Sentences with phrase «median returns with»

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«Historically, when our indicator has been this low or lower, total returns over the subsequent 12 months have been positive 93 percent of the time, with median 12 - month returns of 19 percent,» according to a BofA Merrill Lynch Global Research report.

After heading to Asia for year - end client meetings, Levkovich wrote: «A 10 % total return in the next 13 - 14 months was perceived as being too conservative by many even as our year - end target is in line with mean and median top - down forecasts... Interestingly, several clients suggested that our outlook was far below the bullishness expressed by other even when our numbers are pretty much well within the Street's consensus.»

The Shiller price / earnings ratio, which compares companies» share prices with their inflation - adjusted 10 - year earnings average, is at 31, well above the historical median of 16 — a sign that future returns will be sluggish.

Put differently, as intuition would suggest, below median P / E multiples typically lead to higher average returns, while above median multiples have historically been associated with periods of below - average returns.

Meanwhile, the Projections box indicates that this issue's total return potential to 2018 - 2020 is subpar, compared with the market median of 10 %, but might still appeal to some investors on a risk - adjusted basis.

With an extremely favorable rent to median home price ratio it is possible for buy and hold investors to achieve superior rates of return.

Presently, the likely range of S&P 500 annual total returns for the coming decade is in the 2 - 3 % range based on average and median scenarios, with outside possibilities as low as -3 % in the very bearish case and still less than 8 % in the very bullish case.

The median amount of time child spends in foster care is one year, with more than half of all children returning to their parent or primary caregiver at some point.

Rising stock markets — the S&P 500 has tripled since reaching a low in March 2009 and over the last 10 years, the largest public pension plans have earned an average return of 7.45 percent, broadly in line with the median long - term goal of 8 percent — have boosted pension plan coffers to the highest level of assets they've ever had.

I compared this investment with another where I invested $ 1000 and earned the median 3 - year annualized return (the 50th percentile) of all small - cap index fund share classes for six years.

I also noticed that companies with average, or in this case median ROA, likely outperform stocks that have either higher or lower returns on assets.

A company with a high return on net assets ratio, profit margin, or asset turnover relative to its industry median tends to have greater mean reversion in these measures.

The S&P 500 Low Volatility Index underperformed the S&P 500 in 9 of the 10 periods, with an average excess return of -8.92 % and median excess return of -5.44 %.

In contrast to our previous study, acquirers who were able to purchase companies with P / E ratios below the industry median saw a negative 6.3 percent return after one year and a negative 6.0 percent return after two years.

Acquirers who purchased targets with P / E ratios above the median, including those with negative P / E ratios, had a negative 1 percent return after one year and a negative 3.5 percent return after two years.

Alpholio ™ calculations indicate that the fund returned more than the ETF in just 40 % of all rolling 36 - month periods, with a median cumulative (not annualized) return difference of negative 3.06 %:

Extrapolating the median 20 - year difference in annual returns observed by Cambridge Associates on an investment portfolio of $ 50,000, with $ 5,000 contributed annually over a 45 - year period (assuming quarterly interest compounding) implies a portfolio value spread of approximately $ 4 million at the end of the period.

For the growth firms, while the overall sample mean and median returns are 6.32 % and 0.00 %, respectively, growth stocks with SCORE values of 1 or 2 have a mean annual return of about 30 % and a median annual return of about 15 %.

The median annual returns were consistent with the mean values.

Whereas the overall sample mean and median annual returns for value firms over 1985 - 2009 are 16.86 % and 8.90 %, respectively, value stocks with SCORE values of 1 or 2 have a mean annual return of about 40 % and a median annual return of about 28 %.

The Median Fund is based on monthly returns of the median intermediate - term, actively managed funds within the Morningstar intermediate term bond category with the Bloomberg Barclays U.S. Aggregate Bond Index as a primary bencMedian Fund is based on monthly returns of the median intermediate - term, actively managed funds within the Morningstar intermediate term bond category with the Bloomberg Barclays U.S. Aggregate Bond Index as a primary bencmedian intermediate - term, actively managed funds within the Morningstar intermediate term bond category with the Bloomberg Barclays U.S. Aggregate Bond Index as a primary benchmark.

Low Quality's Round Trip Bad News Bulls Stock Performance Following the Recognition of Recession The Beginning of the Middle Experimenting with the Market's Median Valuation Anchored Inflation Expectations and the Expected Misery Index Consumer Spending Break - Down Recessions and the Duration of Bad News Price - to - Sales Ratio May Prove Valuable International Markets Show Important Divergences Fixed Investment and the Technology Rally Global Yield Curves, Earnings Growth, and Sector Returns Recessions and Stock Prices Adjusting P / E Ratios for the Market Cycle Private Equity and Market Valuation Must Stocks Rise Following a Cut in the Fed Funds Rate?

• Will display portfolio statistics like correlation coefficients, average / median / minimum / maximum rates of return over the selected time frame, along with standard deviation of monthly returns, Beta, Alpha (Jensen), R - squared, Treynor Ratio, and Sharpe Ratio, and all of that.

Calloway REIT of Vaughan, Ont., which owns 1.7 million sq m of space in shopping centres across Canada, tops the pack with an amazing 81 % annual return since 2002, but even the median performer among Canadian real estate trusts achieved a 25.5 % total annual return over the last five years.

If the distribution of prices is skewed to the right with a long right hand tail, the average return across all the stocks will be greater than the median return.

Median annual returns were consistent with the mean values.

• Average, median, minimum, maximum rates of return over the selected time frame, along with the standard deviation of monthly returns.

Based on median actively managed large - cap funds, with manager tenure of greater than 10 years (longest - tenured portfolio manager), annualized three - year rolling returns (with a quarterly frequency) over the 20 - year period ending December 31, 2017 against the S&P 500 Index returns.

Even so, by investing in markets only when they are truly cheap (> median real earnings yield) and holding cash otherwise, investors would have generated about 70 % of the total return to stocks with less than half the volatility and 73 % lower drawdowns since 1934.

For example, the actual median return for assets with a forecasted return between − 2 % and 0 % was an amazing 11.6 % a year!

In this case the median realized returns line up very well with expectations, and the dispersion is smaller than that observed in Figure 4 for the individual asset classes.

Market volatility weighed down returns, with Corporate Plans seeing a median first quarter loss of 0.78 %.

For forecasted returns higher than 2 %, the median return for each bucket is in line with expectations, with the gap between the minimum and maximum returns becoming smaller as the expected return gets larger.

We interpret the split of 2013 Outlooks above and below the 4.1 median to different interpretations of the guiding physics: those who considered that observed sea ice extent in 2012 being well below the 4.1 level indicates a shift in arctic conditions, especially with regard to reduced sea ice thickness and increased sea ice mobility; and those with estimates above 4.1 who support a return to the longer - term downward trend line (1979 - 2007).

Home sellers have realized a median 26 percent ($ 47,500) since owning their home, the Profile shows, with those owning for just six or seven seeing a median 27 percent return.

Year ahead expected gasoline price change expectations dropped noticeably, with the median falling from 4.2 percent to 2.8 percent, returning to the low levels observed in fall 2014 and suggesting that respondents see current low prices as more permanent.

With a current average single - family rental rate of $ 12,500 per year, and the selling price of a distressed home usually well below the median home price of $ 127,000, investors can expect to achieve up to a 10 % annual return (after operating expenses and before any home price or rental appreciation).