Sentences with phrase «suggests higher volatility»

All of the above suggests higher volatility, particularly when compared to last year.

All of the above suggests higher volatility, particularly when compared to last year.

Not exact matches

Higher - than - normal volatility levels suggest we can do more than just take advantage of short side moves; it's possible to benefit from buying dips, too.

Higher - than - normal volatility levels suggest we can do more than just take advantage of short side moves.

«Many participants reported that their contacts had taken the previous month's turbulence in stride, although a few participants suggested that financial developments over the intermeeting period highlighted some downside risks associated with still - high valuations for equities or from market volatility more generally,» the minutes said.

The MOVE index suggested that US Treasury volatility was expected to be very low, while the flat swaption skew for the 10 - year Treasury note denoted a low demand to hedge higher interest rate risks, even on the eve of the inception of the Fed's balance sheet normalization (Graph 9, right - hand panel).

Our research suggests that breaks to a high - volatility regime rarely occur without the economic expansion coming to an end.

Oil prices and the US Yields to dictate the pace this week While geopolitical tensions remain bubbling under the surface, rising oil prices and higher US yields suggest investors are likely to deal with increased volatility as a broad range of political,... Read more

On the one hand, declining bond market activity and the persistence of low - risk arbitrage opportunities imply liquidity is impaired, while, on the other, low volatility and high demand for risky assets suggest that liquidity is alive and well.

Oil prices and the US Yields to dictate the pace this week While geopolitical tensions remain bubbling under the surface, rising oil prices and higher US yields suggest investors are likely to deal with increased volatility as a broad range of political, economic and financial events unfolds US Core PCE, GDP price index, personal consumption data are...

The uncertainties associated with the U.S. election, BreXit, slowing growth in China and in the emerging economies, uncertainty and volatility in international financial markets, all suggest that the downside risks to the global economy are still high.

A subscriber, noting an article on slowing down intrinsic (absolute or time series) momentum for SPDR S&P 500 (SPY) when its return volatility is relatively high, suggested doing the same for the Simple Asset Class ETF Momentum Strategy (SACEMS).

Perhaps surprisingly for such a country accustomed to high electoral volatility, the electoral polls in the last year suggest that Israeli public opinion has barely shifted at all since Israelis last went to the kalpi.

The idea is that this tendency leads to a preference for lottery - like stocks with a small chance of a very high payoff, and this preference, in turn, drives up the prices of high volatility stocks disproportionately, suggesting future underperformance.

The prospect of lower stock returns and higher volatility going forward suggests for Russ that investors should consider strategies such as carry, or yield, to boost risk adjusted returns.

The prospect of lower stock returns and higher volatility going forward suggests for Russ that investors should consider...

These levels remain higher than each fund's since - inception realized volatility, which suggests continued attractive return potential, most notably in international asset classes.

Historically, SCG has had both lower returns and higher volatility than the market as a whole, which is why if you look through many suggested «lazy portfolios» you'll notice that it's left out completely.

The returns themselves (an average of 2.7 %) suggest the need for higher degrees of portfolio leverage to reach satisfactory returns, and the volatilities (an average of 6.4 %) allow room for judicious use of leverage.

The paper suggests plan sponsors budget for higher volatility and higher trading costs in their portfolios.

In markets for government debt, favoring the a priori safe bet of high - debt - issuer countries, such as the United States, Japan, and developed European nations, can be far riskier to an investor's wealth than interest - rate volatility or credit ratings may suggest.

And to quell portfolio volatility, he suggested investing in high - quality, diversified, short - term bond funds.

Given that stocks with high - dividend - to - price ratios have low risk, the authors suggest this outcome is a result of the volatility of the difference portfolio.

By these measures, momentum, illiquidity, and low - volatility strategies score badly, suggesting high trading costs and low capacity, while value and quality strategies tend to score well, as do low - turnover strategies such as indexing, equal - weight, and Fundamental Index ™.

But there is no evidence of CO2 causing more temperature volatility (particularly extremes to the cold side) and even those who have suggested that global warming might lead to more volatility would be forced to admit, if they are being honest, that this is more volatility around a higher mean, such that there still should not be a lot more record lows.

Despite Volatility, Ripple Prices Might Be Headed Higher The Ripple market cap has grown +3,500 % this year, yet our Ripple price predictions for 2017 suggest there are more gains to come.

This might suggest that banks still have room to expand in this area, though the High Volatility Commercial Real Estate (HVCRE) regulations that went into place in 2015 as part of the new Basel III rules could act as a countervailing force.