Sentences with phrase «value factor strategies»

«Many investors have expressed strong interest in international dividend and value factor strategies,» says Greg Friedman, head of ETF management and strategy at Fidelity.

Not exact matches

In order to dive deeper into the management world and reveal the true value of taking advantage of the world's latest team development strategies, it is essential that we get familiar with the basics of successful business management Without understanding the main factors, which lead a team to failure or push it up on the ladder to success, our efforts of creating a working business system would be worthless.

Investment strategies can be tied to growth, value, income or a variety of other factors that help to identify and categorize investment options according to a specific set of criteria.

Important factors that may affect the Company's business and operations and that may cause actual results to differ materially from those in the forward - looking statements include, but are not limited to, increased competition; the Company's ability to maintain, extend and expand its reputation and brand image; the Company's ability to differentiate its products from other brands; the consolidation of retail customers; the Company's ability to predict, identify and interpret changes in consumer preferences and demand; the Company's ability to drive revenue growth in its key product categories, increase its market share, or add products; an impairment of the carrying value of goodwill or other indefinite - lived intangible assets; volatility in commodity, energy and other input costs; changes in the Company's management team or other key personnel; the Company's inability to realize the anticipated benefits from the Company's cost savings initiatives; changes in relationships with significant customers and suppliers; execution of the Company's international expansion strategy; changes in laws and regulations; legal claims or other regulatory enforcement actions; product recalls or product liability claims; unanticipated business disruptions; failure to successfully integrate the Company; the Company's ability to complete or realize the benefits from potential and completed acquisitions, alliances, divestitures or joint ventures; economic and political conditions in the nations in which the Company operates; the volatility of capital markets; increased pension, labor and people - related expenses; volatility in the market value of all or a portion of the derivatives that the Company uses; exchange rate fluctuations; disruptions in information technology networks and systems; the Company's inability to protect intellectual property rights; impacts of natural events in the locations in which the Company or its customers, suppliers or regulators operate; the Company's indebtedness and ability to pay such indebtedness; the Company's dividend payments on its Series A Preferred Stock; tax law changes or interpretations; pricing actions; and other factors.

The factors that we have found to make more sense are value and quality, especially when they are combined into a single strategy.

Important factors that may affect the Company's business and operations and that may cause actual results to differ materially from those in the forward - looking statements include, but are not limited to, operating in a highly competitive industry; changes in the retail landscape or the loss of key retail customers; the Company's ability to maintain, extend and expand its reputation and brand image; the impacts of the Company's international operations; the Company's ability to leverage its brand value; the Company's ability to predict, identify and interpret changes in consumer preferences and demand; the Company's ability to drive revenue growth in its key product categories, increase its market share, or add products; an impairment of the carrying value of goodwill or other indefinite - lived intangible assets; volatility in commodity, energy and other input costs; changes in the Company's management team or other key personnel; the Company's ability to realize the anticipated benefits from its cost savings initiatives; changes in relationships with significant customers and suppliers; the execution of the Company's international expansion strategy; tax law changes or interpretations; legal claims or other regulatory enforcement actions; product recalls or product liability claims; unanticipated business disruptions; the Company's ability to complete or realize the benefits from potential and completed acquisitions, alliances, divestitures or joint ventures; economic and political conditions in the United States and in various other nations in which we operate; the volatility of capital markets; increased pension, labor and people - related expenses; volatility in the market value of all or a portion of the derivatives we use; exchange rate fluctuations; risks associated with information technology and systems, including service interruptions, misappropriation of data or breaches of security; the Company's ability to protect intellectual property rights; impacts of natural events in the locations in which we or the Company's customers, suppliers or regulators operate; the Company's indebtedness and ability to pay such indebtedness; the Company's ownership structure; the impact of future sales of its common stock in the public markets; the Company's ability to continue to pay a regular dividend; changes in laws and regulations; restatements of the Company's consolidated financial statements; and other factors.

Important factors that may affect the Company's business and operations and that may cause actual results to differ materially from those in the forward - looking statements include, but are not limited to, increased competition; the Company's ability to maintain, extend and expand its reputation and brand image; the Company's ability to differentiate its products from other brands; the consolidation of retail customers; the Company's ability to predict, identify and interpret changes in consumer preferences and demand; the Company's ability to drive revenue growth in its key product categories, increase its market share or add products; an impairment of the carrying value of goodwill or other indefinite - lived intangible assets; volatility in commodity, energy and other input costs; changes in the Company's management team or other key personnel; the Company's inability to realize the anticipated benefits from the Company's cost savings initiatives; changes in relationships with significant customers and suppliers; execution of the Company's international expansion strategy; changes in laws and regulations; legal claims or other regulatory enforcement actions; product recalls or product liability claims; unanticipated business disruptions; failure to successfully integrate the business and operations of the Company in the expected time frame; the Company's ability to complete or realize the benefits from potential and completed acquisitions, alliances, divestitures or joint ventures; economic and political conditions in the nations in which the Company operates; the volatility of capital markets; increased pension, labor and people - related expenses; volatility in the market value of all or a portion of the derivatives that the Company uses; exchange rate fluctuations; risks associated with information technology and systems, including service interruptions, misappropriation of data or breaches of security; the Company's inability to protect intellectual property rights; impacts of natural events in the locations in which the Company or its customers, suppliers or regulators operate; the Company's indebtedness and ability to pay such indebtedness; tax law changes or interpretations; and other factors.

