Sentences with phrase «weighted average market value»

The weighted average market value of XLF's components is more than $ 178 billion.

Account Market Value is the daily weighted average market value of assets held in the Advisory Account during the quarter after the close of business on the last trading day of the quarter.

Not exact matches

The weighted harmonic average of closing market price divided by the most recent reported book value for each security in the fund's portfolio as calculated for the last twelve months.

Global stocks represented by the MSCI World Index, consisting of a market value — weighted average of the performance of about 1,350 securities on the stock exchange of selected countries.

When the sentiment index is more than one standard deviation above (below) its historical average, monthly returns average -0.34 % (+1.18 %) for the value - weighted market and -0.41 % (2.75 %) percentage points for the equal - weighted market.

For all asset classes (but focusing on currencies), they define bad market conditions as months when the excess return on the broad value - weighted U.S. stock market is less than 1.0 standard deviation below its sample period average.

For benchmarks, they consider the value - weighted market portfolio (VW), the equal - weighted market portfolio (EW), the minimum variance portfolio (MVP) and a maximum Sharpe ratio portfolio based on 5 - year moving average actual returns (HIST).

With an average weight of 10.3 %, the equivalent short - term investment position in the iShares 1 - 3 Year Treasury Bond ETF (SHY) was substantial, which indicates that at times the fund may have engaged in market timing typical of value investments.

Global stocks represented by the MSCI World Index, consisting of a market value — weighted average of the performance of about 1,350 securities on the stock exchange of selected countries.

Value factor investing tends to have more concentrated style exposure and stronger factor weighting than the average active value fund or market cap - weighted value index, residing on the far left - hand side of that Morningstar styleValue factor investing tends to have more concentrated style exposure and stronger factor weighting than the average active value fund or market cap - weighted value index, residing on the far left - hand side of that Morningstar stylevalue fund or market cap - weighted value index, residing on the far left - hand side of that Morningstar stylevalue index, residing on the far left - hand side of that Morningstar style box.

The weighted average yield is calculated based on the market value of each fixed - income investment.

The average 60 - month buy - and - hold raw return is 254 percent with equal weighting within the NCAV / MV portfolio and 216 percent with value weighting, which are much higher than market indices of only 137 percent and 108 percent.

Stock indices are weighted averages reflecting the collective value of publicly - traded companies from a market or industry sector.

The market value - weighted average maturity of the bonds and loans in a portfolio, where maturity is defined as the stated final for bullet maturity bonds and loans.

In the average 12 month period, value outperforms the equal - weighted market return by 5.6 % (and its somewhat consistent: value has a 76 % win rate).

When aggregating Current Yield for a portfolio level statistic, the weighted average of the Current Yield and market value for each security is used.

The weighted harmonic average of closing market price divided by the most recent reported book value for each security in the fund's portfolio as calculated for the last twelve months.

The «market» here is an equal weight, and total return average of all deciles, and includes stocks with negative earnings, cashflow, or book value.

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 Management Fee weighted average (calculated on a market value basis) for the 2012 fiscal year was 0.7 %.

The fund's equivalent stock positions included the Vanguard Value ETF (VTV; average weight of 28.2 %), iShares MSCI United Kingdom ETF (EWU; 8.3 %), iShares MSCI Germany ETF (EWG; 8.0 %), PowerShares Dynamic Market Portfolio (PWC; 7.8 %), and SPDR ® EURO STOXX 50 ® ETF (FEZ; 3.5 %).

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.

For example: If there are two buckets - a $ 100,000 stock fund at 10 % and a $ 100,000 bond fund at 5 %, the average weighted rate of return would be 7.5 % (as long as the market values were equal at year end).

Both a capacity - weighted average based on projected capacity additions across the 22 U.S. regions of the NEMS electricity market module (EMM) and a simple average of the regional values are provided, together with the range of regional values.