Sentences with phrase «volatility characteristics»

The extreme volatility characteristic of cryptocurrency trading is also reflected in trading in these companies, whose value rises and falls sharply, sometimes for no apparent reason.

The iShares Edge MSCI Min Vol Emerging Markets ETF seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader emerging equity markets.

Historically, the index has shown lower beta and volatility characteristics relative to the MSCI EAFE Index.

Focuses on selecting stocks with low volatility characteristics while seeking to maintain positive exposure to value, momentum, and quality factors at the index level

Table 1 reports the distress and volatility characteristics of U.S. stocks by size quintile.

Low Volatility ETFs invest in securities with low volatility characteristics.

The former approach of scoring individual stocks on their volatility characteristics is more of a bottom - up strategy, whereas the latter, tactical asset allocation approach can be described as top - down.

Volatility is represented by the Russell 1000 Volatility Factor Index, which tracks the performance of stocks displaying lower volatility characteristics.

The rules - based proprietary methodology employs a multi-layered risk - controlled approach that seeks to achieve its de-concentration, risk - reduction, and return objectives by selecting companies with favorable diversified risk premia expression, including valuation, momentum, quality, and volatility characteristics.

Low Volatility ETFs invest in securities with low volatility characteristics.