Sentences with phrase «of idiosyncratic factor»

Same goes for Smart Beta ETFs that attempt to beat the market by buying more of some stocks and less of others relative to the index based on a handful of idiosyncratic factor exposures.

Not exact matches

Specifically, a recent analysis by Graham Secker, MS & Co.'s European equity strategist, found that recent disappointments in European corporate profits are a function of at least three important factors that may be reversing: idiosyncratic issues related to heavily skewed index exposure to financials and commodity - linked industries; weak operating profit leverage linked to declining emerging market sales; and less aggressive use of buybacks, tax optimization and non-operating cost reductions versus U.S. peers.

While this issue is more idiosyncratic, it has been one of the key factors hurting energy prices, particularly crude oil prices.

Second - quarter corporate earnings also came in generally upbeat, pointing to robust growth even after allowing for the exceptional performance of sectors like financials and energy, where idiosyncratic factors helped to drive earnings expansion.

Perhaps not surprisingly, the history of Hollywood production mirrors the history of venture capital in the United States, as each new film presents an idiosyncratic set of risk factors, and each new production or distribution technology distorts return forecasts for a new generation of film speculators.

Most important, they have no way of determining that introduction of the «similar approaches» was the cause of improvement, as opposed to being just present when other systematic or idiosyncratic factors promoted improvement in these several schools.

We assume that the drift in the returns of asset prices consists of an idiosyncratic component and a common component given by a co-integration factor.

She defines idiosyncratic volatility as the standard deviation of daily residuals from monthly regressions of returns (in excess of the risk - free rate) for each stock versus Fama - French model factors.

Salmon Run is arguably Splatoon 2's best mode, with its various idiosyncratic Boss Salmonids playing a substantial contributing factor to its level of success and quality.

The persistence of this pattern over three chief justiceships — the third Chief Justice a woman — suggests that there is more to this than the casual byplay of idiosyncratic personalities; something that may be structural and enduring, although I have identified other considerations that suggest that there may be factors at play other than gender alone.

When a judge leaves the Supreme Court prematurely, it is likely a combination of all these factors — tough job, dull town, attractive opportunities elsewhere, not much love in the air on Wellington Street — plus, no doubt, a few idiosyncratic personal considerations.