Sentences with phrase «net exposure to the stock market»

There are funds that claim to be market neutral (in other words, with no net exposure to the stock market).

Not exact matches

So, we sold some stocks in our retirement accounts and reduced our stock market exposure to 45 % of our net worth (not to be confused with portfolio allocation).

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.

Currently the fund's net market exposure is 75 %, which about 40 % of the portfolio invested in small - to micro-cap stocks.