Sentences with phrase «of investor sentiment»

The put - call ratio has long been viewed as an indicator of investor sentiment in the markets.

The ratio of the volume of put options traded to the volume of call options traded, which is used as an indicator of investor sentiment (bullish or bearish).

Some traders rely on contrarian indicators, gauges of investor sentiment towards a stock, or simply the feeling in their gut.

The volatility gauge takes the temperature of investor sentiment over the next 30 days.

What I've found is that P / E is primarily a function of investor sentiment.

I have often suggested that low market multiples are the best single gauge of investor sentiment.

And so the lever for 2018 capital spending will be in the hands of investor sentiment.

In short, the pattern of investor sentiment is distinctly negative here.

Is there an essential and useful part of investor sentiment independent of any economic and financial indicators that may feed it?

With markets in flux, it pays to stay on top of investor sentiment, so check out the charts below and follow us for updates.

The four - page report into European commercial property in 2017 features a weather map of investor sentiment for individual markets.

In summary, evidence indicates that a high level of investor sentiment during a bull market may be a useful predictor of low future returns for speculative stocks.

An understanding of investor sentiment explains why this is the case.

It also leaves out important measures of investor sentiment and internal market action.

Of course, we're already seeing this phenomenon in terms of investor sentiment & the markets... and conversely, small cap / value stocks are now being generally neglected as far too difficult & illiquid a proposition for most such buyers.

Specifically, they consider the effect of investor sentiment on hedge portfolios that are long (short) the highest (lowest)- performing) value - weighted deciles of stocks sorted on: financial distress (two measures), net stock issuance, composite equity issuance, total accruals, net operating assets, momentum, gross profit - to - assets, asset growth, return - on - assets and investment - to - assets.

Simply put, the free app provides a forecast of next day price directions for stock indexes and equities using text analysis and proprietary algorithms to analyze the direction of investor sentiment toward public companies from seven million web pages published by over 16,000 sources (including news outlets, financial analysts, corporate websites and social networking sites such as Twitter and Facebook).

In the July 2010 version of their paper entitled «The Impact of Investor Sentiment on the German Stock Market», Philipp Finter, Alexandra Niessen - Ruenzi and Stefan Ruenzi test the predictive power of a composite sentiment measure combining consumer confidence, net equity mutual funds flow, put - call ratio, aggregate trading volume, initial public offering (IPO) returns, number of IPOs and aggregate equity - to - debt ratio of new issues.

Our end of year poll of investor sentiment found that there was an uneasy sense of calm among LPs.

In recent years, he has shifted emphasis in his MarketWatch columns from HSNSI to the Hulbert Nasdaq Newsletter Sentiment Index (HNNSI), stating that: «Since the Nasdaq responds especially quickly to changes in investor mood, and because those timers are themselves quick to shift their recommended exposure levels, the HNNSI is the Hulbert Financial Digest's most sensitive barometer of investor sentiment.»

In the short - run, market returns tend to be influenced most by a combination of investor sentiment, risk preferences and price momentum, all of which are interrelated.

The report is based on Manulife's semi-annual index of investor sentiment, which dropped to 16 in December from 19 last May.

As recession uncertainties resolve, and we observe a normal ebb - and - flow of investor sentiment and short - term price movement, I expect that we'll observe at least some of these opportunities in the months ahead.

[10] C. Chiarella, X. He, L. Shi and L. Wei, A behavioural model of investor sentiment in limit order markets, Journal of Quantitative Finance, 2017, vol.

These terms are most often used in the context of investor sentiment and it is not really all that important for most investors to be concerned with the current market phase if they are invested for the long term.

The pendulum of investor sentiment has now swung completely the other way.

But the sector remains on my radar, as I suspect it's now close to a consolidation point where a dividend / yield - driven REIT business model takes over (average large - cap dividend yield's now only 2.2 %), which could trigger a new wave of investor sentiment & demand.

Past memo's have covered the idea of the swing of the pendulum between greed and fear, through the various stages of investor sentiment that lay between the two extremes.

Last year (1997), Emerging Trends noted an ebbing of investor sentiment for apartments and this year the drop from favor is even more pronounced as the industry expects tepid appreciation and rental growth.

Our preferred measure of investor sentiment towards the election outcome, the MXN / JPY cross, is currently down nearly 13 %.

, San - Lin Chung, Chi - Hsiou Hung and Chung - Ying Yeh examine the predictive power of investor sentiment for different kinds of stocks during bull (low - volatility, expansion) and bear (high - volatility, recession) equity market regimes.

Further small cap premium would be expected to be significantly positive in bull markets and significantly negative in bear markets, in other words small cap effect is a function of investor sentiment (risk - on vs. risk off sentiment).

In terms of investor sentiment, opinion also now appears to be finely balanced, with the share price having stabilised around the current EUR 14.00 level since early summer.

His principal forecasting approach is contrarian to measures of investor sentiment.

Some experts interpret stock market return volatility as an indicator of investor sentiment, with high (low) volatility indicating ascendancy of fear (greed).

The PE10 can be seen as a measure of investor sentiment.