Sentences with phrase «measured by return»

Top ten midrange and large scale improvements are also covered in the report, measured by return on investment after projects are complete.

Risk - adjusted returns, as measured by return per unit of volatility, were comparable in all four portfolios.

An intuitive and effective indicator of future growth is current profitability, as measured by return on assets (ROA).

Figure 1 shows how EBITDA gives the misleading impression that gas station operators CST Brands (CST) is increasing profits when its true profitability as measured by return on invested capital (ROIC) is in sharp decline.

Although the investment center approach is extremely useful in evaluating the overall profitability of a company as measured by return on capital deployed, it can be manipulated by managers who know how accounting rules work.

This time the balance that Wenger is looking for is in the team itself and he thinks that he has found that after a couple of clean sheets in a row, as an Arsenal.com report explains, helped in no small measure by the return from injury of Laurent Koscielny at the heart of our defence.

Not exact matches

Google is aware that slow sites make for a poor user experience, and because they can measure site speed with their crawls and poor user experience by the number of people that immediately return to their results pages after clicking on a link, site speed is an important ranking factor.

Stores can use the dashboard to see how many customers are coming through their doors and measure them by demographics (gender or age, for instance) and whether they are new or returning customers.

These investors measure success of their investments by the SROI (social return on investment), which will vary based on the organization.

MathSoft, a $ 10 - million Cambridge, Mass., software company, measures the return on its PR investment by the number of sales leads generated by stories that appear in the trade press.

CBO's measure of before - tax comprehensive income includes all cash income (including non-taxable income not reported on tax returns, such as child support), taxes paid by businesses, [15] employees» contributions to 401 (k) retirement plans, and the estimated value of in - kind income received from various sources (such as food stamps, Medicare and Medicaid, and employer - paid health insurance premiums).

The company's strengths can be seen in multiple areas, such as its revenue growth, reasonable valuation levels, largely solid financial position with reasonable debt levels by most measures and notable return on equity.

That some of the forces governing capital flows and asset values are driven not by market - determined expected return but by policy measures directed at, for example, an exchange rate objective means that at least some of what we observe in global capital markets may be attributed to these distortions.

The company's strengths can be seen in multiple areas, such as its reasonable valuation levels, expanding profit margins, largely solid financial position with reasonable debt levels by most measures and notable return on equity.

It is a well - established fact that, over longer periods of time, companies with lower accruals handily beat companies with higher accruals when measured by total return.

It represents the difference between a fund's actual returns and its expected performance, given its level of risk as measured by beta (see definition of Beta).

The reality is that rising volatility as measured by the CBOE Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm's clients.

As always, the strongest prospective market return / risk profile is associated with a material retreat in valuations followed by an early improvement in broad measures of market internals.

Similarly, even though the expected return to stocks is negative in the current climate, the risk (measured by the variability of possible outcomes) is also very wide.

The most reliable measures we identify in market cycles across history are consistent with the expectation of near zero total returns in the S&P 500 Index over the coming decade, and the likelihood that the market will fall by half over the completion of the current cycle.

Though we don't use the Coppock indicator in its popular form, the 29 signals in this measure since 1900 have been associated, on average, with market returns of 19.6 % over the following year, and only 3 yearly losses among those signals (one because of the entry into World War II, and the others because the signals were driven by the reversal of a very weakly negative reading, as was the case for the latest signal).

«By any measure, such returns are extremely strong.

The annualized percentage difference between a fund's actual returns and its expected performance given its level of market risk, as measured by beta.

FCF yield is a measure used to estimate the rate of return of a stock by comparing a company's free cash flow to its overall value.

ROE > 10 %: Return on equity measures a corporation's profitability by revealing how much profit a company generates with the money shareholders have invested.

With the S&P 500 within about 8 % of its highest level in history, with historically reliable valuation measures at obscene levels, implying near - zero 10 - 12 year S&P 500 nominal total returns; with an extended period of extreme overvalued, overbought, overbullish conditions replaced by deterioration in market internals that signal a clear shift toward risk - aversion among investors; with credit spreads on low - grade debt blowing out to multi-year highs; and with leading economic measures deteriorating rapidly, we continue to classify market conditions within the most hostile return / risk profile we identify — a classification that has been observed in only about 9 % of history.

By contrast, the buyout asset class has never returned more capital than it has called in any time frame measured below.

