Sentences with phrase «standard benchmark index»

Not exact matches

Global stock benchmark provider MSCI has decided to delay including stocks listed in mainland China in its widely followed Emerging Markets Index, saying China has to take further steps toward making its market more accessible and closer to international standards.

Already - volatile markets swooned after Trump announced the tariffs, with the benchmark Standard & Poor's 500 Index falling more than 1.3 percent that day.

The Standard & Poor's 500 industrial sector was down 1.9 percent, compared with a decline of about 1.3 percent in the overall benchmark index.

The benchmark Standard & Poor's 500 index also hit an all - time high Friday of 2,367.34, and it's up 10.6 percent since the election.

Hybrid indexes may be on the rise but the traditional benchmarks — the Standard & Poor's 500 index, the Dow Jones Industrial Average index or the Barclays Bond index — still dominate.

It lost 6.6 percent of its value in 2007, the first time it had trailed the benchmark Standard & Poor's 500 - stock index in back - to - back years since 1990.

Its base case for US stocks — also tempered — calls for 1 % average annualized earnings - per - share growth in the Standard & Poor's 500 Index, the broad benchmark of the US market.

At that time, they tracked the performance of a broad - based benchmark like the Standard & Poor's 500 index, all U.S. stocks or international stock markets.

Stocks declined just as another major benchmark, the Standard & Poor's 500 - stock index, was about to join the Dow in record territory.

But before you send roses to your fund manager, consider this: The benchmark Standard & Poor's 500 - stock index was up even more — 20.6 %.

To tie all these topics together, below is a new bracket with 8 benchmark indexes that shows that two indexes that buy VIX call options (LOVOL and VXTH) had the lowest standard deviations over the past decade.

Our internal credit standards are higher than those found in the benchmark indices.

According to Bloomberg, «the Standard & Poor's 500 Index, whose increase in the past three months was the steepest in seven decades, is rallying in tandem with benchmark measures for raw materials, developing - country equities and hedge funds.

As it relates to investing, for example, an index fund can be expected to have a low standard deviation versus its benchmark index, as the fund's goal is to replicate the index.

The above historical performance figures from Morningstar indicate that the fund had a higher volatility (expressed as a standard deviation of returns) and underperformed the S&P 500 ® index, its best - fit benchmark, on a risk - adjusted basis (Sharpe Ratio) in both the three - and five - year trailing periods.

I also have had a lower amount of volatility (as measured by standard deviation of day - over-day returns) then my benchmark index (the S&P / TSX Composite Inindex (the S&P / TSX Composite IndexIndex).

The standard benchmark for the junior exchange is the S&P / TSX Venture Composite Index, which you'll often see flashing across the screen on BNN.

The traditional benchmark for comparison, as others have mentioned, is the rate of return (including dividends) from the Standard and Poors 500 Index.

The Standard & Poor's Indices Versus Active (SPIVA) reports are useful for determining the percentage of active funds that beat their benchmarks.

It beat its Russell 2000 ® index benchmark in one -, three -, five - and ten - year periods as well as since inception through 2013, at a comparable risk level measured by a standard deviation of returns.

The Standard & Poor's Index vs. Active (SPIVA) mid-2014 report says that more than 70 percent of actively managed funds lost to their respective benchmarks over the previous five years.

Index funds are made up of stocks or bonds that mirror the performance of a benchmark index, such as the Standard & Poor's 500 or the Dow Jones Industrial AveIndex funds are made up of stocks or bonds that mirror the performance of a benchmark index, such as the Standard & Poor's 500 or the Dow Jones Industrial Aveindex, such as the Standard & Poor's 500 or the Dow Jones Industrial Average.

The Standard & Poor's Indices Versus Active Funds Scorecard for the six months ended June 30 also showed most active fixed - income funds underperforming their benchmarks, though managers of short - dated government debt did manage to best their indexes in each of the one -, three - and five - year sampling periods.

For instance, since the early 1980s, the yield on the benchmark 10 - year Treasury note has fallen from roughly 16 % to 2 % and the Standard & Poor's 500 - stock index has climbed from less than eight times earnings to 25 times earnings.

For example, assume that there is a large cap mutual fund that is benchmarked to the Standard and Poor's (S&P) 500 index.

Its progress is measured with several different benchmark indices, including the Dow, the Standard & Poor's 500, the Russell 2000 and 3000 and the Wilshire 5000.

