Sentences with phrase «spread at fair value»

Not exact matches

I consider this to be an indirect way of calculating fair value, so I cap the spread at 20 % to avoid extreme results.

I consider this to be an indirect way of calculating fair value, so I cap the spread at 20 % to avoid extreme results.

ETFs tracks the index very closely, but a wide bid - ask spread or deviations from fair value might make ordering «at market value» a bit risky — you could end up buying / selling your shares at a much higher / lower price than you expect.

Whenever the spread is at fair value, there is no benefit from owning the futures instead of the actual S&P 500 stocks, or vice-versa.

When the spread is at fair value, where it «should» be, there is no theoretical advantage to owning the futures instead of the cash, or vice versa.

Since fair value is at 6.00, and the futures at +2 would be at 764, the spread is only 4 points (764.00 on the futures, 760.00 on the cash, difference is 4.00).