The most important, reasonably «knowable», factor in designing the optimum financing strategy is to determine when the company will achieve a significant, value increasing, milestone.

By systematically and deliberately setting exposure factors such as momentum, quality, or value, managers can utilize smart beta strategies to improve returns, reduce risk or enhance diversification.

Graham & Dodd advise a number of strategies to find value stocks, ranging from qualitative factors like identifying industry trends and a company's management team to quantitative factors like book value, P / E ratio, and sales - to - price.

Equity analysts now consider climate change - related factors in company valuations, translating sustainability into a new value driver distinct from a marketing strategy.

The strategy selects equity securities of REITs exhibiting a favorable combination of factor characteristics, including quality, momentum, and value.

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Equity smart beta strategies like momentum, value, quality and minimum volatility are by far the most adopted factor strategies and often serve as the gateway to this type of investing.

To be sure, while focusing on factor and smart beta strategies has historically, over longer periods of time, earned higher risk - adjusted returns relative to the broader market, there have been stretches, even long ones, when factor - based approaches underperformed (think value during the 1990s), according to data accessible via Bloomberg.

Among the risk - seeking factors, Sara focuses on value strategies and explains why this once downtrodden segment now may...

CPMS is a service that Morningstar sells to advisors and portfolio managers who are interested in executing particular investment strategies — such as those based on dividends, value factors, or momentum.

Among other things, the fund's value strategy results in an attractive portfolio of emerging markets companies characterized by relatively low debt, low default rates and attractive yields, which are some of the main factors behind the fund's success.

Style - savvy smart beta strategies to build a balanced U.S. portfolio include iShares Edge MSCI USA Momentum Factor ETF (MTUM), iShares Edge MSCI USA Quality Factor ETF (QUAL) and iShares Edge MSCI USA Value Factor ETF (VLUE).

The index captures large - and mid-cap representation across 22 developed market Europe, Australasia, and Far East countries and aims to represent the performance of value, low volatility, and quality factor strategies.

Four of these factor strategies — RAFI Value Factor Index, RAFI Low Volatility Factor Index, RAFI Quality Factor Index, and RAFI Size Factor Index — and fundamental indices will also be available in a variety of geographic categories, providing investors a wide range of choices to meet their unique preferfactor strategies — RAFI Value Factor Index, RAFI Low Volatility Factor Index, RAFI Quality Factor Index, and RAFI Size Factor Index — and fundamental indices will also be available in a variety of geographic categories, providing investors a wide range of choices to meet their unique preferFactor Index, RAFI Low Volatility Factor Index, RAFI Quality Factor Index, and RAFI Size Factor Index — and fundamental indices will also be available in a variety of geographic categories, providing investors a wide range of choices to meet their unique preferFactor Index, RAFI Quality Factor Index, and RAFI Size Factor Index — and fundamental indices will also be available in a variety of geographic categories, providing investors a wide range of choices to meet their unique preferFactor Index, and RAFI Size Factor Index — and fundamental indices will also be available in a variety of geographic categories, providing investors a wide range of choices to meet their unique preferFactor Index — and fundamental indices will also be available in a variety of geographic categories, providing investors a wide range of choices to meet their unique preferences.

Looking beyond the story telling that characterizes various investment philosophies, the long - term return drivers of many complex smart beta strategies are tilts toward well - known factor / style exposures, such as value, size, and low volatility.

However, contrarian trading strategies tend to be driven more by market sentiment factors than are value investing strategies, and to rely less on specific fundamental analysis metrics such as the P / B ratio.

The firm launched its first value strategies in 1993, a year after professors Eugene Fama and Kenneth French published their seminal three - factor asset - pricing model, which indicated that value stocks offer an additional return premium.

And, we show that a cautious dose of factor and smart beta strategy timing can, indeed, add some value.

We observe that P / B - based valuation does a better job of forecasting the return of the value blend factor, whereas the aggregate valuation measure does a better job of forecasting the return of the value strategy constructed based on B / P.

We do know, however, that valuations are considerably cheaper than historical norms — virtually universally — for the currently unpopular value factor and for the value - tilt smart beta strategies.

The expected returns model used on this site estimates higher expected returns when the strategy or factor is valued below its historical norm and vice versa.

