca: CYB), the largest and most liquid exchange - traded product currently available, has been building in the past week as money managers have started taking money out of Chinese stocks they think are getting overvalued.

It comprises 30 most liquid stocks of Russian largest and most developed companies from 10 main economy sectors.

The strategy realized a Sharpe ratio 0.75 over the sample, almost two and a half times that on the market over the same period, despite trading exclusively in the largest, most liquid stocks.

The Deutscher Aktien Index (DAX) is a stock index that represents 30 of the largest and most liquid German companies that trade on the Frankfurt Exchange.

ACWI offers a highly liquid portfolio of global large - and midcap stocks that matches the market well.

3/4 -1 # fresh tomatoes, peeled and chopped, retaining liquid 7 large white mushrooms, cleaned well and sliced very thinly (keep stems) 2 ounces (1/2 cup) fresh green beans (or sugar snaps) sliced thinly on the diagonal into 1 1/4 ″ lengths 2 T peanut oil 2T sherry 5 1/2 cups chicken stock * 15 oz can creamed corn 4T cornstarch dissolved in 6T cold chicken stock 1 large egg white (I misread this and used a whole egg; it was delicious) sugar and salt (yes, you might need them both) 2 oz good, sweet and smokey ham, coarsely minced

Anecdotally, this is how I made Squash Risotto for four: * In a large saucepan melt 2 tablespoons of butter and sauté 1/4 cup finely chopped onion, scallion or leek for a few minutes / then add 1 1/2 cups Arborio rice to the mix / continue to sauté for five minutes along with a finely chopped teaspoon of sage or rosemary, stirring often / meanwhile, in another saucepan heat 2 1/2 cups of stock or plain water to a simmer and hold / add 1/2 cup white wine to the rice mix and let it cook away until liquid almost disappears / add a teaspoon of salt and more if needed when risotto is done / begin adding simmering liquid 1/2 cupful at a time, stirring until liquid is nearly cooked away / add additional liquid 1/2 cup at a time and, once again, stir and allow to cook until liquid is almost gone before adding more.

Strain infused stock through sieve into a large bowl, pressing on solids to extract as much liquid as possible; discard solids.

Strain the soup stock into a large pot or dutch oven, add the fish sauce, and cook over high heat until the liquid reduces to roughly 12 cups.

Below are some of the large cap Index funds which have BSE Sensex as their Index; (BSE Sensex, a collection of 30 most liquid and traded stocks on the Bombay stock exchange)

The reconstitution costs of small cap stocks are much higher than large cap stocks, as the small cap stocks are less liquid.

Rather it has a portfolio is liquid large cap stocks, with a number of smaller speculative stocks (eg tech companies or blue sky mining).

An ETF that holds large - cap stocks or government bonds is highly liquid regardless of its trading volume.

Penny stocks are considered high risks because they are not liquid and have large bid - ask spreads.

In addition to stocks of large companies, the Opportunistic Value Equity Strategy invests in stocks of small - and mid-cap companies that are generally less liquid than large companies.

For example, it's relatively easy to trade the large cap stocks in the S&P 500 Index, whereas it's harder to trade the less liquid stocks in the MSCI Frontier Market Index.

Conversely, an index like the S&P 500 is comprised of the largest and most liquid stocks sp there's full replication.

Micro-cap stocks involve substantially greater risks of loss and price fluctuations becuase their earnings and revenues tend to be less predictable (and some companies may be experiencing significant losses), their share prices tend to be more volatile, and their markets less liquid than companies with larger market capitalizations.

The strategy realized a Sharpe ratio 0.75 over the sample, almost two and a half times that on the market over the same period, despite trading exclusively in the largest, most liquid stocks.

HEX holds an equally weighted portfolio of 30 of the largest and most liquid Canadian stocks listed on the TSX.

Even highly liquid large cap stocks can come down by 20 % on a single day..

Mid-capitalization companies are generally less established and their stocks may be more volatile and less liquid than the securities of larger companies.

Horizons HEA will invest primarily in a portfolio of equity and equity related securities of U.S. companies that, as at the Constituent Reset Date, are amongst the largest by market capitalization and most liquid issuers on the New York Stock Exchange (the «NYSE») or the NASDAQ Stock Market («NASDAQ»).

Because for a stock that has a last traded priced of $ 5 or $ 6 and volume traded over $ 4M (i.e. it seems to be quite liquid), it is hardly likely that the difference from bid to ask would be as large as $ 1 (maybe for a stock that has volume of 4 to 5 thousand, but not for one having volume of 4 to 5 million).

The S&P 500 is the largest, most liquid index, containing the largest ~ 500 stocks in the market.

The DJIA is a price - weighted composite index of 30 of the largest and most liquid U.S. stocks.

Likewise, in sector or strategy indices with fewer stocks and larger weights on each stock, increasing share counts to adjust for less liquid classes could affect liquidity.

From a portfolio perspective, controlling for profitability was shown to dramatically increase the performance of value strategies, especially among the largest, most liquid stocks in the market.

Smaller company stocks also may trade at greater spreads or lower trading volumes, and may be less liquid than stocks of larger companies.

ISHARES CHINA LARGE - CAP ETF $ 46.75 (New York symbol FXI; buy or sell through brokers) tracks the 50 largest, most - liquid Chinese stocks.

The result of all of these new stock investors (i.e. the former bond investors) jumping into the stock market is that the price of many dividend - paying stocks has climbed higher, as there are more and more buyers for these large, liquid, relatively stable companies.

Profitability strategies thus have low turnover, and can be implemented using liquid stocks with large capacities.

Highly liquid ADR stocks tend to be usually large caps and hold leadership positions in their sectors.

In addition to stocks of large companies, the Funds invest in small - and mid-sized companies that are generally less liquid and more volatile than large companies.

Mid capitalization companies are generally less established and their stocks may be more volatile and less liquid than the securities of larger companies.