Sentences with phrase «weighted by market value»

You would own a stock portfolio that holds every significant stock from the U.S. and abroad, weighted by its market value, and yet just a quarter of your overall portfolio would be exposed to currency swings.

It's the portfolio that includes the entire investable universe, with all investments weighted by their market value.

Over time, the S&P 500 — which mirrors a huge cross-section of American business, appropriately weighted by market value — has earned far more than 10 % annually on shareholders» equity (net worth).»

Not exact matches

That means weighting stocks in an index by qualities such as earnings, cash flow, dividends and book values rather than the sheer size of their market caps.

Its underlying index selects and weights its bonds by market value, and this method yields a portfolio that aligns well with our benchmark in terms of credit tranches and maturity buckets, with the only notable difference being a slightly lower YTM.

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.

The PowerShares Senior Loan Portfolio tracks a market - value - weighted index of senior loans issued by banks to corporations.

If you shift to buying value stocks late in the bull market, by the time a bear market comes, your portfolio will have a larger weight in relatively safe, value names.

He considers large and small stocks separately, delineated by median NYSE market capitalization, either value - weighted or equal - weighted.

On the other hand, value - weighted indexes seek not only to avoid the losses due to the inefficiencies of market - cap weighting, but to add performance by buying more of stocks when they are available at bargain prices.

The Dow is an odd and arbitrary index which weights companies by their share price not their market value.

(a) Aggregates weighted by GDP at PPP exchange rates unless otherwise specified (b) Per cent, based on US dollar values (c) Includes intra-euro area trade (d) Weighted using market exchanweighted by GDP at PPP exchange rates unless otherwise specified (b) Per cent, based on US dollar values (c) Includes intra-euro area trade (d) Weighted using market exchanWeighted using market exchange rates

«Materials companies are competing intensely to bring higher modulus and strength solutions to market by offering new major chemicals, polymers, composites, and stitched fabrics materials to increase the strength - to - weight value proposition,» the authors of the report write, noting that the value proposition resulting from these incremental - gains «result in significantly more energy captured.»

Portfolio Strategies An Investor's Guide to Smart Beta Strategies Smart beta strategies differ from traditional market - capitalization - weighted indexes by taking advantage of value and small - company outperformance.

The companies in the S&P 500 are selected by a committee, and then each stock is weighted according to the company's market value.

Most stock indexes weight securities by their market value (share price times number of shares outstanding).

The RAFI website states that «traditional bond indices weight issuers solely by the market value of each firm's outstanding debt with no regard to underlying firm fundamentals.»

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.

Weighting a basket of securities by market value has been the industry standard for decades, and for good reason.

The Markit iBoxx ® $ Liquid Investment Grade Index is a modified market - value weighted index designed to provide a balanced representation of U.S. dollar - denominated investment grade corporate bonds publicly offered in the United States by means of including the most liquid investment grade corporate bonds available as determined by the index provider.

The Markit iBoxx ® $ Liquid High Yield Index is a modified market - value weighted index designed to provide a balanced representation of U.S. dollar - denominated high yield corporate bonds for sale within the United States by means of including the most liquid high yield corporate bonds available as determined by the index provider.

In 2005, the firm launched its Research Affiliates Fundamental Index, or RAFI, which weights companies by fundamental measures of size, rather than by each company's market value.

The S&P 500 Value simply weights securities by market cap, whereas the selection process and the weighting scheme of the S&P 500 Enhanced Value Index assigns higher weights to those securities with bigger value attribValue simply weights securities by market cap, whereas the selection process and the weighting scheme of the S&P 500 Enhanced Value Index assigns higher weights to those securities with bigger value attribValue Index assigns higher weights to those securities with bigger value attribvalue attributes.

Although the overall market value of the index has declined by 1.2 %, certain issues within the index have increased their weight.

The first method is a sum of the individual parts: First, the return for each holding is multiplied by the percentage of the total portfolio market value that the holding represented at the beginning of the period; these «weighted» returns are then added together for the total portfolio return.

So - called factor indexes (and the beta strategies that follow them), like the MSCI USA Enhanced Value Index and iShares Edge MSCI USA Value Factor ETF (VLUE), screen for securities using multiple metrics, and weight them not by market capitalization, but by their exposure to value price multiValue Index and iShares Edge MSCI USA Value Factor ETF (VLUE), screen for securities using multiple metrics, and weight them not by market capitalization, but by their exposure to value price multiValue Factor ETF (VLUE), screen for securities using multiple metrics, and weight them not by market capitalization, but by their exposure to value price multivalue price multiples.