Consequently, a gold ETF would have a low beta and R - squared in relation to a benchmark equity index, such as the Standard & Poor's (S&P) 500 Iindex, such as the Standard & Poor's (S&P) 500 IndexIndex.

They use industry - standard benchmarks like Morningstar's Lifetime Allocation Indexes in order to do this.

We're using A.M. Best's ratings as a benchmark when comparing companies... just our preference, although you're welcome to check your rating index of choice (Fitch, Moody's or Standard & Poor's).

It is the value at which investors enter or exit the mutual fund Benchmark A group of securities, usually a market index, whose performance is used as a standard or benchmark to measure investment performance of mutual funds, among other invBenchmark A group of securities, usually a market index, whose performance is used as a standard or benchmark to measure investment performance of mutual funds, among other invbenchmark to measure investment performance of mutual funds, among other investments.

The London Interbank Offered Rate (LIBOR) and the Treasury Index are important interest rate benchmarks, or standards.

Since its July 2013 inception, AQR Long - Short Equity Fund I QLEIX has returned 14.4 % above its benchmark (a 50 - 50 blend of the MSCI World Index and cash) with a standard deviation of 5.8 %, for a Sharpe ratio of 2.46.

The Defined Risk Strategy (DRS) is a unique solution and standard off - the - shelf indices aren't ideal benchmarks.

New York - based index provider Standard & Poor's released the results of its 2002 annual survey of assets linked directly to its domestic benchmarks.

That benchmark lies somewhere in the intersection between your savings objectives (retirement, education, a new car), the performance of widely - accepted benchmarks (the US Standard & Poor's 500 index, the DAX, the price of gold and more) and your investments.

Along with the DJIA, the Standard & Poor's 500 is one of the world's best known indexes, and is the most commonly used benchmark for the stock market.

* Volatility (measured by standard deviation) for MARKIT CDX.NA.HY 5 - year TOTAL RETURN INDEX, a benchmark for the high yield CDS market, has from its 2007 inception through June 30, 2014 ranged from 6 % to 14 % compared to 4 % to 16 % for the Barclays U.S. Corporate High Yield Index and 11 % to 46 % for the S&P 5INDEX, a benchmark for the high yield CDS market, has from its 2007 inception through June 30, 2014 ranged from 6 % to 14 % compared to 4 % to 16 % for the Barclays U.S. Corporate High Yield Index and 11 % to 46 % for the S&P 5Index and 11 % to 46 % for the S&P 500 ®.

When the indexing revolution got underway back in the 1970s, the idea was for investors to track the performance of broad market benchmarks like the Standard & Poor's 500 index.

The standard deviation of this particular fund is 16.82 % which is lower than the standard deviation of the benchmark index which stands at 17.55 %.

In 2011, only 23 percent of actively managed equity funds beat their benchmarks (and only 20 percent beat Standard & Poor's 500 - stock index).

In comparison, the benchmark Standard & Poor's 500 - stock index in 2013 had a return of 32 percent with dividends reinvested.

The so - called SPIVA study (short for Standard & Poor's Indices Versus Active), which can be found at spindices.com, compares the performance of actively managed stock and bond funds to appropriate benchmark indexes.

According to new research from Standard & Poor's, in the past 5 years, more than 71 % of large - cap fund managers couldn't beat the S&P 500 index they're benchmarking against.

When talking about «low volatility products,» Yasenchak is referring to portfolios that «specifically seek benchmark - like returns, over the full market cycle, with a total volatility, measured as the standard deviation, falling considerably below that of the index.»

Profit of companies in the Standard & Poor's 500 Index, the benchmark for American equity, is growing faster than shares, and represents a yield of 6.53 percent compared with 4.65 percent for 10 - year U.S. Treasury notes.

Standard & Poor's 500 - stock index — the major large - cap benchmark — yields just 2 %, down...

The iShares S&P Small - Cap 600 Value ETF (IJS) has a three - year standard deviation of 14.24 %, which is well below the comparable metric on benchmark small - cap growth indexes.

Hours earlier, the Standard & Poor's 500 Index stock benchmark climbed to its eighth high in nine sessions.

The contract will pay either a set rate of interest or use some type of crediting formula that is based on the performance of an underlying benchmark like the Standard and Poor's 500 Index.

We're using A.M. Best's ratings as a benchmark when comparing companies... just our preference, although you're welcome to check your rating index of choice (Fitch, Moody's or Standard & Poor's).