Sentences with phrase «neutral equity stock»
Not exact matches
«Through the first two months of the year, long / short equity hedge funds and mutual funds were neutral the market but long growth stocks, which helped underpin outperformance through the January - February sell - off.
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SUMMARY It's difficult to rationalise why there should be excess returns from high quality stocks The Quality factor needs to be constructed beta - neutral to achieve positive returns Exposure to the Quality factor is an attractive hedge for an equity - centric portfolio INTRODUCTION The concept of
Color me neutral now, because the supply of cash to invest in high yield bonds, stock IPOs, and private equity is substantial.
White their neutral weighting is 60/40 between stocks / bonds, the managers adjust the balance between equity and debt based on which universe is most attractively positioned.
Whereas managed futures and global macro strategies take advantage of diverging prices at a macro level (U.S equities vs. Japanese equities, or Australian dollar vs. the Euro), market neutral funds take advantage of differences in individual stock price performance.
In equity market - neutral funds, managers try to exploit market inefficiencies by purchasing one stock they think will rise and shorting another in the same industry they think will fall, thus cancelling out any changes in overall market levels.
Equity Market Neutral, or EMN, goes long global stocks that score well on proprietary composite measures and shorts global stocks that score poorly.
Equity market P / E ratios at the time my edition of the book was published were around 15 and he was advocating a neutral stance (50 % common stocks, 50 % bonds).
That is how the returns play out for equity - neutral strategies, which bet on stocks either rising or falling in value.
After Quality stocks continued to rally through January, our forecasts for the group fell, leading us to sell down our remaining long Quality equity position (though we retain exposure to a beta - neutral expression of Quality, per below).