Sentences with phrase «rules based indices»

Previously even self - indexed ETFs were required by the SEC to track independently calculated, rules based indices that publically disclosed their methodology and underlying constituents.

Not exact matches

This is where our objective, rule - based market timing model really shines, as it prevents us from selling short when the main stock market indexes are still trending higher (or going long when the broad market is in a confirmed downtrend).

The U.S. Global GO GOLD and Precious Metal Miners Index uses a robust, dynamic, rules - based smart - factor model to select precious minerals companies that earn over 50 % of their aggregate revenue from precious minerals through active (mining or production) or passive (royalties or streams) means.

After the major indices began pulling back from their highs in late September, then subsequently bounced in the beginning of October, our disciplined, rule - based market timing system shifted from «confirmed buy» mode to «neutral» mode on October 5.

Among emerging market stocks, results with rule - based screening were even higher — when these screens were applied, the EM High Dividend Yield Index outperformed its benchmark by 5.1 points in our simulation.

Claymore's CDZ is based on a S&P / TSX index that does away with the 95 % of market cap rule.

MSCI Emerging Markets Indexes offer a building block approach with a rules - based, consistent and transparent methodology.

If you are an individual managing your own portfolio, as a general rule, I favor dollar cost indexing on a monthly basis.

Our rule - based trading system forces us to focus much more on the performance of leading stocks, rather than the price action of the main stock market indexes.

They consider three benchmarks based on DJIA: (1) buy - and - hold; (2) random weekly timing; and, (3) an index reversion strategy with rules similar to the search intensity strategy.

Using thousands of simple and complex rules based on data for the S&P 500 to time the daily close of the S&P 500 index over the period 1980 - 2007, they conclude that: Keep Reading

MSCI EAFE Indexes offer a building block approach with a rules - based, consistent and transparent methodology.

Over the past two months, in which the main stock market indexes have been trending steadily lower, the benefits of consistently following a disciplined, rule - based swing trading strategy and market timing system have again been brought to light.

To prove the difference having a rule - based trading strategy and market timing system can make, check out the graphic below, which is a 10 - year historical comparsion of the performance of The Wagner Daily newsletter versus the benchmark S&P 500 Index:

Major index providers, such as the FTSE, MSCI, and S&P (which produces the TSX Composite index) publish detailed documents that set forth the bases on which stocks are included and excluded from the index, the weighting methodology, rules for rebalancing and information on how decisions relating to the index are made.

Indeed, in oral arguments on Sept. 23 in the second case before Judge Daniel Crabtree in the District of Kansas, attorneys for insurer Market Synergy argued Labor failed to prove the current state - based regulation of fixed - indexed annuities is broken, and that the judge should «hit the pause» button on including them in the rule.

This worksheet covers the rules regarding multiplying and dividing indices with the same base, including when the variable has a coefficient.

The acronym «ETF» was once a reliable term to identify exchange traded funds using passive investment strategies, specifically those tracking transparent, rules based independently calculated indices.

The bond also did not qualify for inclusion in the S&P China Composite Select Bond Index which is a rules - based index designed to be replicable by passive invesIndex which is a rules - based index designed to be replicable by passive invesindex designed to be replicable by passive investors.

The S&P China A Share Dividend Opportunities Index seeks to offer a transparent, rules - based, diversified, and tradable strategy for investors looking for exposure to China's growth via dividends.

While the index construction principles of transparency, liquidity, and systematic rules - based methodologies are widely similar between equities, commodities and other asset classes, there are details that distinguish the asset classes.

Factor - based investing can be implemented passively with the aid of factor indices aiming to provide exposure to specific factors, following rules - based methodologies, which tend to be more cost effective and transparent than actively managed portfolios.

The DBIQ Optimum Yield Diversified Commodity Index Excess Return employs a rule based approach when it rolls from one futures contract to another for each commodity in the iIndex Excess Return employs a rule based approach when it rolls from one futures contract to another for each commodity in the indexindex.

Factor indices look to capture targeted risk premia following a rules - based and transparent index methodology.

Then, in 2006, the SEC allowed WisdomTree Investments to «self - index,» provided the methodologies behind its ETFs were rules - based and transparent.

«Everything else in our lineup is effectively index - based in that they are transparent rules - based methodologies that employ a clearly defined methodology for selecting and weighting securities in a manner other than by a stock's price,» he said.

