Sentences with phrase «on index weightings»

In addition I would say that if you considered international revenue versus domestic revenue (on an index weighted basis) versus global peers the ISEQ is hardly a domestic index.

Not exact matches

SAO PAULO, May 2 - Brazil's benchmark Bovespa index fell almost 1.5 percent in morning trade on Wednesday, its biggest intraday drop since - mid April, pressured by steep losses among heavily weighted stocks during an otherwise quiet day across Latin American markets.

(This is due to the fact that the Dow index is price - weighted, and because Goldman Sachs is now its most expensive stock at $ 242 per share, that bank holds bigger sway on the index average.)

The Dow could see a big move as seven of its components are on deck, representing more than 27 percent of the index's total weighting.

The Deloitte Biotech Index is based upon 47 shares listed on the ASX includes eight WA companies which have a combined index weighting of 2.32 per Index is based upon 47 shares listed on the ASX includes eight WA companies which have a combined index weighting of 2.32 per index weighting of 2.32 per cent.

The good news is all those declines in energy shares means the sector isn't throwing as much weight around on the index these days.

The index is calculated primarily on a world production - weighted basis and is comprised of the principal physical commodities that are the subject of active, liquid futures markets.

Index is calculated primarily on a world production weighted basis, comprised of the principal physical commodities futures contracts.

The Hang Seng Composite Index is a market capitalization - weighted index that comprises the top 200 companies listed on Stock Exchange of Hong Kong, based on average market cap for the 12 moIndex is a market capitalization - weighted index that comprises the top 200 companies listed on Stock Exchange of Hong Kong, based on average market cap for the 12 moindex that comprises the top 200 companies listed on Stock Exchange of Hong Kong, based on average market cap for the 12 months.

And for taxable accounts with balances over $ 500,000, the robo - advisor offers «advanced indexing,» where it weights the stocks in a portfolio based on various factors, including low volatility and high dividend yield, to further power potential returns, all for the same advisory fee that applies to all accounts.

In other words, depending on your level of confidence in a certain sector, over - or underweight your numbers of shares of stocks in that sector in your portfolio, relative to the weightings of the major market indexes.

«Depending on your level of confidence in a certain sector, over - or underweight your numbers of shares of stocks in that sector in your portfolio, relative to the weightings of the major market indexes.»

MSCI plans to add 222 China A Large Cap stocks, representing on a pro forma basis approximately 0.73 % of the weight of the MSCI Emerging Markets Index at a 5 % partial Inclusion Factor.

The iShares MSCI Russia ETF is a market - cap - weighted index of securities listed on Russian stock exchanges.

But since only two or three dozen commodities have adequate liquidity, and the energy complex dominates on a trade - weighted basis, an equal weighted commodity index makes the most sense until capacity limits are reached (not a problem now with commodities deeply unpopular).

The FTSE NAREIT Equity - Only Index is an unmanaged, market value — weighted index based on the last closing price of the month for tax - qualified REITs listed on the Index is an unmanaged, market value — weighted index based on the last closing price of the month for tax - qualified REITs listed on the index based on the last closing price of the month for tax - qualified REITs listed on the NYSE.

The difference between this and the 13.4 % gain cited above is due to the fact that the Index is price weighted, meaning that higher - priced issues have a greater impact on its calculation.

The ProShares Ultra FTSE China 50 ETF provides daily 2x exposure to a free - float - weighted index comprising 50 of the largest and most liquid Chinese stocks listed on the Hong Kong Stock Exchange.

Because of its heavy weighting in Apple ($ AAPL), which has been undergoing the healthy price correction we predicted back on November 5 of last year, the Nasdaq 100 Index (large - cap sibling of the Nasdaq Composite) has been a complete laggard in 2013.

The market remains significantly overbought on an intermediate - term basis, and we've seen increasing divergences from breadth, small and mid-cap stocks, trading volume, and other internals, which have lagged the most recent advance in the S&P 500 and other cap - weighted indices.

Following a January rally, the global commodities complex underwent declines in February before partially recovering in March; for the first quarter as a whole, the benchmark Thomson Reuters CoreCommodity CRB Index (CRB) gained 0.8 % on a price - only basis.1 Among the 19 component commodities tracked by the CRB, advancers had a slight edge over decliners, buoyed by growth in global economies and weakness in the trade - weighted US dollar, which retreated 2.1 %, according to the Federal Reserve's (Fed's) US Dollar Index.1 Aside from robust gains for a host of agricultural products, oil and gold were also among the commodity winners.

Global stocks represented by the MSCI World Index, consisting of a market value — weighted average of the performance of about 1,350 securities on the stock exchange of selected countries.

The RBC Canadian Manufacturing Purchasing Managers» Index ™ (RBC PMI ™) is a composite index based on five of the individual indexes with the following weights: New Orders - 0.3, Output - 0.25, Employment - 0.2, Suppliers» Delivery Times - 0.15, Stock of Items Purchased - 0.1, with the Delivery Times Index inverted so that it moves in a comparable direcIndex ™ (RBC PMI ™) is a composite index based on five of the individual indexes with the following weights: New Orders - 0.3, Output - 0.25, Employment - 0.2, Suppliers» Delivery Times - 0.15, Stock of Items Purchased - 0.1, with the Delivery Times Index inverted so that it moves in a comparable direcindex based on five of the individual indexes with the following weights: New Orders - 0.3, Output - 0.25, Employment - 0.2, Suppliers» Delivery Times - 0.15, Stock of Items Purchased - 0.1, with the Delivery Times Index inverted so that it moves in a comparable direcIndex inverted so that it moves in a comparable direction.

