Sentences with phrase «of high volatility between»

Not exact matches

Correlations between Quality and Growth factors are currently elevated Value is more negatively correlated than usual to Quality, Growth and Low Volatility Monitoring correlations is important for maximising diversification benefits INTRODUCTION The rise of ETFs is often associated with higher stock

The analysis is in, and it shows the general election saw the second highest electoral volatility — the movement of votes between parties — since 1931.

Partly as a result, this election saw the second highest electoral volatility (the movement of votes between parties) since 1931.

Volatility cycles between high and low periods, just as all market cycles undergo some degree of change either through external stimuli or evolution.

The back - tested results of the 17 - year period ending Feb. 28, 2017, show that the S&P U.S. High Yield Low Volatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return efficieHigh Yield Low Volatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return eVolatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return evolatility gap between the high - yield and investment - grade bond sectors, with increased return efficiehigh - yield and investment - grade bond sectors, with increased return efficiency.

Lottery stocks are defined as having negative returns between the maximum daily return and future returns, expected stock - specific skewness (relatively less symmetry in returns), relatively lower prices, a high predicted probability of jackpot (extremely large) returns and high volatility.

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).

But as we shift from what may be perceived as abnormal conditions to more normal conditions — when there is some degree of volatility and a higher interest - rate environment — we think the equilibrium between growth and value will also normalize.

The higher the number, the greater the volatility; for a stock fund that has an average annual return of 12 % and a standard deviation of 20 %, you can expect to earn between 32 % and -8 % in about two out of every three years.

On the face of it, low volatility and high quality strategies seem very similar but there are important differences between their sources of return.

This can be seen in the chart below, which depicts the relationship between the excess monthly return of dividend - paying stocks (represented by the S&P 500 Low Volatility High Dividend Index relative to the S&P 500 Index) to the monthly change in the 10 - year Treasury yield.

In the construction of the S&P U.S. High Yield Low Volatility Corporate Bond Index, an individual bond's credit risk in a portfolio context is measured by its marginal contribution to risk (MCR), calculated as the product of its spread duration and the difference between the bond's option adjusted spread (OAS) and the spread - duration - adjusted portfolio average OAS (see Equation 1).

Stocks of small companies may be subject to higher price volatility, significantly lower trading volumes, and greater spreads between bid and ask prices, than stocks of larger companies.

The Ladies also look at timeliness (a prediction of how fast a stock's price will grow compared to other stocks - stocks are given a number of 1 to 5, with one being the highest and the best); safety (the volatility of a stock's price around its own long term trend); beta (the volatility of a stock's price relative to the total market) and upside - down ratios (the ratio between the projected potential gain per share divided by the risk of loss per share).

In terms of risk, they probably fall somewhere between liquidations & wind - downs: Your Gross Return is reasonably well - defined, but price volatility & the chances of failure are higher.

The price of the option will be determined based on the difference between the stock price and the exercise price, the volatility of the underlying stock (where greater volatility leads to a higher price) and the time to expiration of the option contract (where a longer time period leads to a higher price).

Choose Energy gave us some great data last year that compares the volatility spread (the difference between the highest bill and the lowest bill) of a variable ESCO plan versus Con Ed's rate: Fixed rate plans are supposed to be even better at dealing with volatility, since the only variable affecting your supply charges will be how much electricity you use.

Comparatively, Dudas only sees about 8 % increase in the price of gold between now and the end of 2018 even with volatility on its side, whereas Bitcoin this year has grown from $ 1,000 to an all - time high near $ 20,000.

BOJ stressed the difference between traditional money and digital coins and draw particular attention to the risks related to investing in this type of assets, especially in the context of high price volatility and hack threats.