Sentences with phrase «volatility characteristics of»

Commentary and analysis include, but are not limited to, the allocation of a fund's portfolio securities and other investments among various asset classes, sectors, industries and countries, the characteristics of the stock components and other investments of a fund, the attribution of fund returns by asset class, sector, industry and country, and the volatility characteristics of a fund.

Not exact matches

These key characteristics are the resulting survival methods learned through the volatility of the last decade, and are necessary for a business to be successful in the ever - changing, fast - paced environment in which small businesses compete.

Thus, the path dependency that political scientist Paul Pierson, 1997 has observed in pension reforms is not just an observed fact, but a desired characteristic.21 Threats to sustainability are typically identified as expenditures rising above an acceptable level, and especially in prefunded DB plans, volatility of pension contributions or accounting expenses for pensions.

Such developments are characteristic of the current high volatility of China's mainland equity markets, Shanghai and Shenzhen, capping a year of exceptional gains.

Bonds rated below investment grade may have speculative characteristics and present significant risks beyond those of other securities, including greater credit risk and price volatility in the secondary market.

We estimated the expected volatility of our awards from the historical volatility of selected public companies with comparable characteristics to us, including similarity in size and lines of business.

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.

The recent volatility in Japanese markets is breathtaking but characteristic of what one should come to expect from a country that is on the brink of fiscal and economic disaster.

A recipient of the 2013 Nobel Prize in economics, Shiller authored a book, fittingly titled «Irrational Exuberance,» in which he asserts that psychologically driven volatility is an inherent characteristic of asset markets.

High yield bonds (bonds rated below investment grade) may have speculative characteristics and present significant risks beyond those of other securities, including greater credit risk, price volatility, and limited liquidity in the secondary market.

If you'd rather take advantage of the characteristic volatility of cryptocurrencies by getting in and out of a trade quickly, then this method might be for you.

Comparisons to benchmarks have limitations because benchmarks have volatility and other material characteristics that may differ from the performance of a client's portfolio.

Outside of price action, two of the most popular market characteristics analyzed are volume and volatility.

However, upon completion of this due diligence, sponsors may find that stable value funds offer them an attractive combination of characteristics including principal protection, superior investment returns, and relatively low volatility.

Their analysis involves (1) estimating the factor characteristics of each stock in a broad index; (2) aggregating the characteristics across all stocks in the index; and (3) matching aggregated characteristics to a mimicking portfolio of five indexes representing value, size, quality, momentum and low volatility styles, adjusted for estimated expense ratios.

Construction methods include equal weighting, two versions of minimum volatility, three versions of mean - variance optimization, eight versions of reward - to - risk timing (six of which involve factor models) and a characteristic - based scheme that each year estimates stock weights based on market capitalization, book - to - market ratio, gross profitability, investment, short - term reversal and momentum.

This type of trading uses characteristics of the market such as currency conversion rates and market volatility in order to create profitable opportunities for investors.

Similarly, the S&P BSE Quality Index had relatively lower return volatility and the smallest drawdown among the four factors, highlighting the defensive characteristics of the quality factor.

You can search for ETFs using a variety of characteristics, like the funds» objectives, fundamentals, technicals, performance, volatility, trading characteristics, tax considerations, and analyst ratings.

There are many characteristics of company quality, including gross profitability, growing profits, safety (low volatility, leverage, and credit risk), and payout (payment of a dividend).

One of the main drivers of this exposure stems from the bond - like characteristics of sectors usually favored by low volatility strategies, such as utilities and consumer staples.

These strategies are designed to smooth out return characteristics, lower portfolio volatility or create an additional source of income — without making changes to the underlying portfolio.

Answering all of these questions will influence how many dividend stocks you choose to buy and the characteristics of each stock (e.g. dividend yield, price volatility, Dividend Safety Scores).

Narrow range uses characteristics of low volatility to identify when conditions are ripe for a big move.

The manager believes that a focus on all three factors — value, momentum, and tactical hedging, produces a portfolio of companies that offer strong characteristics, with the potential added benefit of lower volatility and protecting against market downturns.

This kind of volatility is simply one of the characteristics of the cryptocurrency space.

Properly assessing your risk tolerance will allow construction of an investment portfolio with characteristics commensurate with your goals and atttitude toward price volatility.

Stability is the strategy of buying stocks with defensive characteristics, such as low volatility, low beta, and low leverage.

Although the hypothetical performance effects are moderate, constrained optimization generally results in increased volatility as the minimum - variance portfolio characteristics become more like those of the cap - weighted benchmark.

Nonetheless, constraining the portfolio construction process resulted in higher volatility and tended to make the characteristics of the minimum - variance portfolios and the cap - weighted benchmarks more closely resemble one another.

With the aid of the low volatility screen, the S&P Access Hong Kong Low Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield volatility screen, the S&P Access Hong Kong Low Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield Volatility High Dividend Index exhibited more defensive characteristics with reduced return drawdown during bear market phases compared with the simple high dividend yield portfolio.

The clear advantage or rebalancing, regardless of your method, is that a rebalanced portfolio remains aligned with the characteristics (risk, returns, volatility, etc.) of your own personal optimal asset allocation.

With those characteristics in mind, Exhibit 3 shows the performance of a hypothetical portfolio («MIX»), comprising a small position in Short VIX (7.5 % weighting), with the remainder in Low Volatility.

Mortgage Indexes Market characteristics, volatility, current values and historical graphs of the most common ARM indexes.

This data is available and reveals precise results of the most familiar characteristics of momentum, volatility, size, and value.

Retirees pay a big price for the price volatility that is characteristic of stocks.

Over time, the asset allocation decisions will be the primary determinant of a portfolio's volatility / return characteristics.

Volatility and uncertainty aren't «unusual», they've been characteristic of the stock market for the past 200 years.

After a year of stable growth, markets return to its common characteristics of volatility.

«So far the characteristics of bitcoin have included very high volatility but also a very low level of correlation with other asset classes,» Bernstein said in a note to clients Monday.

This will surely safeguard investors from risks of volatility which from the very beginning had been considered as one of the basic characteristics of bitcoins.

If you'd rather take advantage of the characteristic volatility of cryptocurrencies by getting in and out of a trade quickly, then this method might be for you.

This ICO is aimed at maximizing the cryptocurrency market characteristics such as high volatility, availability to all classes of investors, diversification of assets and liquidity.