Each month, he forms three groups of eight equally weighted portfolios of industries ranked separately by: (1) beta based on rolling regressions of industry returns versus value - weighted market returns over the past 60 months; (2) value based on the latest available industry book - to - market ratios (value - weighted composites of component firm book - to - market ratios, updated annually); and, momentum based on lagged six - month industry returns.

High - yield bonds are represented by the Bloomberg Barclays US Corporate High Yield Index, which is an unmanaged, broad - based market - value - weighted index that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar - denominated and nonconvertible debt registered with the Securities and Exchange Commission.

The white paper Performance of Value Investing Strategies in Japan's Stock Market examines the performance of equal - weight and market capitalization weighted quintile portfolios of five price ratios — price - to - book value, dividend yield, earning - to - price, cash flow - to - price, and leverage - to - price — excluding the smallest 33 percent of stocks by market capitalizaValue Investing Strategies in Japan's Stock Market examines the performance of equal - weight and market capitalization weighted quintile portfolios of five price ratios — price - to - book value, dividend yield, earning - to - price, cash flow - to - price, and leverage - to - price — excluding the smallest 33 percent of stocks by market capitalizMarket examines the performance of equal - weight and market capitalization weighted quintile portfolios of five price ratios — price - to - book value, dividend yield, earning - to - price, cash flow - to - price, and leverage - to - price — excluding the smallest 33 percent of stocks by market capitalizmarket capitalization weighted quintile portfolios of five price ratios — price - to - book value, dividend yield, earning - to - price, cash flow - to - price, and leverage - to - price — excluding the smallest 33 percent of stocks by market capitalizavalue, dividend yield, earning - to - price, cash flow - to - price, and leverage - to - price — excluding the smallest 33 percent of stocks by market capitalizmarket capitalization.

Market cap weighting If an index is weighted by market cap (market capitalisation — the number of shares outstanding multiplied by the share price), it means the companies in the index are ranked by stockmarket Market cap weighting If an index is weighted by market cap (market capitalisation — the number of shares outstanding multiplied by the share price), it means the companies in the index are ranked by stockmarket market cap (market capitalisation — the number of shares outstanding multiplied by the share price), it means the companies in the index are ranked by stockmarket market capitalisation — the number of shares outstanding multiplied by the share price), it means the companies in the index are ranked by stockmarket value.

To find the value of a cap - weighted index, an analyst should multiply each constituent's market price by its total outstanding shares to arrive at the total market value.

Market value - weighted, the index seeks to measure the performance of U.S. corporate debt issued by constituents of the S&P 500.

The aforelinked Value Research article also says that the market - cap - weighted index forces index funds to invest more in a sector that has a temporary rally, resulting in lower returns than an actively managed fund which can choose not to get carried away by the momentum.

It is computed by weighting each maturity date (the date the security comes due) by the market value of the security.

Unlike the S&P 500, which is a market cap weighted index, the Dow just adds up the value of each stock and divides it by 30.

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).

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.

Most stock indices where the weight of each stock depends on its market value are «float adjusted» meaning that the index only counts those shares that are available to investors and excludes closely held shares or shares held by governments or other companies.

You can see how DFA has over weighted these value stocks by the low price to book ratio compared to the «total market» above.

Throughout the year, as markets fluctuate, assets in your portfolio will gain or lose value, and by the end of the year may have skewed your asset weightings.

Under the SEC proposal, an ETF would be defined as a registered open - end management investment company that: • Issues (or redeems) creation units in exchange for the deposit (or delivery) of basket assets the current value of which is disseminated per share by a national securities exchange at regular intervals during the trading day; • Identifies itself as an ETF in any sales literature; • Issues shares that are approved for listing and trading on a securities exchange; • Discloses each business day on its publicly available web site the prior business day's net asset value and closing market price of the fund's shares, and the premium or discount of the closing market price against the net asset value of the fund's shares as a percentage of net asset value; and • Either is an index fund, or discloses each business day on its publicly available web site the identities and weighting of the component securities and other assets held by the fund.

Many benchmark indexes are weighted by market capitalization (the value of a company's outstanding shares), which gives larger companies an outsized role in index performance.

Following standard practice, the authors first divide the universe into large and small stocks, and then partition the large - and small - stock subsets by factor strategy — value, momentum, low beta, quality, and illiquidity — to construct high - characteristic and low - characteristic portfolios weighted by market capitalization.

In the old days, the value of a legal treatise seemed to be determined by the weight / number of pages as much as any rational pricing policy based on solid market research.

Backed by AngelList founder Naval Ravikant, Bitwise Asset Management is today coming out of stealth mode to reveal its first product, the Bitwise Hold10 Private Index Fund - a market cap - weighted basket of the top 10 cryptocurrencies by network value.