Sentences with phrase «positive average market returns»

Rather, favorable trend uniformity speaks only to speculative merit - the likelihood of positive average market returns driven by falling risk premiums.

Not exact matches

In fact, over the past 35 years, the market has experienced an average drop of 14 % from high to low during each calendar year, but still had a positive annual return more than 80 % of the time.

A positive Market Climate says nothing except that the average return to market risk tends to be favorable while that Climate is in eMarket Climate says nothing except that the average return to market risk tends to be favorable while that Climate is in emarket risk tends to be favorable while that Climate is in effect.

The point I think that's important is that, approximately, bull market returns tend to be two - X the average because the average is made up of the positives and the negatives and the bull market is mostly an extended period of excessive positives.

Surz maintains that because the stock market has generated positive returns about 70 percent of the time historically, simulations of participants» wealth using traditional TDFs» portfolios forecast good average long - term results.

Basically, a Market Climate says «when these conditions were historically true, here is the set of returns that the market had - some are positive, some are negative, but look, the average return / risk profile is different in this Climate than in the other ones.&Market Climate says «when these conditions were historically true, here is the set of returns that the market had - some are positive, some are negative, but look, the average return / risk profile is different in this Climate than in the other ones.&market had - some are positive, some are negative, but look, the average return / risk profile is different in this Climate than in the other ones.»

It is possible to have a positive return, averaged across the market, even in a stationary economy.

During years when market prices fell, price returns averaged a negative 15 % while dividends still provided a positive 3 % return.

Obviously, it wasn't perfect, but if you were a long - term investor, here was a simple strategy that produced positive average returns that weren't correlated to the stock market.

Some active strategies that appear significantly better than passive investing have positive relative return not through distinctive stock (or other investment vehicle) picking or timing, but since their active investment strategy effectively increases their market risk exposure (higher average beta of their holdings, perhaps via a not even deliberate choice of which market segments they overweight).

From 1951 to 2003, he found that the positive momentum group gained an average of 14.73 % annually versus the market, which returned 11.71 % per year.

The real - dividend - per - share growth difference was a whopping 9.3 % lower (i.e., 6.3 % under the positive / positive scenario and the negative 3.0 % under the positive / negative scenario) than its average in the more usual case of both prior market return and subsequent dividend growth being positive.

Fama and French observed in their 1992 paper, The Cross-Section of Expected Stock Returns, that there is «striking evidence» of a «strong positive relation between average return and book - to - market equity» [«BE» is book equity and «ME» is market equity, so «BE / ME» is just BM, the inverse of P / B]:

Whether the market return is positive or negative, there will be individual stocks that do better than the average return.