Sentences with phrase «volatility of returns with»

The Conservative Asset Allocation portfolio is a diversified portfolio designed for a long - term investor with an Individual Retirement Account seeking a current income stream and looking to avoid excessive volatility of returns with some degree of capital appreciation.

The Conservative Asset Allocation portfolio is a diversified portfolio designed for a long - term investor seeking a current income stream and looking to avoid excessive volatility of returns with some degree of capital appreciation.

Not exact matches

In recent years they have added international equities and small - cap stocks — asset classes that come with higher volatility than sturdier blue chips, but also offer the promise of higher returns.

So I think as we transition from mid to late, volatility, of course it already has returned, but it will become a more volatile market, not unusually so, but consistent with history.

Instead of relying on market returns, it may prove more useful to keep an eye on the long term, and to look at the volatility of any particular moment with more objectivity than emotion.

Actual results, including with respect to our targets and prospects, could differ materially due to a number of factors, including the risk that we may not obtain sufficient orders to achieve our targeted revenues; price competition in key markets; the risk that we or our channel partners are not able to develop and expand customer bases and accurately anticipate demand from end customers, which can result in increased inventory and reduced orders as we experience wide fluctuations in supply and demand; the risk that our commercial Lighting Products results will continue to suffer if new issues arise regarding issues related to product quality for this business; the risk that we may experience production difficulties that preclude us from shipping sufficient quantities to meet customer orders or that result in higher production costs and lower margins; our ability to lower costs; the risk that our results will suffer if we are unable to balance fluctuations in customer demand and capacity, including bringing on additional capacity on a timely basis to meet customer demand; the risk that longer manufacturing lead times may cause customers to fulfill their orders with a competitor's products instead; the risk that the economic and political uncertainty caused by the proposed tariffs by the United States on Chinese goods, and any corresponding Chinese tariffs in response, may negatively impact demand for our products; product mix; risks associated with the ramp - up of production of our new products, and our entry into new business channels different from those in which we have historically operated; the risk that customers do not maintain their favorable perception of our brand and products, resulting in lower demand for our products; the risk that our products fail to perform or fail to meet customer requirements or expectations, resulting in significant additional costs, including costs associated with warranty returns or the potential recall of our products; ongoing uncertainty in global economic conditions, infrastructure development or customer demand that could negatively affect product demand, collectability of receivables and other related matters as consumers and businesses may defer purchases or payments, or default on payments; risks resulting from the concentration of our business among few customers, including the risk that customers may reduce or cancel orders or fail to honor purchase commitments; the risk that we are not able to enter into acceptable contractual arrangements with the significant customers of the acquired Infineon RF Power business or otherwise not fully realize anticipated benefits of the transaction; the risk that retail customers may alter promotional pricing, increase promotion of a competitor's products over our products or reduce their inventory levels, all of which could negatively affect product demand; the risk that our investments may experience periods of significant stock price volatility causing us to recognize fair value losses on our investment; the risk posed by managing an increasingly complex supply chain that has the ability to supply a sufficient quantity of raw materials, subsystems and finished products with the required specifications and quality; the risk we may be required to record a significant charge to earnings if our goodwill or amortizable assets become impaired; risks relating to confidential information theft or misuse, including through cyber-attacks or cyber intrusion; our ability to complete development and commercialization of products under development, such as our pipeline of Wolfspeed products, improved LED chips, LED components, and LED lighting products risks related to our multi-year warranty periods for LED lighting products; risks associated with acquisitions, divestitures, joint ventures or investments generally; the rapid development of new technology and competing products that may impair demand or render our products obsolete; the potential lack of customer acceptance for our products; risks associated with ongoing litigation; and other factors discussed in our filings with the Securities and Exchange Commission (SEC), including our report on Form 10 - K for the fiscal year ended June 25, 2017, and subsequent reports filed with the SEC.

The board has been dealing with the volatility of publicly traded stocks and low returns from government bonds by diversifying into other forms of assets, including equity in private companies and investments in infrastructure such as highways and real estate.

Consider this simple example with a three - instrument portfolio comprised of a S&P 500 ETF, a long - term bond ETF and a cash - proxy ETF.1 Based on daily returns since 2010, the annualized volatility on the cash proxy (a short - term bond ETF) is effectively zero, compared to 16 % and 15 % for the stock and bond ETFs.

Bellwether's investment philosophy is simple; companies with growing profitability and a history of increasing the dividend paid to shareholders inevitably produce above average returns with lower volatility.

Even with volatility having returned to the markets, insider buying of stocks remains strong of late, particularly among certain energy players.

It aims to deliver these returns with a lower level of volatility than the broader Australian stock market over the medium to long term.

Furthermore, it seeks to achieve these returns with a lower level of volatility than the broader Australian stock market over the medium to long term in order to smooth returns for investors.

Ponzi schemes» promised returns are at a level that you can get only with lots of variability and volatility.

With a combination of these diversified strategies, a flexible active approach aims to find fixed income return opportunities in all corners of the market, even during times of greater volatility or rising interest rates.

This diversified portfolio, represented above by the orange circle, delivered good returns with a digestible amount of volatility, compared to portfolios that contained only one, two or three asset classes.

US Stock market volatility returned in the 1st quarter of 2018 with a vengeance.

After almost a decade of slow growth, we may finally be returning to what one might call «the old normal»: faster economic growth coming together with the return of increasing costs, inflation, rising interest rates, and greater volatility.

Before the end of April, when the market started its gut - wrenching descent, «the combination of return generation and risk diversification was part of a broader virtuous circle for fixed income, which also included significant inflows to the asset class and direct support from central banks,» El - Erian writes at the start of his viewpoint, noting that in addition to delivering solid returns with lower volatility relative to stocks, the inclusion of fixed income in diversified asset allocations also helped to reduce overall portfolio risk.

