Sentences with phrase «returns of the given assets»

The multiple linear regression indicates how well the returns of the given assets or a portfolio are explained by the Fama - French three - factor model based on market, size and value loading factors.

The multiple linear regression shows how well the returns of the given assets or a portfolio are explained by market, size, value and momentum factors, and the Fama - French five - factor model extends the three - factor model with profitability (RMW) and investment (CMA) factors.

Not exact matches

Trump's tax returns wouldn't give a full picture of his wealth, since people don't have to report assets.

I didn't make a lot of money, but I did get at least a small positive return from each of the asset classes I own, including equities, which is something given the TSX fell 11.07 % last year.

Low interest rates have given a huge incentive to shift out of low - risk assets into stocks and corporate bonds in search of higher returns.

Based on modern portfolio theory and the efficient frontier, return is maximized for a given level of risk through asset class diversification.

However, within a given portfolio, an investor can maximize return for a given level of risk by diversifying among several uncorrelated asset classes.

This continuous pricing and the ability to place limit orders — means the ETF's performance for any given time period is based largely on the market price return during the holding period, rather than on the ETF's net asset value (NAV)-- the value of the stocks held by the ETF.

Giving real - time and searcher - friendly metrics about initial coin offerings (ICOs) and their return of investment (ROI), ICO Stats is a turn - to site for cryptocurrency venture - starters and digital asset enthusiasts alike.

Aside from acceptable «basis» risk between the stocks we hold long and the indices we use to hedge, and perhaps 1 % of assets in option time - premium at any given time as a result of staggering our strikes to provide a stronger defense, we don't consider various speculative bubbles as threats to our own returns.

The Ft reports on the sharp increase in the number of wealthy Chinese acquiring UK «golden visas» that give residency in return for investing # 2m or more in assets (they can apply to settle permanently after a period of three years if they invest # 5m and after two years if they invest # 10m).

Modern Portfolio Theory was developed in the 1950's with the belief that portfolio returns could be maximized for a given amount of investment risk by combining assets in a particular manner.

You want to trade the assets that give you the most profitable balance of a correct trade rate and a high rate of return.

Suffice to say that 1x book value for BAC is about right given the bank's asset and equity returns, and the state of the credit markets.

After giving the company credit for the expected ramp - up in production from large current investments, the company is trading at less than 9 times earnings — too low considering that approximately a quarter of those earnings come from the very high - return trading segment and the rest come from long - lived and well - run mining assets.

With that definition of risk, the goal of «portfolio optimization» is to find the mix of assets that has the highest expected return, given an investor's tolerance for «risk.»

and that it's better to «opt for giving of ourselves completely — assets and all — to someone who is willing to give in this same way in return» than to create a plan that would better reflect the couple's values and goals.

We believe that the return of this unique asset gives iTeos the exciting opportunity to continue to evaluate EOS200271's potential in different indications and combinations.»

When ODST impresses, such as during moments when massive things go boom in the distance, it certainly gives your heart a bit of a jump, but then it yanks all hope of an epic experience away and quickly returns to the rut of re-used assets and recycled gameplay ideas.

There is always the hope of a theatrical breakout, but the more predictable return on investment from theatrical P&A dollars is the unparalleled exposure it gives an asset that the company will monetizing for next seven to 10 years.

More importantly, this is providing an example of how bonds often are not correlated with stocks (they don't move up and down together), thus giving us the diversification benefits of including the fixed - income asset class in our portfolios, while providing a higher yield and higher expected return than cash.

The rally in gold stock prices late in the week gave us an opportunity to clip our exposure back to about 6 % of assets in Strategic Total Return.

My portfolios are the best I know given that the investor understands the likely risk and return of each combination of asset classes, and I work hard to make the risk and return very clear.

For example, a client who started the year with a simple 60/40 portfolio comprised of the $ 287 billion Vanguard Total Stock Market Fund (VTSMX) and the $ 247 billion Pimco Total Return Fund (PTTAX), the two largest mutual funds in the world, would now have 66.3 % invested in stocks and just 33.7 % invested in bonds, pushing beyond the typical 5 % leeway most advisers give their asset allocation.

However, given time and the law of averages, profit opportunities began to fade (the returns on assets tell this story) so they had to go farther out on the risk curve to sustain income growth.

A proper asset allocation will give you the best chances for the success of your long - term plan, so unless your time horizon or required return have changed dramatically, you are best off tweaking around the edges, provided the portfolio was properly constructed.

When we invest in Equity securities, we generally do it with an investment objective of «long - term», and because they have a potential to give us decent real - rate of return than many other Asset classes.

Given the dim outlook for a traditional 60/40 balanced portfolio, emerging markets are one of the few assets with the upside potential to meet the return needs of an investor.

When you're placing these kinds of trades you will need to predict whether a certain asset is going to fall or rise in value at any given time point, and if you are correct then you will have conducted a returning trade.

If you think your bond is going to issue an X % coupon, you can look at the balance sheet and see if that kind of return is sensible given the size and mixture of assets.

Three: Index funds offer something you'll never get in an actively managed fund: a guarantee to give you the return of an asset class, less only relatively low expenses.

When I use the Vanguard asset allocation calculator it suggest that I put 100 % of my assets in stocks, which is, well, wrong given my desire to avoid return to go risk.

Third find the weighted average rate for the asset given the % portion of the total return coming from each type of profit.

Most importantly, Countercyclical Indexing is a low fee and tax efficient form of asset allocation that tries to capture the market return given an appropriate level of risk over the course of the business cycle.

Adding asset classes such as bonds and foreign investments to a Canadian stock portfolio reduces risk by 40 % and narrows the range of returns in a given year to between -9.0 % and +30 %.

We assume that the drift in the returns of asset prices consists of an idiosyncratic component and a common component given by a co-integration factor.

Apart from tax benefit, the investor can consider an ELSS as a wealth generation asset, considering the tremendous returns the fund is capable of giving, on a long - term basis.

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.

Even given the caveats regarding long term returns, regular re-balancing is probably worth the effort even if only to assure that no single asset, or small group of assets, grows to dominate a portfolio.

The efficient frontier tool shows the return and risk curve for the mix of the selected assets that minimizes the portfolio risk for the given expected return.

Third, leveraging only gives you an advantage to the extent that you can earn a higher return on your assets than your debt costs — so in effect points # 2 and # 3 are two ways of looking at the same thing, not two different benefits of leverage.

Given an understanding of the relationship between the business cycle and security prices an investor or fund manager would select an asset mix to maximize returns.

Conversely, you may also give yourself a chance to capture the returns of assets you would not have owned.

The main goal of allocating your assets is to minimize risk given a certain expected level of return.

A ß above 1 would give an asset an expected return above that of the market (with the trade - off of it being more risky).

Common characteristics associated with stocks selling at less than 66 % of net current asset value are low price / earnings ratios, low price / sales ratios and low prices in relation to «normal» earnings; i.e., what the company would earn if it earned the average return on equity for a given industry or the average neti ncome margin on sales for such industry.

Determine the appropriate level of risk for your portfolio and utilize appropriate asset allocations for the highest return given your level of risk

A risk premium is the return in excess of the risk - free rate of return an investment is expected to yield; an asset's risk premium is a form of compensation for investors who tolerate the extra risk, compared to that of a risk - free asset, in a given investment.

The main goal of allocating assets is to minimize risk given an expected level of return.

You create a mix of assets based on your tolerance for risk that gives you a shot at the returns you need while offering adequate downside protection.