Sentences with phrase «weighted cumulative return»
«In the past year, companies repurchasing shares saw an excess weighted cumulative return of -1.9 % relative to the benchmark, while companies not repurchasing shares saw a return of 9.8 % relative to the benchmark,» Birstingl wrote in his quarterly look at buybacks.
http://www.businessinsider.com/ Not exact matches
They focus on a conventional momentum strategy that each month takes equally weighted long positions in past winners (top eight industries) and short positions in past losers (bottom eight industries) based on cumulative returns from 12 months ago to one month ago (12 - 2).
In the future you might have to wait even longer than 4 or 5 years to see superior cumulative returns using an equal - weighted large cap index fund.
Then, we compare cumulative returns and basic monthly return statistics for equally weighted (EW), monthly rebalanced portfolios with and without VXX.
Then, we compare cumulative returns and basic monthly return statistics for equally weighted (EW), monthly rebalanced portfolios with and without VXZ.
The graph and table below show the cumulative total return of eleven different value - weighted sub-portfolios - stocks that do not pay a dividend, and then ten deciles ranking dividend yield from lowest to highest.