On the other hand, if the recovery of cap - weighted indices like the S&P 500 is not confirmed by uniformity across a broad range of other securities, the historical evidence is that investors have generally been facing the last gasp of a bull market.

Depending on the specific market environment, the Funds may employ hedging techniques to minimize the impact of fluctuations in the overall stock or bond markets, and may also take positions in individual securities that differ substantially from their weights in the major stock or bond market indices.

That weighting feels a bit like cheating, an index based on investor choice and convenience rather than market definition.

Notes: The chart shows expected volatility based on current index weights and a constant - weighted 201 months of history.

Additionally, Information Technology (and particularly social media) is a small weighting in these two indices, so any new privacy or cyber-security regulations should fall more heavily on large - cap technology companies.

Unlike traditional index strategies that typically weight companies based on market capitalization, such as the S&P 500 Index, Fundamental Index strategies use objective financial measures based on company index strategies that typically weight companies based on market capitalization, such as the S&P 500 Index, Fundamental Index strategies use objective financial measures based on company Index, Fundamental Index strategies use objective financial measures based on company Index strategies use objective financial measures based on company size.

For this purpose, I will focus on the exchange traded fund managers who have gained a following among Israeli investors, on the investment indices that have won investors» trust, and on the local institutions that have chosen to assign substantial weight to exchange traded funds in the funds managed by them.

In each regime, they test the ability of a lagged multi-indicator sentiment index to forecast equally weighted hedge portfolio returns, focusing on stocks most likely susceptible to mispricing (small - capitalization stocks, stocks without positive earnings, growth stocks and stocks that pay no dividend).

Blame it in no small part on the persistent bearishness and downright ugly chart pattern of Apple ($ AAPL), a former market leader and heavily - weighted stock within the Nasdaq 100 Index.

«Capitalizing on opportunity requires thought, which can't be done with software allocating $ 3.80 of every dollar invested to Apple because that happens to be its weight in an index.»

The modest change to our hedge is intended to maintain our downside protection while hopefully producing a little bit less day - to - day discomfort on days when Wall Street suddenly goes «risk on» and chases banks, financials, materials, and high - debt cyclicals, all of which we hold with smaller weight than the major indices reflect.

Fundamentally - weighted indexes weight companies based on their economic size using price ratios such as sales, book value, cash flow and dividends.

Source: Based on the HFRI Fund Weighted Composite Index.

The «index» that I constructed isn't a perfect proxy for the front - month version of DBC — a perfect index would take into account the weights of each commodity every day, rather than apply static weights based on a single day.

On the other hand, value - weighted indexes seek not only to avoid the losses due to the inefficiencies of market - cap weighting, but to add performance by buying more of stocks when they are available at bargain prices.

Chicago Board Options Exchange Volatility Index (VIX) reflects a market estimate of future volatility, based on the weighted average of the implied volatilities for a wide range of strikes.

The FTSE 250 Index is a capitalization - weighted index consisting of the 101st to the 350th largest companies listed on the London Stock ExchIndex is a capitalization - weighted index consisting of the 101st to the 350th largest companies listed on the London Stock Exchindex consisting of the 101st to the 350th largest companies listed on the London Stock Exchange.

The chart below shows DBC's performance in 2012 against the performance of a front - month «index» I constructed based on single - commodity front - month futures indexes weighted with DBC's current weights.

With nearly 60 % of the MSCI Emerging Markets (EM) Index allocated to three countries (China, South Korea and Taiwan) and over 52 % to two cyclical sectors in (IT and Financials), those investors relying on the index to gain exposure to Emerging Markets may find that they have also gained an unwanted exposure to the inherent concentration risks ingrained in such a concentrated weighIndex allocated to three countries (China, South Korea and Taiwan) and over 52 % to two cyclical sectors in (IT and Financials), those investors relying on the index to gain exposure to Emerging Markets may find that they have also gained an unwanted exposure to the inherent concentration risks ingrained in such a concentrated weighindex to gain exposure to Emerging Markets may find that they have also gained an unwanted exposure to the inherent concentration risks ingrained in such a concentrated weighting.

The MICEX Index is a capitalization - weighted composite index calculated based on prices of the 50 most liquid Russian stIndex is a capitalization - weighted composite index calculated based on prices of the 50 most liquid Russian stindex calculated based on prices of the 50 most liquid Russian stocks.

Consequently, a fundamentally weighted index might be more closely aligned to the overall economy since the weights of the individual companies are based on size of the company, not just the market cap.

Major index providers, such as the FTSE, MSCI, and S&P (which produces the TSX Composite index) publish detailed documents that set forth the bases on which stocks are included and excluded from the index, the weighting methodology, rules for rebalancing and information on how decisions relating to the index are made.

PowerShares has created a series of sector ETFs based on a fundamentally weighted sector index, the FSTE RAFI US 1000 Iindex, the FSTE RAFI US 1000 IndexIndex.

Market - Weighted Sector ETFs Market - weighted sector ETFs are based on the traditional market capitalization indexes and their underlying Weighted Sector ETFs Market - weighted sector ETFs are based on the traditional market capitalization indexes and their underlying weighted sector ETFs are based on the traditional market capitalization indexes and their underlying sectors.

The Rydex S&P 500 Equal Weight sector ETFs are based on the S&P 500 index and the GICS standard.

On the other hand, value and quality factor loadings were different between indices, and they generally aligned either by constituent selection or weighting.

The always interesting quant aggregator Quantocracy linked to the following post by John Orford (follow John on Twitter at @mmport80) outlining a «Steady Volatility Strategy» that targets a constant volatility target based on the most recent VIX index as follows: Stock weight = Target