This rules - based method of portfolio creation adds a layer of systematic analysis to the investment that simple index investing lacks.

The S&P Strategic Futures Index is a rules - based index currently composed of 24 equally risk - weighted futures contracts in 16 commodity and eight financial marIndex is a rules - based index currently composed of 24 equally risk - weighted futures contracts in 16 commodity and eight financial marindex currently composed of 24 equally risk - weighted futures contracts in 16 commodity and eight financial markets.

Smart beta strategies take a rules - based approach to avoid the market inefficiencies that creep into index investing due to the reliance on market capitalization.

The makeup of the fund is unlikely to change immediately, however: Since the rules of the index upon which SDY is based require 20 consecutive years of dividend increases, the reclassification will have no effect on eligibility of particular REITs for future inclusion.

The S&P Dynamic Futures Index is a long / short rules - based index comprised of unleveraged positions in U.S. - listed futures contracts on 16 commodities as well as on eight financials, such as currencies and U.S. TreasIndex is a long / short rules - based index comprised of unleveraged positions in U.S. - listed futures contracts on 16 commodities as well as on eight financials, such as currencies and U.S. Treasindex comprised of unleveraged positions in U.S. - listed futures contracts on 16 commodities as well as on eight financials, such as currencies and U.S. Treasurys.

The fund equal - weights its holdings and sticks to rules - based indexing.

We believe rules - based index design that analyzes individual stock exposure to specific factors provides a more advanced, forward - looking — and more effective — approach than traditional market capitalization - weighted indexing.1

Fundamentally weighted or equal - weighted indexes are based on a published benchmark, they are rules - based, they will have lower turnover than an active strategy, they are likely to be more diversified, and you can understand what you're getting.

The funds do not track a third - party index: rather, the portfolios are built using a rules - based methodology.

By The Labor Department's «fiduciary rule» is widely expected to be a boon for the exchange - traded funds industry, with low - fee index - based products seeing the bulk of what could be trillions of dollars in inflows.

«Wilshire's calculation and analytical expertise combined with Track One's innovative rules - based approach to measuring performance of companies most supportive of military veterans demonstrates the value of a Powered by Wilshire approach, which can help clients bring new investment index strategy ideas to market quickly.»

In order to remedy this situation, we constructed rules - based, benchmark models using both relative and absolute momentum applied to market indices.

Using the 4 % rule and historical inflation with 4.02 % mean and 1.32 % standard deviation based on the Consumer Price Index (CPI - U) data from January 1972 to December 2016, the simulation calculated an 86.23 % chance of success over a 30 - year period.

Our LibertyQ ETFs utilize a rules - based investing methodology, track an underlying index, and seek to achieve better risk - adjusted returns compared to traditional market cap weighted indices.

According to the prospectus, USMV «follows a rules - based methodology to determine weights for securities in the index that seeks to minimize total risk of the MSCI USA Index.&rindex that seeks to minimize total risk of the MSCI USA Index.&rIndex.»

The DeltaShares S&P 600 Managed Risk ETF tracks an index that shifts allocations between US small - cap stocks, Treasurys, and cash through a rules - based methodology determined by overall portfolio volatility.

Index designs run the full gamut, from highly systematic, rules - based procedures to largely discretionary, committee - based processes.

Using a rules based, risk budget model, the BNPP CASA Index systematically allocates across each of these strategies, as frequently as daily, designed to adapt to various market conditions.

Reapply the investment process twice a year in March and September to ensure the portfolio stays true to the rules - based index methodology

Our analysis has found that factor - based fixed income strategies implemented in a rules - based, transparent index can represent an alternative tool for fixed income portfolio construction.

These rule - based strategies offer many of the advantages of traditional indexing, but also hold out the prospect of beating the market.

The index utilizes a rules - based methodology that is designed to identify the companies using disruptive technologies in each of ten thematic areas: Healthcare Innovation, Internet of Things, Clean Energy and Smart Grid, Cloud Computing, Data and Analytics, FinTech, Robotics and Artifi cial Intelligence, Cybersecurity, 3D Printing, and Mobile Payments.

The index tells you the type of stocks in the fund and how the fund invests based on the rules laid out.

Actively managed ETFs invest in a portfolio of securities that is subjectively chosen by a fund manager on their own rather than following a rules - based index.