Sentences with phrase «lower volatility of returns»

In my series «5 Simple Ways to Beat the Market», I demonstrated that the Dividend Aristocrats (BATS: NOBL), the subset of the S&P 500 (NYSEARCA: SPY) that has paid increasing dividends for at least twenty - five years, has produced higher returns than the market with lower volatility of returns.

Higher quality companies also had a lower volatility of returns, had lower betas, and more favorable risk - adjusted returns.

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

Not exact matches

LONDON, April 20 - British emerging markets - focused hedge fund Onslow Capital Management has closed after a long period of low volatility hit returns and assets fell below a sustainable level, it said in a letter to investors.

«While we believe most of the price damage is over for this correction, we do not think we are going to return to the same level of low volatility of the recent past,» he said.

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.

Actual results, including with respect to our targets and prospects, could differ materially due to a number of factors, including the risk that we may not obtain sufficient orders to achieve our targeted revenues; price competition in key markets; the risk that we or our channel partners are not able to develop and expand customer bases and accurately anticipate demand from end customers, which can result in increased inventory and reduced orders as we experience wide fluctuations in supply and demand; the risk that our commercial Lighting Products results will continue to suffer if new issues arise regarding issues related to product quality for this business; the risk that we may experience production difficulties that preclude us from shipping sufficient quantities to meet customer orders or that result in higher production costs and lower margins; our ability to lower costs; the risk that our results will suffer if we are unable to balance fluctuations in customer demand and capacity, including bringing on additional capacity on a timely basis to meet customer demand; the risk that longer manufacturing lead times may cause customers to fulfill their orders with a competitor's products instead; the risk that the economic and political uncertainty caused by the proposed tariffs by the United States on Chinese goods, and any corresponding Chinese tariffs in response, may negatively impact demand for our products; product mix; risks associated with the ramp - up of production of our new products, and our entry into new business channels different from those in which we have historically operated; the risk that customers do not maintain their favorable perception of our brand and products, resulting in lower demand for our products; the risk that our products fail to perform or fail to meet customer requirements or expectations, resulting in significant additional costs, including costs associated with warranty returns or the potential recall of our products; ongoing uncertainty in global economic conditions, infrastructure development or customer demand that could negatively affect product demand, collectability of receivables and other related matters as consumers and businesses may defer purchases or payments, or default on payments; risks resulting from the concentration of our business among few customers, including the risk that customers may reduce or cancel orders or fail to honor purchase commitments; the risk that we are not able to enter into acceptable contractual arrangements with the significant customers of the acquired Infineon RF Power business or otherwise not fully realize anticipated benefits of the transaction; the risk that retail customers may alter promotional pricing, increase promotion of a competitor's products over our products or reduce their inventory levels, all of which could negatively affect product demand; the risk that our investments may experience periods of significant stock price volatility causing us to recognize fair value losses on our investment; the risk posed by managing an increasingly complex supply chain that has the ability to supply a sufficient quantity of raw materials, subsystems and finished products with the required specifications and quality; the risk we may be required to record a significant charge to earnings if our goodwill or amortizable assets become impaired; risks relating to confidential information theft or misuse, including through cyber-attacks or cyber intrusion; our ability to complete development and commercialization of products under development, such as our pipeline of Wolfspeed products, improved LED chips, LED components, and LED lighting products risks related to our multi-year warranty periods for LED lighting products; risks associated with acquisitions, divestitures, joint ventures or investments generally; the rapid development of new technology and competing products that may impair demand or render our products obsolete; the potential lack of customer acceptance for our products; risks associated with ongoing litigation; and other factors discussed in our filings with the Securities and Exchange Commission (SEC), including our report on Form 10 - K for the fiscal year ended June 25, 2017, and subsequent reports filed with the SEC.

The board has been dealing with the volatility of publicly traded stocks and low returns from government bonds by diversifying into other forms of assets, including equity in private companies and investments in infrastructure such as highways and real estate.

The industry got a jolt recently when the California Public Employees Retirement System announced it was lowering its historic 7.5 percent expected rate of return in an effort to reduce volatility in its portfolio caused by reaching for risk.

In a guest post in The High Frequency Trading Review, Narang freely admits that «there has been an increasing incidence, in recent times, of days exhibiting unusually high volatility (measured as days when the close - to - close return, or alternatively, the high - low trading range are large in magnitude).»

The stock market opened way down, continuing last Friday's selloff, though it has climbed back since the open — implying the return of volatility — as skittish investors continue to fear the sequence I describe in this AM's WaPo: tight labor market, wage pressures, higher interest rates, inflation, lower profit margins.

Macro: The Macro strategy's strongest contributions came from long equity and Energy - sector positioning as low volatility and sustained, upward trends in these markets continued driving returns throughout most of January.

Bellwether's investment philosophy is simple; companies with growing profitability and a history of increasing the dividend paid to shareholders inevitably produce above average returns with lower volatility.

It aims to deliver these returns with a lower level of volatility than the broader Australian stock market over the medium to long term.

In this blog, we continue the analysis to see if there is a relationship between the magnitude of interest rate change and magnitude of active return of the low volatility index relative to the S&P Read more -LSB-...]

Furthermore, it seeks to achieve these returns with a lower level of volatility than the broader Australian stock market over the medium to long term in order to smooth returns for investors.

At this point, we would find it difficult to imagine that we will return to the prior record low levels of market volatility.

