Sentences with phrase «quantitative value fund»

It might be a while before we see a purely quantitative value fund, or at least a fund that acknowledges that it is one.

Not exact matches

The Cambria's Global Value ETF, a fund based on Faber's quantitative screen for cheap international stocks, posted 33 percent return for the 12 - month period ending June 30.

John Authers concludes «buying into funds that keep costs low by following disciplined quantitative strategies to invest in value, high dividend, or small - cap stocks, or to harness the momentum effect, looks like a great idea».

Cornerstone Value Fund Portfolio Manager Brian Peery discusses the Fund's quantitative investment strategy, which seeks large, widely held dividend - yielding companies.

Using DFA's proven fundamental and quantitative models, the fund invests in small - and mid-cap stocks that are true value stocks and holds them until they no longer fit the fund's model.

Equities includes single country, regional and global funds, small and mid-cap funds, growth, value and quantitative strategies, and defensive strategies to reduce market risk.

We compare the performance of our quantitative value model with the performance of several well - known value investing mutual funds.

First, consider two value funds; Vanguard's Value ETF (VTV), and ValueShares U.S Quantitative (Qvalue funds; Vanguard's Value ETF (VTV), and ValueShares U.S Quantitative (QValue ETF (VTV), and ValueShares U.S Quantitative (QVAL).

The DTAYS Quantitative Growth Fund is currently sitting at a value of $ 108,154.52, which represents a positive return of 8.15 % on the year.

The DTAYS Quantitative Growth Fund finished the week with a value of $ 108,258.72, which represents a return of 8.26 % on the year.

absolute return, alternative assets, closed - end funds, currency allocation, distressed assets, emerging markets, frontier markets, FX rates, home bias investing, NAV discount, portfolio allocation, quantitative easing, real assets, special situations, value investing

Thus, in the Equity Hedge category, we classified Equity Market Neutral and Quantitative Directional as quantitative hedge funds and Fundamental Growth and Fundamental Value as qualitativeQuantitative Directional as quantitative hedge funds and Fundamental Growth and Fundamental Value as qualitativequantitative hedge funds and Fundamental Growth and Fundamental Value as qualitative categories.

We also did not classify any of the Relative Value funds, even though many of these funds use quantitative techniques, because the broader descriptions left us no clear cut way to divide them.

The former is a value oriented manager associated with the Janus Funds with 20 billion AUM while the latter is «a quantitative value equity manager providing active management for institutional investors» with $ 58 million AUM.

A couple of suggested topics that I think you could do a job with: 1) Quantitative view of how to evaluate closed end funds trading at a discount to NAV with a given NAV and discount history, fee / cost structure, and dividend history; 2) How to evaluate the fundamentals of the return of capital distributions from MLPs — e.g. what fraction of them is true dividend and what fraction is true return of capital and how should one arrive at a reasonable profile of the future to put a DCF value on it?

The firm's multi-strategy hedge funds employ various quantitative, relative value and computerized statistical arbitrage strategies.