Sentences with phrase «risk metrics»

Real risk metrics and real solutions for uncertain markets.

Granted, for traders looking to buy and sell stocks within short time periods, beta is a fairly good risk metric.

The primary reason is the age vs health risk metrics.

On an on - going monthly basis, Fundata's robust systems calculate the following traditional risk metrics for the thousands of Canadian investment funds listed in their database:

Find an unparalleled array of risk metrics, fund screeners and correlation matrices at MFO Premium

On the StatMAP, the omega ratio risk metric is a useful risk / return trade - off measurement for tail risk.

In my view, there are no specific risk metrics other than measuring how capital grows or shrinks over a full market cycle.

«If you say, «Over the next six months, we think there is a 95 percent chance that you won't lose more than 17 percent,» that's a legitimate risk metric from a quantitative finance standpoint, but it's not a good way to explain risk to people with no financial training,» Wakeman said.

The evolutionary risk metrics (pg.

Toper: PortfolioEffect provides a unique platform to compute real time risk metrics, optimize, backtest and forecast.

Separately, Compass Point is watching Fed's Randal Quarles testimony later for issues including cash carve - out for custodian banks included in the bank regulatory relief bill, utility of layering risk metric atop eSLR; clues about Fed's regulatory priorities

The analysis covers not only important dividend information such as yield, payout ratios, and ex-dividend dates, but also covers dividend risk metrics that can help you spot a dividend that may be at risk of a cut in the future.

Over the past three years (through 12/30/13), the fund has excelled in all of the standard risk metrics when benchmarked against the MSCI Emerging Markets Small Cap Index.

This portfolio is new to IB Asset Management and does not have 365 days worth of daily performance data required for us to calculate risk metrics.

Analyze PRWCX using popular risk metrics that are part of modern portfolio theory (MPT).

Beta is another relevant risk metric, as it measures the volatility or market risk of a security or portfolio in comparison to the market as a whole; it is used in the capital asset pricing model (CAPM) to calculate the expected return of an asset.

Winner and Avg Loser — keep the Reward / Risk metric constant — and see how different risk levels impact your account development.

The analysis of one's debt - to - income ratio enables the buyer to know what type of home can be afforded based on monthly income and expenses and is one risk metric considered by the lender.

The instructor will look into examining risk metrics, such as standard deviation, sharpe and sortino ratios and... Read More»

All of our proprietary risk metrics are maintained in concert with the more basic building blocks of the research process such as private market value («PMV») and earnings per share («EPS») estimates.

According to the statement, the test showed that regulators could view in «real time» a wide range of financial events including trade details, counterparty risk metrics, and exposure to reference entities.

Omega Ratio Download PDF Risk Metrics Series On the StatMAP, the omega ratio risk metric is a useful risk / return trade - off measurement for tail risk.

Compare more than 11,000 funds and ETFs from across the industry; model and analyze custom - built portfolios using a wide range of performance and risk metrics.

then read our guides on how to choose each type of fund to understand the performance, fees, manager tenure, and risk metrics that went into the LB Ratings for yourself.

It means if you have a news event or a flash crash, you risk metrics should indicate you right away what is happening and you can react accordingly.

We continue to exploit opportunities across the market and the loan book make up is likely to change over time, but we expect the property focus to continue unless there is a significant change in outlook or in pricing and risk metrics.

The risk metric is significantly higher once you start to get above that 10 to 15 percent threshold and into those higher double digits.

You could offset this by working in many different types of derivatives, but now your operational expenses balloon as well as your risk metrics.

The risk metric used to develop the new NFPA code, he added, was that the stations accepting hydrogen fuel needed to be proven as safe as or safer than gasoline - only stations.

By using the risk metrics he outlines future scenarios for smart grid development and calculates real option values of technology projects.

The risk metrics for the fund is also good with standard deviation at 6.68 and a moderate Sharpe ratio at 1.3.

Further, the risk metric is also supported by comfortable standard deviation of 4.86 that indicates the volatility in returns over a long term.

The risk metrics for the fund is healthy with standard deviation at 3.36 that is better than peers having similar profile.

Deviation of EPS over 5 years (a risk metric that measures how stable companies earnings have been over the trailing 5 years, lower figures preferred)

There are a handful of little known risk metrics that can be very helpful in assessing investment choices, especially those involving alternative funds.

We believe investors deserve to know exactly how their money is being invested, which is why we disclose our investment strategies, full portfolio holdings, and risk metrics.

Fund ratings are tabulated along with attendant performance and risk metrics, by age group, then category, then return group, and finally by absolute return.

There is now a risk metric called «chi» that measures the down - side - tail of a stock's distribution curve vs. the down - side - tail of a benchmark.

This strategy ranks stocks based on five - year dividend growth (measures the average annual growth of dividends per share over the past five years; high values are preferred) and five - year beta times five - year sigma (a risk metric; low values are preferred).

While the fund has undoubtedly scored on the performance front, it has also managed to keep its risk metrics lower than the benchmark thereby resulting in an improved risk - reward profile.

Another risk metric is beta, which measures the tendency for a stock or portfolio to behave like the overall market.

Deviation of EPS over five years (a risk metric that measures how stable companies earnings have been over the trailing five years — lower figures preferred);

At Swan Global Investments, we are big proponents of a risk metric known as the «pain index.»

Compare more than 11,000 funds and ETFs from across the industry; model and analyze custom - built portfolios using a wide range of performance and risk metrics.

Let's examine whether there are any more fundamental concerns with bond investing right now beyond simple return / risk metrics.

However, there are some concerns with using these risk metrics that should be considered.

The personal status information you provide when getting a free North Carolina car insurance quote is used in another risk metric.

A lot of effort has been put into creating this risk metric and today it is standard in the auto insurance industry.