• 12 + underlying investment managers • 8 — 10 % target rate of return • 4 — 6 % target volatility (1/3 of TSX TR Index *) • Low correlation to equities and bonds

Before the end of April, when the market started its gut - wrenching descent, «the combination of return generation and risk diversification was part of a broader virtuous circle for fixed income, which also included significant inflows to the asset class and direct support from central banks,» El - Erian writes at the start of his viewpoint, noting that in addition to delivering solid returns with lower volatility relative to stocks, the inclusion of fixed income in diversified asset allocations also helped to reduce overall portfolio risk.

In my view, such a return would have been both satisfactory and reasonable, given the very low volatility and risk profile of the Fund during the year just ended.

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.

And while volatility subsequently fell back, it has still not returned to the low levels of 2017.

None of the factors consistently generated positive performance during recent market crashes However, almost any factor exposure would have increased the risk - return ratio of an equity - centric portfolio Low Volatility and Mean - Reversion would have been most beneficial, Momentum least INTRODUCTION A

In the April 2016 version of their paper entitled «Volatility Managed Portfolios», Alan Moreira and Tyler Muir test the performance of a simple volatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hVolatility Managed Portfolios», Alan Moreira and Tyler Muir test the performance of a simple volatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hvolatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively hvolatility of recent returns for those assets is relatively high (low).

The ETF's total return of around 16 % to 17 % wasn't quite as strong as the overall market, but that's a price that most investors in the fund are willing to pay in exchange for the perceived lower volatility that dividend stocks have traditionally delivered.

Does the Fama - French five - factor model of stock returns (employing market, size, book - to - market, investment and profitability factors) explain the outperformance of low - volatility stocks.

Let's look at the costs of an actively managed portfolio designed by a financial advisor to provide higher returns with lower volatility than the corresponding benchmark.

2018 started negative for the majority of factors Momentum, Quality and Growth showed the strongest performance Low Volatility, Dividend Yield and Value generated negative returns INTRODUCTION We present the performance of seven well - known factors on an annual basis for the last 10 years and the

During a time of year that is renowned for its low volatility and bullish seasonality, one might think XIV would have some strong historical returns.

When investors begin to focus on the potential for Fed rate hikes, short - term bonds will almost certainly begin to experience lower returns and — depending on the type of fund — greater volatility than they have in years past.

With the French election ending in the defeat of Le Pen, one more risk factor has been removed from the table and low volatility has returned.

With record - low volatility and low stock correlations, some are proclaiming the return to favor of active management after years of suffering outflows to passively run index funds.

The long / short strategy generated excess returns of 45 basis points per month, 50 % higher than the 31 basis points per month generated by the unconditional quality strategy, despite running at lower volatility (10.4 % as opposed to 12.2 %).

Volatility has returned and volumes have remained relatively low, the latter being one of the key reasons we didn't see follow - through on the price highs.

But even those low but positive returns have been able to dramatically reduce the volatility of a balanced portfolio.

We see central banks nearing the limits of extraordinary monetary easing, low returns across most asset classes as well as higher equity and bond volatility amid looming political risks and Federal Reserve (Fed) tightening.

BondMason provides a unique way to target risk - adjusted returns, with low volatility, achieving an average gross return of 8 % p.a.

The 10 month moving average system lowered the volatility of the portfolio to 7.1 % and drawdown to 7.1 % but had slightly lower overall returns than simply buying and holding the portfolio.

The stocks generate high return with a high levels of volatility and liquidity and low levels of current cash.

From the point of an advisor, low volatility strategies ETFs cover three of these, offering down - side protection with equity - like returns.

However, upon completion of this due diligence, sponsors may find that stable value funds offer them an attractive combination of characteristics including principal protection, superior investment returns, and relatively low volatility.

Instead, the technical and emotional guidance that only a trusted, human advisor (as opposed to robo - advisors, for instance) can offer to investors who are attempting to undertake the complex job of coordinating the accumulation, distribution and transfer of their wealth, is invaluable — particularly in an environment that is likely to deliver lower returns and higher volatility than investors have grown accustomed to recently.

Stocks won't necessarily suffer a major decline, but investors should lower their expectations, as I believe the strong returns and low volatility of recent years appear unlikely to repeat.

Does Adding Momentum and Volatility Improve Performance», Mohammed Elgammal, Fatma Ahmed, David McMillan and Ali Al - Amari examine whether adding momentum and low - volatility factors enhances the Fama - French 5 - factor (market, size, book - to - market, profitability, investment) model of stocVolatility Improve Performance», Mohammed Elgammal, Fatma Ahmed, David McMillan and Ali Al - Amari examine whether adding momentum and low - volatility factors enhances the Fama - French 5 - factor (market, size, book - to - market, profitability, investment) model of stocvolatility factors enhances the Fama - French 5 - factor (market, size, book - to - market, profitability, investment) model of stock returns.

The ETF produced a return comparable to that of its reference portfolio, which had a lower volatility.

The prospect of lower stock returns and higher volatility going forward suggests for Russ that investors should consider strategies such as carry, or yield, to boost risk adjusted returns.

The plan is to deploy that «proprietary Absolute Value ® approach,» in hopes of providing «attractive, sustainable, low volatility returns over the long term.»

The prospect of lower stock returns and higher volatility going forward suggests for Russ that investors should consider...

I also have had a lower amount of volatility (as measured by standard deviation of day - over-day returns) then my benchmark index (the S&P / TSX Composite Index).

Its cumulative return was lower and the volatility (measured as a standard deviation of monthly returns) higher than those of its reference ETF portfolio.