Sentences with phrase «volatility factor also»

The low volatility factor also outperforms on a risk - adjusted return basis.

Not exact matches

Goldman also pointed to some technical factors producing headwinds that are normalizing, including pressure on short - term funding markets due to repatriation of cash parked in short - term credit, and reduced appetite for selling equity volatility.

Investment volatility in these types of private real estate investments is limited to changes in net asset value and interest rate unlike public REITs, which are also subject to stock market volatility, which moves independently of the other two factors.

Popular coins on Binance tend to accompany large volume, which I try to use as a factor in determining these coins, also gives us traders the liquidity necessary for capitalizing on the volatility of these markets.

It may sound silly, but October's history as a month of heightened volatility may also have played a factor in terms of market sentiment; for example, the «Black Tuesday» crash of 1929 and «Black Monday» crash of 1987 both took place in October.

Finally, while cost is an important factor it also shouldn't be an exclusive one as it is worth paying up for a good manager who will show their merit during periods of excess volatility.

Investors may also want to consider limiting or diversifying their exposure to certain macro factors, such as changes in economic activity and oil prices, by pursuing minimum volatility and multifactor strategies.

These factors may also lead to increased volatility and reduced liquidity in the bond markets.

It's no longer just about market cap exposure, but, increasingly, also about factor - based exposures that offer the potential for various outcomes such as reduced volatility or outperformance.

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.

Several additional factors, such as low real interest rates and low volatility in GDP and in inflation rates, can also support elevated equilibrium CAPE ratios.

They also use market liquidity and volatility as a proxy for market microstructure issues and inflation, current account, growth rate in money supply, industrial production and the unemployment rate for macroeconomic factors.

Exhibit 1 also includes performance statistics for the quintile portfolios formed by ranking the low volatility factor within each duration and rating grouping.

These factors may also lead to increased volatility and reduced liquidity in the markets for convertible securities.

However, the actual exposure these notes embed is highly complex and dependent on several factors, including the implied volatility of the underlying but also the creditworthiness of the issuer, dividend rates, trigger levels and the term of the note.

These and other factors may also lead to increased volatility in the financial markets and reduced liquidity in the fund's portfolio holdings.

«Smart beta» ETFs (also called «strategic beta») select stocks based on specific factors like low - volatility, or high dividends, or value.

While there is widespread agreement that the physical market factors of supply and demand are primary contributors to natural gas prices and volatility, there also is growing interest and concern about the influence financial market factors, particularly commodity speculation, have on natural gas prices and volatility.

Li acknowledged there were also other factors at play, saying «The recent price volatility of litecoin is indeed one of the causes of the price increase of bitcoin.

That robust liquidity is a culmination of factors, including a concentrated focus on cleaning up balance sheets, not only as a strategic step to be ready for any acquisition opportunities that arise for purchases, but also to be able to ride out any potential weakness or volatility in the market, says Mui.