However, over the last several months market volatility has returned with a vengeance — a function of changing monetary policy in the U.S. and a plethora of geopolitical risks popping up around the globe.

In their May 2006 paper entitled «The Relation between Time - Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries», Hui Guo and Robert Savickas investigate why the realized idiosyncratic volatility (beta) of individual stocks correlates negatively with future returns — why there is a penalty instead of a reward for this apparenReturns in G7 Countries», Hui Guo and Robert Savickas investigate why the realized idiosyncratic volatility (beta) of individual stocks correlates negatively with future returns — why there is a penalty instead of a reward for this apparenreturns — why there is a penalty instead of a reward for this apparent risk.

His low - volatility portfolios consist of the 30 % of stocks with the lowest standard deviations of monthly total returns during the preceding 36 months, reformed monthly.

They calculate stock betas using these volatilities and daily or monthly stock - versus - market return correlations over the past five years, with shrinkage by 1/3 toward a value of one.

Equal - weight and volatility - weighted allocations are two common factor allocation frameworks Risk - return ratios are not higher with volatility - weighted allocations Different reasons can explain the superiority of equal - weight allocations INTRODUCTION In July we published a research report «Factors

A rising variety of funds and personal buyers seem to have concluded that the return on Token Sale investments is well worth the danger in comparison with conventional instruments of funding, regardless of the latest market volatility.

Let's look at the costs of an actively managed portfolio designed by a financial advisor to provide higher returns with lower volatility than the corresponding benchmark.

By focusing on the oldest share classes and screening out sector funds and volatility / beta - themed funds, we find the S&P 500 outperformed 68 % of the 321 active large core funds with a YTD return of 14.32 % through 9/30/2017 (Figure 1).

Subdued dollar trading and the quiet on bullion boards came against a backdrop of geopolitical worry and volatility on financial markets: If the Fed fails to deliver a hawkish hike, gold is likely to find a bid with the focus returning to safe haven and diversification demand

With the French election ending in the defeat of Le Pen, one more risk factor has been removed from the table and low volatility has returned.

Shares of fast - growing companies offer a higher total return with only a little more volatility and you can create a dividend anytime you need it.

With record - low volatility and low stock correlations, some are proclaiming the return to favor of active management after years of suffering outflows to passively run index funds.

From 1990 to the end of the financial crisis, monthly changes in volatility explained approximately 30 % of the monthly variation in momentum returns, with momentum more likely to post negative returns when volatility is rising.

Although most developed markets closed out the year with modest or negative returns (when expressed in U.S. dollars), considerable volatility occurred beneath the surface of the market averages.

That semivariable dividend policy is similar to those of other mining companies, which are going this route to balance cash returns to investors with the volatility of commodity prices.

Investors who have a longer time horizon and are willing to embrace more risk or volatility in their portfolio in exchange for the possibility of a higher return would select a fund with a higher equity holding — say LS80 or even LS100.

Monday February 12: Five things the markets are talking about Investors are bracing for another bumpy ride this week after market volatility has returned with a vengeance, delivering the biggest rout in global stocks in a number of years.

A return of market volatility appeared to give Goldman's traders an edge, with the department posting its highest equities trading revenue in three years.

BondMason provides a unique way to target risk - adjusted returns, with low volatility, achieving an average gross return of 8 % p.a.

The portfolio had a total return including dividends of 105.7 % (10.7 % compound annual growth rate) with volatility of 9.3 %.

The stocks generate high return with a high levels of volatility and liquidity and low levels of current cash.

Using a differences - in - differences methodology, we find that politically active firms saw an increase in their stock's volatility along with negative long - term abnormal stock returns upon the release of the NCR.

The total returns were 69.2 % (9 % CAGR) with volatility of 7.1 %.

From the point of an advisor, low volatility strategies ETFs cover three of these, offering down - side protection with equity - like returns.

From 2006 to present, buying and holding total returns were 81.1 % (10.2 % CAGR) with volatility of 9.2 %.

Remember, you're already far better off than the vast majority of investors because you selected an asset allocation with your eyes wide open to its historical returns and volatility, so you can rest easily knowing that you made a well - educated decision.

It finished down 1,175 points, landing at 24,342, or off 4.6 percent — as volatility returned to the stock market with a vengeance after a year of rare tranquility.

Among those myths is the notion — oft - repeated by DiNapoli — that public - pension funds are «long - term investors» that can stick with their assumptions through thick and thin, riding out the kind of market volatility that saw the state funds» return on assets veer from a 26 percent loss in 2009 to a 26 percent gain in 2010.

The good news, which I'll demonstrate with historical performance numbers, is that there's an easy way to harness the returns of these three asset classes while limiting their volatility.

Ideally most investors want the highest return or profit with the least amount of volatility.

From 1990 to the end of the financial crisis, monthly changes in volatility explained approximately 30 % of the monthly variation in momentum returns, with momentum more likely to post negative returns when volatility is rising.

Remarks: Due to their conceptual scope — and if not explicitly stated otherwise — , all models / setups / strategies do not account for slippage, fees and transaction costs, do not account for return on cash and / or interest on margin, do not use position sizing (e.g. Kelly, optimal f)-- they're always «all in «-- , do not use leverage (e.g. leveraged ETFs), do not utilize any kind of abnormal market filter (e.g. during market phases with extremely elevated volatility), do not use intraday buy / sell stops (end - of - day prices only), and models / setups / strategies are not «adaptive «(do not adjust to the ongoing changes in market conditions like bull and bear markets).