The results of our analysis are generally a bit stronger when the aggregate valuation measure is used, but three of eight factors (value blend, momentum, and investment) and two of eight smart beta strategies (Fundamental Index and dividend index) show a stronger correlation when the P / B valuation measure is used.11 The aggregate valuation measure is likely stronger because it captures differences in profitability that can be missed by P / B.

Smart beta strategies capture the power of factors — broad and historically rewarded drivers of returns such as value (buying cheap) and momentum (trending upward)-- to seek higher returns or lower risk.

Among the risk - seeking factors, Sara focuses on value strategies and explains why this once downtrodden segment now may be worth considering.

Factor - based strategies, use scientific, rules - based technology to focus on specific drivers of return such as momentum, value, quality, size and lower volatility.

The MSCI World Factor Mix A-Series Index captures large - and mid-cap representation across 23 developed countries and aims to represent the performance of value, low volatility, and quality factor stratFactor Mix A-Series Index captures large - and mid-cap representation across 23 developed countries and aims to represent the performance of value, low volatility, and quality factor stratfactor strategies.

So - called factor indexes (and the beta strategies that follow them), like the MSCI USA Enhanced Value Index and iShares Edge MSCI USA Value Factor ETF (VLUE), screen for securities using multiple metrics, and weight them not by market capitalization, but by their exposure to value price multfactor indexes (and the beta strategies that follow them), like the MSCI USA Enhanced Value Index and iShares Edge MSCI USA Value Factor ETF (VLUE), screen for securities using multiple metrics, and weight them not by market capitalization, but by their exposure to value price multiValue Index and iShares Edge MSCI USA Value Factor ETF (VLUE), screen for securities using multiple metrics, and weight them not by market capitalization, but by their exposure to value price multiValue Factor ETF (VLUE), screen for securities using multiple metrics, and weight them not by market capitalization, but by their exposure to value price multFactor ETF (VLUE), screen for securities using multiple metrics, and weight them not by market capitalization, but by their exposure to value price multivalue price multiples.

As with asset allocation and stock selection, relative valuations can predict the long - term future returns of strategies and factors — not precisely, nor with any meaningful short - term timing efficacy, but well enough to add material value.

It's important to note that «RAFI Size Factor» is not the same as the RAFI 1500 for small companies, but rather is a blend of four factor - tilt strategies, each formed within the universe of small - cap stocks: small value, small momentum, small low volatility, and small quality (a factor that combines profitability and investment metFactor» is not the same as the RAFI 1500 for small companies, but rather is a blend of four factor - tilt strategies, each formed within the universe of small - cap stocks: small value, small momentum, small low volatility, and small quality (a factor that combines profitability and investment metfactor - tilt strategies, each formed within the universe of small - cap stocks: small value, small momentum, small low volatility, and small quality (a factor that combines profitability and investment metfactor that combines profitability and investment metrics).

The two assumptions we take issue with are that past performance of factor tilts and smart beta strategies is the best estimate of their future performance, and that factors and smart beta strategies have constant risk premia (value - add) over time.

We expect that extreme values of slopes estimated for different factors or strategies are statistical outliers.

Our stylized portfolios that blend six factors (volatility, value, quality, size, momentum, and dividend yield) with four different strategies (marginal risk contribution, minimum variance, Sharpe - ratio weighted, and equity weighted) demonstrated higher risk - adjusted returns than the S&P 500 ®, with a lower tracking error than most single - factor strategies (see Exhibit 1).

He's pioneered a strategy known as fundamental indexing that weights stocks based on factors such as a company's sales, dividends, cash flows and book value.

Because carry and value require longer holding periods to harvest the factors» returns, the authors take the extra step of setting those strategy portfolios» monthly weights to the trailing average of the prior -12-months model weights.

The investing strategy combines two or more factors, like value, quality, and yield, and builds a rules based fund around it.

Ariel uses these techniques in an attempt to decrease the strategy's exposure to changing security prices or foreign currency risk, or to reduce unintended tracking error versus its respective benchmarks, or to address other factors that affect security values.

This strategy is based on the Fama - French Three Factor Model, which holds that small - cap and value stocks should deliver higher risk - adjusted returns over the very long term.

And, if the popularity of value strategies increases sufficiently to diminish future returns, investors may be better served focusing on other factors.

We confidently conclude from our study of factors that such smart beta strategies offer a significant opportunity for future value - add relative to the capitalization - weighted equity market.

We illustrate the opportunities for investing in real - world factor - based strategies by constructing six very simple long - only investable portfolios: value, low beta, profitability, investment, momentum, and size.

To maximize risk - adjusted returns, diversify across smart beta strategies that access the value, low beta, profitability, investment, momentum, and size factors.

Most strategies earn an excess return over the market benchmark, but in each of the international markets we study, a couple of the factor - based smart beta strategies generate mildly negative value - add.

A move to simple systematic rebalancing to fixed weights increases the value add by 0.14 % and 0.26 % relative to the buy - and - hold and average factor strategies, respectively.