Sentences with phrase «month volatility period»

Not exact matches

The first winning trade of this month period was an interesting fakey pattern that formed on the daily chart of the S&P 500 within the recent runaway trend this market was in just before all the recent volatility set in.

«Many participants reported that their contacts had taken the previous month's turbulence in stride, although a few participants suggested that financial developments over the intermeeting period highlighted some downside risks associated with still - high valuations for equities or from market volatility more generally,» the minutes said.

This period of subdued volatility extends beyond the past few months.

Looking through the volatility of the past few months, this measure appears to be consistent with its average level of the inflation - targeting period.

«Number one [is] uncertainty and volatility linked to currency exchanges... like the rouble and the dollar [and] there are all these Brexit consequences that everyone is still discounting but we have still yet to see over a 12 - month period,» says López, who has overall responsibility for the areas of retail, franchise management and global expansion.

Given the relationship between high volatility and low returns, it's not surprising that investments made during periods of lower volatility outperform over short holding periods (up to about 11 months).

To construct a low volatility factor portfolio, it is common to select securities that had low realized volatility over a pre-specified period and hold the portfolio for the subsequent n months.

They focus on net fund alphas, meaning after - fee returns in excess of the risk - free rate, adjusted for exposures to three kinds of risk factors well known at the start of the sample period: (1) traditional equity market, bond market and credit factors; (2) dynamic stock size, stock value, stock momentum and currency carry factors; and, (3) a volatility factor specified as monthly returns from buying one - month, at ‐ the ‐ money S&P 500 Index calls and puts and holding to expiration.

I ranked the ETFs over different time periods — the first column is the rank of each ETF based on a combination of 6 month and 3 month return and 3 month volatility.

High beta, value factors among the star performers, while low volatility lags amid heightened appetite for risk The high beta, value and size factors outperformed the broad - market S&P 500 Index by a sizeable margin during the third quarter, with the S&P 500 High Beta Index gaining 12.18 % during the three - month period — outpacing all other Read more -LSB-...]

So if we may need to sell that investment in the next 3 months (the short term), we should probably not invest in a stock fund which has a relatively high rate of volatility over that time period but invest instead in a CD or a money market fund which have relatively lower volatility.

Actively managed by Marret Asset Management Inc., the First Asset Enhanced Short Duration Bond ETF (the «Fund») aims to provide positive absolute returns over any twelve month period with very low volatility and attractive monthly distributions, regardless of the interest rate or credit environment.

In our report, we calculated the value at risk to utilities from energy price volatility for the 12 - month period including the polar vortex (June 2013 — May 2014) and again for the 12 months following.

«Historically, the value of Bitcoin has been volatile, but the degree of volatility has become extreme in the last few months, losing as much as 25 % in value over a period of days.

«Historically, the value of Bitcoin has been volatile, but the degree of volatility has become extreme in the last few months, losing as much as 25 [percent] in value over a period of days,» Valve continued.

On a 3 - month moving average basis, which smoothes the volatility, multifamily housing starts have been generally declining since March, with the three month moving average having fallen by 15.0 % over the period.