Sentences with phrase «relative performance of the model»

That is, the relative performance of the model vs. simple trend is highly dependent on the selection of evaluation period.

Not exact matches

The relationship between relative executive compensation and relative performance is the basis of the pay - for - performance model.

This relationship between relative executive compensation and relative performance is the basis of Glass Lewis» proprietary pay - for - performance model.

Quantitative investing assumes that future performance of a security relative to other securities may be predicted based on historical economic and financial factors, however, any errors in a model used might not be detected until the fund has sustained a loss or reduced performance related to such errors.

The system estimates the maximum road - holding available by continuously monitoring the relative speeds of the wheels, comparing them with a vehicle handling model memorised in the control system, and subsequently optimising performance by acting on the engine torque output.

One of the Fiat 500 Abarth's strengths is its lively performance relative to its supporting models, and the benefits are indeed noticeable.

The Black - Litterman model supports both absolute views (expected return for the given asset) and relative views (asset # 1 will outperform asset # 2 by X), and addresses many of the shortcomings of mean - variance optimization, which often results in concentrated portfolios based on past asset performance.

Again, because we are attempting to learn to predict the relative performance of a stock, it also seems reasonable to provide the model with the relative valuation of the stock as input.

The model first calculates the relative performance of the assets for each timing period based on total return, and then weights either the rankings or the asset performance based on user supplied weights for the timing periods.

To better understand the currency risk of the portfolios beyond tracking relative performance and currency movements, we use the Northfield U.S. Macroeconomic Equity Risk Model to breakdown total portfolio risk.

While his Value Model selects stocks with relative price - to - sales in the 30th percentile or lower, Kirkpatrick's testing of relative price - to - sales ratio percentile rankings indicated optimal performance in percentiles greater than 17 but not higher than the 42nd percentile.

Explains the cyclical nature of relative strength investment models by illustrating the historical performance compared to the overall equity market (S&P 500).

Nevertheless, Wolf says that, overall, Weil was satisfied with the firm's performance in 2009, and considers the relative lack of a significant increase or decrease in revenue to be a good indicator of the firm's business model.