Sentences with phrase «weighted average market capitalization»

In all markets, the portfolios» weighted average market capitalization (WAMC) ratios — the historical average of a portfolio's WAMC as a percentage of the benchmark's WAMC — increased almost monotonically as the constraints took effect.

The price of the S&P 500 is determined through a process known as weighted average market capitalization.

To get a weighted average market capitalization, this figure is multiplied by the percentage weight a company has in the index.

Most other stock market indexes use a «weighted average market capitalization» system, in which more of the fund's money is invested in larger companies and less in smaller ones.

Not exact matches

(An average of country - adjusted total shareholder return, industry - adjusted total shareholder return, and change in market capitalization over the course of the CEOs» tenures accounted for 80 % of the rankings» relative weightings.)

The Hang Seng Composite Index is a market capitalization - weighted index that comprises the top 200 companies listed on Stock Exchange of Hong Kong, based on average market cap for the 12 months.

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By the end of 2016, these six countries had a 73 % weighting in the MSCI index (which today includes 24 countries representing about 10 % of world market capitalization) but their rolling five - year average growth rate had fallen close to 3 % — and in the last year, to 1.5 % due to downturns in Brazil and Russia.

One of the elements of that process, as I observed approaching the 2000 and 2007 peaks, and again during the extended range - bound period of recent quarters, is that deterioration in broad market internals — particularly following an extended period of overvalued, overbought, overbullish conditions — is a sign of increasing risk - aversion that typically precedes more extensive losses in the capitalization - weighted averages.

A portfolio strategy whereby the fund manager does not replicate the market exactly but sticks fairly close to the market weightings by industry sector, country or region or by the average market capitalization.

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As we saw last week, the average cashflow yield for the equally weighed value portfolio is slightly lower than the average cashflow yield for the market capitalization - weighted portfolios, which indicates that, over the full period, bigger stocks tended to be a cheaper method for buying cashflow than smaller stocks.

The investment seeks to track the investment results of the MSCI USA Risk Weighted Index composed of U.S. large - and mid-capitalization stocks with relatively smaller average market capitalization.

Unlike the Dow Jones Industrial Average (DJIA), the Nasdaq is market value - weighted, so it takes into account the total market capitalization of the companies it tracks and not just their share prices.

Using the natural log of each stock's market capitalization reduces the weight given to the largest companies in a simple averaging process.