Sentences with phrase «stock price performance relative»

Not exact matches

When we are fully hedged, as we are at present (and provided that our long - put / short - call option combinations have identical strike - prices and expirations), the source of our returns is the performance of our favored stocks relative to the indices which we use to hedge.

• Actual value relative to target based on performance against corporate goals and stock price performance

The most important fundamental data (i.e., the ones that are currently most closely correlated to gold prices) have actually slightly improved since we last discussed them (they're still in more or less neutral ranges, but slightly better — such as real interest rates, the relative performance of bank stocks vs. the SPX or the US dollar...).

On a closing note, there is a weak positive correlation in most mature industries between stock price performance and relative decreases in share count, assets, and sales.

In Mark Carhartt's 1997 paper, On Persistence in Mutual Fund Performance, he demonstrated that common characteristics of stocks (size, relative price, momentum) almost completely explain persistence in mutual fund pPerformance, he demonstrated that common characteristics of stocks (size, relative price, momentum) almost completely explain persistence in mutual fund performanceperformance.

While his Value Model selects stocks with relative price - to - sales in the 30th percentile or lower, Kirkpatrick's testing of relative price - to - sales ratio percentile rankings indicated optimal performance in percentiles greater than 17 but not higher than the 42nd percentile.

Weiss quoted the S&P Stock Guide, «A ranking is not a forecast of future market price performance, but is basically an appraisal of past performance of earnings and dividends, and relative current standing.»

Novy - Marx's The Other Side of Value paper showed that a simple quality metric, gross profits - to - assets, has roughly as much power predicting the relative performance of different stocks as tried - and - true value measures like book - to - price.

As an adjunct to the main study, one of the variables they analyzed was the relative earnings performance of stocks in the lowest and highest price - to - book quintiles.

The first sign of possible trouble arose in August, when Facebook stopped outperforming the S&P 500 and could only match the benchmark's performance, as indicated by its flat relative price strength line in the stock chart below.

At times when the yield spread was less than 80 basis points — when REIT dividend yields were extraordinarily high, reflecting REIT stock prices that were especially low relative to current distributions — REIT performance over the next year tended to be especially strong, with total returns that averaged 20.81 percent and outpaced the broad stock market by 5.67 percentage points.

At times when the yield spread was greater than 180 basis points — that is, when REIT dividend yields were extraordinarily low, reflecting REIT stock prices that were especially high relative to their current distributions — REIT performance over the next year tended to be weak, with total returns that averaged 6.98 percent and underperformed the broad stock market by 1.84 percentage points.

The reason is simple: given the extremely steady pace of REIT dividend distributions, major changes in the yield spread arise primarily because REIT stock prices have been driven too high or too low relative to their future performance expectations.