Sentences with phrase «low volatility»

One important point they make is that the low vol anomaly is more than the idea that stocks with low volatility outperform stocks with high volatility.

A dollar invested in 1968 in the top 20 % of lowest volatility stocks in a portfolio would be worth just over $ 100 in 2015.

A significant body of research confirms the efficacy of investing in low volatility stocks over high volatility stocks.

Investors enjoyed a relatively relaxing month of lower volatility in many sectors.

Take for instance the area of low volatility ETFs.

For these reasons, the outlook for low volatility strategies remains promising.

My intuition is that investing in low volatility portfolios should help in regards to diversification as well.

I made this point before with low volatility funds, showing how to find lower cost ETFs that have the same effect.

You'll get more buying power for low volatility stocks than medium or high volatility stocks.

Within the Flexible Income strategy, this subset of low volatility equity funds can be used as bond fund alternatives.

These findings confirm that credit spread and low volatility factors can effectively explain portfolio return and volatility and present the necessity of applying factors while taking duration and quality into consideration.

In this world, a rate of return that is below average but is achieved with very low volatility can be considered an exceptionally good result.

The fund is characterized by a relatively low volatility of returns and held up well in the last major market downturn in 2008.

You can also find strategy indexes that allow you to invest for specific goals, such as low volatility or high dividend return.

I know that one should focus on lower volatility stocks when having longer hold periods.

For some time now I have been intrigued by the research on the so - called low volatility anomaly.

And they are typically buying opportunities, provided there are no economic or financial shocks to today's low volatility regime.

Over the long term, however, it is reasonable to expect low volatility investing to persist in producing excess returns.

One of the main drivers of this exposure stems from the bond - like characteristics of sectors usually favored by low volatility strategies, such as utilities and consumer staples.

In other words, in an efficient market, equity portfolios exhibiting low volatility, for instance, shouldn't be able to earn comparable returns to their higher risk counterparts.

Matching higher volatility investments with lower volatility investments will obviously give you a portfolio somewhere in the middle.

The fund's stated goal is to generate absolute returns while lowering volatility and protecting itself against downside risk.

Highly volatile, low - returning markets end in fear, which leads to higher - returning markets with much lower volatility, followed by the eventual greed that starts the cycle again.

We offer them blended portfolios of risky and safe assets ranging from low volatility to the volatility level of the stock market.

True, both the covered call ETFs have slightly lower volatility than the plain versions but not enough to be meaningful.

Amid historically low volatility, the index has now posted gains in 15 out of the past 16 months, including a streak of eight in a row.

The newfound premium (since reduced), on the other hand, is the result of investors seeking investments that can offer lower volatility and higher yield.

In the two previous posts, we have looked at low volatility stocks vs. high volatility stocks with trailing stops.

On average, the first 100 trading days of recession - induced bear markets contain only a quarter of the bear market losses and have lower volatility compared with the full downturn.

This does not mean low volatility stocks will outperform every single year.

It is impossible to determine how every person is using low volatility ETFs, but asset flows should give some insight.

A focus on research and diversification help seek lower volatility than the overall market, while containing risk in difficult environments.

These first tests point to trading lower volatility stocks and those with higher dollar - volume.

The chart structure at the current time is outstanding as we are still experiencing low volatility.

And even though it may not feel like it to some investors, this has been an extremely low volatility rally in stocks.

Equally concerning, the investment community may not be adequately prepared for the possibility that record low volatility in both stocks and bonds picks up substantially.

I've read a little about low volatility ETFs but did not know everything you had shared.

That's why holding a globally diversified equity portfolio — say, one third in each region — lowers volatility without sacrificing returns.

This strategy is ideal for a news release that has shown low volatility.

We see low volatility as a normal feature of the benign economic and financial backdrop — and not as a warning sign in itself.

Once we move into a more volatile environment, investors will rotate from high beta into low volatility ETFs and the performance differential between equal and cap weighted ETFs will reduce.

A frequent criticism of low volatility exchange - traded funds is that these funds leave some upside on the table during bull markets.

Is this the best way to construct low volatility portfolios?

Like other alternatives, it offers the potential for lower volatility through the use of assets not correlated with the markets.

I'm concerned about the very, very low volatility levels.

The higher level of predictability serves as the fundamental foundation for lower volatility across a full market cycle.

The sustainability of such a regime does not necessarily imply markets will return to the unusually low volatility levels seen in 2017.

Lately the bull market has had such low volatility, it can be challenging to catch much of a move or even capture a signal.