Among the valuation measures most tightly correlated across history with actual subsequent S&P 500 total returns, the ratio of market capitalization to corporate gross value added would now have to retreat by nearly 60 % simply to reach its pre-bubble average.

As I shared with you in January, emerging Europe countries, as measured by the MSCI EM Europe 10/40 Index, finished last year up more than 20 percent, and so far in 2018, they've returned 1.17 percent, compared to the S&P 500 Index, which is down more than 3 percent.

A measure of 100 indicates that all of the return can be explained by movements in the benchmark.

Even measured against this bull market's impressive results, technology stocks have been excellent investments, outpacing the 19.4 percent annualized return of Standard and Poor's 500 - stock index by four percentage points per year, on average, since...

Does investor interest in stocks as measured by Google Insights for Search predict which stocks will exhibit return continuation?

He distinguishes inflation hedging (measured by correlation of returns and inflation) from long - run asset class performance.

Returns by media type are similar whether measured simply in excess of the risk - free rate or adjusted for multiple risk factors common to long / short U.S. equity hedge funds.

In the March 2009 version of their paper entitled «Higher Risk, Lower Returns: What Hedge Fund Investors Really Earn», Ilia Dichev and Gwen Yu measure actual hedge fund investor returns by integrating the returns of the funds they hold with the timing and magnitude of their capital flows into and out of theseReturns: What Hedge Fund Investors Really Earn», Ilia Dichev and Gwen Yu measure actual hedge fund investor returns by integrating the returns of the funds they hold with the timing and magnitude of their capital flows into and out of thesereturns by integrating the returns of the funds they hold with the timing and magnitude of their capital flows into and out of thesereturns of the funds they hold with the timing and magnitude of their capital flows into and out of these funds.

They use a long - run sentiment index derived from principal component analysis of six sentiment measures: trading volume as measured by NYSE turnover; the dividend premium; the closed - end fund discount; the number of and first - day returns on Initial Public Offerings; and, the equity share in new issues.

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

Does the U.S. stock market volatility risk premium (VRP), measured as the difference between the volatility implied by stock index option prices recent actual index volatility, usefully predict stock market returns?

During that era venture capital generated strong, above - market returns, and performance by any measure was good.

The Importance of Measuring Returns Peak - to - Peak Stock returns equal income, plus growth in fundamentals, plus changes in valuation By John P. Hussman,Returns Peak - to - Peak Stock returns equal income, plus growth in fundamentals, plus changes in valuation By John P. Hussman,returns equal income, plus growth in fundamentals, plus changes in valuation By John P. Hussman, Ph.D..

The company's strengths can be seen in multiple areas, such as its revenue growth, largely solid financial position with reasonable debt levels by most measures, notable return on equity, increase in stock price during the past year and expanding profit margins.

Alpha is a measure of the difference between a portfolio's actual returns and its expected performance, given its level of risk as measured by beta.

A recent study by Wes Gray and Jack Vogel, Dissecting Shareholder Yield, makes the stunning claim that dividend yield doesn't predict future returns, but more complete measures of shareholder yield might hold some promise.

Through mid-December, developed international markets have gained more than 21 % (as measured by the MSCI World Index ex US) and emerging markets (as measured by the MSCI Emerging Markets Index) have increased 25 % — compared with a 20 % return for the S&P 500.1

As a result, changes in NAV are not the best gauge of mutual fund performance, which is best measured by annual total return.

Attempting to improve yield measures by separating on payout percentages is not a reliable tool to enhance investment returns.

Bonds, as measured by the Barclay's Capital Aggregate Bond Index, are yielding less than 2 %, while cash has very little return potential at all.

The GIC, a group of seasoned investment professionals who meet regularly to review the economic and political environment and asset allocation models for Morgan Stanley Wealth Management clients, expects the economy — as measured by gross domestic product, or GDP — to grow, but at below the rate to which we have become accustomed, based on prior second - stage recoveries; stock and bond returns will likely follow suit.

The Toronto Stock Exchange compared ESOP versus non - ESOP public companies and showed that in ESOP companies: — five - year profit growth was 123 % higher — net profit margins were 95 % higher; — productivity measured by revenue per employee was 24 % higher; — return on average total equity was 92.3 % higher — return on capital was 65.5 % higher.

The Fund seeks to track the performance of an index that measures the investment return of common stocks of companies that are characterized by high dividend yield.