Sentences with phrase «lower standard deviations»

It's stocks with a low standard deviation and a low beta that interest Masson most.

His low - volatility portfolios consist of the 30 % of stocks with the lowest standard deviations of monthly total returns during the preceding 36 months, reformed monthly.

The product writ large is designed to reduce a diversified portfolio's correlation to the market, lower standard deviation (thus increasing a portfolio's Sharpe ratio) and ultimately deliver long - term returns in excess of the market.

To tie all these topics together, below is a new bracket with 8 benchmark indexes that shows that two indexes that buy VIX call options (LOVOL and VXTH) had the lowest standard deviations over the past decade.

Similar to Jim's statement about lower standard deviation in the summer.

Maybe your intervention has a large effect size d if you manage to bring the group of learners together and lower the standard deviation.

The remaining seven learning items also had high levels of agreement, making this component notable for its high means and low standard deviations.

The very low standard deviation of ratings for all sources of influence, especially for principals, reduces the potential strength of relationships with any other variable in our study.

As it relates to investing, for example, an index fund can be expected to have a low standard deviation versus its benchmark index, as the fund's goal is to replicate the index.

The fund with a lower standard deviation is a preference for me because it is less volatile than the others.

For example, a volatile stock will have a high standard deviation while a stable blue chip stock will have a lower standard deviation.

1 From its 7/14/2008 inception through 12/31/2013, TOLZ's index outperformed both the S&P 500 and the MSCI World Index with lower standard deviation.

Typically, but not always, money market funds have lowest standard deviations, stocks funds have highest, while bond funds are in - between.

The blue line tracked the lowest standard deviation value in 120 days.

The Über - Tuber trailed the DFA portfolio by just half a dozen basis points annually, and it accomplished that result with a lower standard deviation — which means lower volatility.

Their appeal is not only their non-correlation (or even negative correlation) with other parts of the portfolio, but their surprisingly low volatility: as a group, managed futures tend to have lower standard deviation and smaller drawdowns than both stocks and commodities.

It has a low standard deviation of 0.51 while its average maturity is 0.93 years.

If a fund is generating higher alpha compared to its peers for lower standard deviation and beta, then, why select funds with higher volatility.

From the portfolios in valueresearch ICICI balanced Advantage seems to be the least risky in bear phases with lowest Standard Deviation.

The 200 - day system outperformed buy and hold more often than not; however, the greatest outperformance was in lower standard deviation, which equates to a less volatile portfolio.

His low - volatility portfolios consist of the 30 % of stocks with the lowest standard deviations of monthly total returns during the preceding 36 months, reformed monthly.

ICICI Prudential Balanced Fund (Regular Plan) has very low standard deviation, a very high Alpha & Sharpe ratio.

It has low standard deviation compared to the other two funds.

The fund has low standard deviation amongst its peer at 1.63 against category average of 1.99.

ICICI Prudential Dynamic has lower Standard deviation when compared to other two funds.

The fund has low standard deviation amongst its peers at 1.75 against category average of 1.99.

(Ratios to measure risk of a mutual fund: A good Mutual Fund ideally should have Low Standard Deviation, High Alpha, Low Beta and High Sharpe Ratio)

Dear Saikat, Equity funds will have Sideways movements, but the point is funds which can give better Returns with low Standard Deviation over a long period of time can be the best ones to invest.

Franklin India Tax shield fund has one of the lowest standard deviations and also a very low BETA.

The fund practically failed to add value over its reference portfolio, which had a lower standard deviation.

A high standard deviation indicates an investment has historically been more volatile, while a low standard deviation indicates an investment has historically been less volatile.

Unless r2 is 1, the proxy temperature data will always have a lower standard deviation than the measured data.

The ensemble prediction from the PIOMAS model submitted by Zhang and Lindsay is still showing an open Northwest Passage (Figure 1a), as in the June Outlook, but there has been a notable drop in the uncertainty of the estimate with a low standard deviation in the model ensemble (Figure 1b).

Similar to Jim's statement about lower standard deviation in the summer.

Not exact matches

Timmer: You know, the last two years until the January high, were really extraordinary times for the market, and I fear that investors got spoiled by that, because the S&P was up I think 52 % in two years and in 2017 the volatility — the standard deviation of those returns — was at an all - time low of 3.9.

More so than other stock pickers, low - volatility fund managers focus on metrics like beta, standard deviation and Sharpe ratios.

At the same time, USCOX had relatively lower risk than many of its peers, with a monthly standard deviation of between 3 and 4 percent.

According to White and Grantham, a portfolio composed of 50 percent energy and metals, 50 percent all other equities, had a standard deviation that's 35 percent lower than the S&P 500 Index.

Therefore the alpha for ICVT is 10.11 % in comparison to the Bloomberg Barclays U.S. Aggregate Index and it offers relatively low risk with a standard deviation of 4.72 %.

These conditions comprise the following: S&P 500 overvalued with the Shiller P / E (the ratio of the S&P 500 to the 10 - year average of inflation - adjusted earnings) greater than 18; overbought with the S&P 500 within 3 % of its upper Bollinger band (2 standard deviations above the 20 - period average) at daily, weekly, and monthly resolutions, more than 7 % above its 52 - week smoothing, and more than 50 % above its 4 - year low; overbullish with the 2 - week average of advisory bullishness (Investors Intelligence) greater than 52 % and bearishness below 28 %; and yields rising with the 10 - year Treasury bond yield higher than 6 - months earlier.

In addition, Philip Morris has a fairly low stock price standard deviation of 24 %.

Dividend aristocrats have a 13.8 % standard deviation over the last 10 years, demonstrating lower volatility than the S&P 500, which recorded a 14.9 % standard deviation over the same period.

We then segment weekly actual minus forecasted T - note yield differences into: those more than one standard deviation below forecasted yield (Below Lower); those between one standard deviation below and above forecasted yield (Between); and, those more than one standard deviation above forecasted yield (Above Upper).

These upper and lower bands are set above and below the moving average by a certain number of standard deviations of price, thus incorporating volatility.

What the two groups have found is the beginnings of a detection «bump»: ATLAS team quotes a tentative result at 125 - 126GeV with a statistical significance of 3.6 σ (3.6 standard deviations); the CMS team finds one at 124GeV at a lower confidence level of 2.6 σ.

Note that the standard deviation charts halt at No. 25 when looking for the lowest, otherwise teams that everyone agreed were terrible (say, Eastern Michigan) would all be at the top.

Note that the standard deviation charts halt at No. 25 when looking for the lowest, otherwise teams that everyone agreed were terrible (say, Boston College) would all be at the top.

Similarly, if replacing the lowest - ranked school in the survey with a top - quintile school, student test scores would improve by 0.39 of a standard deviation using a conventional VAM, and 0.53 of a standard deviation when using the MIT team's own VAM method.

«From the brief report it is not clear what the levels of disease mtDNA are in the various tissues of the offspring, although the average is relatively low, nor is it clear whether the + / -0.92 % is standard deviation, standard error or a confidence interval, although we assume standard deviation.

Just one entry, from expert number 5, stands out apart from the rest with a very low estimate 0.3 K for the sensitivity asserted with an amazingly low «standard deviation» (confidence interval) of 0.2 K.