Sentences with phrase «strong factor return»

Similarly, Asness et al. (2015) find a strong factor return from a small - size factor after controlling for the quality characteristics of the issuing companies.

Not exact matches

Pimco's emphasis on generating strong long - term risk - adjusted returns has been the key factor behind the success of the Pimco Income Fund, which on Tuesday...

The report points to a number of factors driving big pharma companies» struggles with netting strong returns, including a dearth of late - stage pipeline candidates and diversified product portfolios that aren't necessarily spreading risk.

Returns from that era were boosted by a confluence of factors that are unlikely to come together again: declines in inflation and interest rates, strong global GDP, low corporate tax, and rapid growth in China.

With no prior 6 - month losses to recover, it seems likely that other factors will exert a stronger effect on market returns going forward than if the Fed's easing had been initiated in response to a major low.

2017 was a positive year for most factors Quality, Growth and Momentum showed the strongest performance Value, Dividend Yield and Size generated negative returns INTRODUCTION We present the performance of seven well - known factors on an annual basis for the last 10 years and the full - year 2017.

A frequent criticism of factor investing is that factor returns are stronger in small caps Our research highlights that this is not uniformly true across factors Value and Size benefit most from including small caps INTRODUCTION Factor investing can be challenged in manyfactor investing is that factor returns are stronger in small caps Our research highlights that this is not uniformly true across factors Value and Size benefit most from including small caps INTRODUCTION Factor investing can be challenged in manyfactor returns are stronger in small caps Our research highlights that this is not uniformly true across factors Value and Size benefit most from including small caps INTRODUCTION Factor investing can be challenged in manyFactor investing can be challenged in many ways.

2018 started negative for the majority of factors Momentum, Quality and Growth showed the strongest performance Low Volatility, Dividend Yield and Value generated negative returns INTRODUCTION We present the performance of seven well - known factors on an annual basis for the last 10 years and the

After all, leveraged buyouts are pretty sexy (in a suit - wearing kind of way), private equity enjoys strong historical returns as a sector, and the industry boasts the titillation factor of being famously inaccessible, like Louis Vuitton handbags once were.

While the relatively strong performance of our stock selection approach has been an important factor in the Fund's returns since inception, even a single holding in a portfolio of over 200 can exert an effect on a day - to - day basis.

«Our strong partnership with Mount Snow and the local community was a key factor in our decision to return in 2017.

In the U.K., an all - party parliamentary panel issued a report called «Return of the Population Growth Factor» and called for stronger efforts to slow that growth.

Still, it's probably stronger than the film that started it all (ignoring the credit it deserves for its wow factor in 1977), and possibly than Return of the Jedi.

We see upside in yields as attention returns to the Fed and some other central banks gradually remove policy accommodation, though structural factors such as aging populations and strong demand for income limit upward moves.

Another factor playing a role in near term relative return comparisons, particularly with respect to our Value Fund and our Worldwide High Dividend Yield Value Fund, is the continued strong performance of US equities, which today constitute nearly 60 % of the total weight of the MSCI World Index.

The investor looking to achieve strong stock market returns over a six - month to an 18 - month investment horizon would do well to consider all three of these factors.

Fund seeks to invest in quality companies with a demonstrated history of sustainable earnings growth, strong cash flow and high returns on capital determined by fundamental analysis of a company's financial trends, products and services, and other factors.

When value is added to the first four factors, it does not add to returns; in other words, the five factor model does a sufficient job of representing a company with strong fundamentals.

Generally, just as in the case of factors, we see that aggregate valuation is a slightly better predictor of subsequent returns compared to P / B, but both show quite strong predictability.

These results evidence a strong out - of - sample validation that relative valuations are indicative of future factor and smart beta strategy returns.

The investor return gap persists, despite strong evidence that factor performance is mean reverting, because investors use the manager selection process for alpha timing.

This is especially true when we factor in the strong record of total returns and the decades - long dividend growth history.

Fund invests in companies with a demonstrated history of consistent, sustainable earnings growth, strong cash flow and high returns on capital determined by rigorous fundamental analysis of a company's financial trends, products and services, and other factors.

