Sentences with phrase «sector averaged losses»
During the last two market downturns, an investor that invested in an equal weighted composite of non-cyclical sectors (staples, healthcare, utilities, and telecom) lost an average of 13 % less than S&P 500 ® index, and the best performing defensive sector averaged losses of roughly 20 % less than the overall market.
http://www.indexologyblog.com/ Not exact matches
U.S. stocks extended their recovery on Monday, with the major averages more than halving their recent correction losses on broad gains in virtually every sector.
They ranked low on the Standard & Poor's 500 Composite Index: Energy shares sank 5.9 %, on average, while materials sector stocks collectively shed 5.5 % of their value; among the nine other equity sectors, only telecommunication services and consumer staples companies posted larger losses.1
Their portfolio simulation approach: (1) is restricted to the technology, industrials, health care, financials and basic materials sectors; (2) assumes an extreme sentiment day for a stock has at least four novel news items (prior to 3:30 PM in New York) and is among the top 5 % of average daily positive or negative events; (3) makes portfolio changes at market close; (4) holds positions for 20 days, subject to a 5 % stop - loss rule and a 20 % take - profit rule; (5) constrains any one position to 15 % of portfolio value; and, (6) assumes round - trip trading friction of 0.25 %.
In particular, Germany, France, the U.K. and the U.S. have the highest degree of outward spillovers as measured by the average percentage of capital loss of other banking systems due to banking sector shock in the source country...
When workers in the private sector are facing pay restraint, a 1 % average limit on annual increases is necessary to minimise public sector job losses.
If you start to breakdown the average index into its underlying sectors, It becomes easier to see what is driving the gains or losses for the market index overtime.
On average, CMBS holders incur higher losses on loans from retail foreclosures than from other sectors, according to Trepp.