Different factors outperform at different stages of the market cycle, so diversifying across factors, with an emphasis on quality and value, can lead to stronger, more consistent risk - adjusted returns over the long - term.

«The only significant persistence [in fund performance] not explained [by expenses, the three - factor model, and momentum] is concentrated in strong underperformance by the worst - return mutual funds.

Factors We find that almost all popular factors in the US, developed, and emerging markets have shown strong historical rFactors We find that almost all popular factors in the US, developed, and emerging markets have shown strong historical rfactors in the US, developed, and emerging markets have shown strong historical returns.

Factor Identification To identify the factors that could enhance security selection, we computed the performance statistics of the quintile portfolios ranked by each factor and demonstrated the strong relationship of factor exposure, portfolio return, and return volatFactor Identification To identify the factors that could enhance security selection, we computed the performance statistics of the quintile portfolios ranked by each factor and demonstrated the strong relationship of factor exposure, portfolio return, and return volatfactor and demonstrated the strong relationship of factor exposure, portfolio return, and return volatfactor exposure, portfolio return, and return volatility.

Value has turned in the strongest excess factor returns over the past 10 years, while momentum and quality delivered the highest excess returns over the past year (as of 3/31/18)

This is because the value factor can screen for stocks that are attractively priced, while the momentum factor looks for stocks that have recently demonstrated strong risk - adjusted returns, which may help reduce the probability of buying into a value trap.

Multi-Factor Smart Beta Strategies The low and negative correlations across the excess returns of the six factor - based smart betas indicates strong diversification benefits by combining the strategies into a multi-factor portfolio.

Beck and Kalesnik (2014) argue that other factors provide stronger returns when applied to small companies because of the higher volatility and less - efficient pricing of small stocks.

Factor - Based Smart Betas The prospect of an average annualized excess return of nearly 5 % across six robust and largely independent factors helps explain the strong investor demand for factor inveFactor - Based Smart Betas The prospect of an average annualized excess return of nearly 5 % across six robust and largely independent factors helps explain the strong investor demand for factor invefactor investing.

Whereas not all factors display positive returns in all geographies, taken as a group the factors do show consistently strong out - of - sample returns.

As with the six factors, these factor - based strategies capture independent sources of return and should provide strong benefits from diversification.

We also observe the relatively strong correlation between value and investment factor returns, which suggests that in combination the two factors may be redundant.

Reciprocally, today's cheaply valued factor or strategy is likely to offer strong future return prospects.

As indicated by the 5 - 4 vote in Edmonton East, however, this broad presumption of reasonableness is controversial, and there is some indication that a return to contextual factors will defeat a strong, rule - like presumption of reasonableness review.

In 2010, more than 1 in 5 children were reported to be living in poverty.6, 10 Economic disadvantage is among the most potent risks for behavioral and emotional problems due to increased exposure to environmental, familial, and psychosocial risks.11 — 13 In families in which parents are in military service, parental deployment and return has been determined to be a risk factor for behavioral and emotional problems in children.14 Data from the 2003 National Survey of Children's Health demonstrated a strong linear relationship between increasing number of psychosocial risks and many poor health outcomes, including social - emotional health.15 The Adverse Childhood Experience Study surveyed 17000 adults about early traumatic and stressful experiences.

Going forward, the «cost - push pressures» associated with the restructuring of Medicare payments and the Affordable Care Act will complement «demand - pull factors,» making seniors housing and care a particularly sweet spot for investors seeking solid returns and strong fundamentals.

«The return of first - time buyers in May is an encouraging sign and is the result of multiple factors, including strong job gains among young adults, less expensive mortgage insurance and lenders offering low downpayment programs,» said Yun.

A number of factors have helped accelerate the fund's growth, including strong risk - adjusted returns.

Mace also attributes substantial growth, desirable demographics, and relatively strong and steady private sector investment returns as additional factors contributing to seniors housing's «best bet» designation.

«The return of first - time buyers in May is an encouraging sign and is the result of multiple factors, including strong job gains among young adults, less expensive mortgage insurance and lenders offering low downpayment programs,» says Lawrence Yun, NAR's chief economist.