An equity manager conducted a stock screen on 5,000 U.S. stocks that comprise her investment universe. The results of the screen are presented in the table below.If all the criteria were completely independent of each other, the number of stocks m...
We find that the low returns shown by CHS are concentrated in those firms in the top 30% of realized daily log return skewness over the past three months and are not present in firms that comprise the bottom 30% of realized past skewness. We also sort firms in the highest predicted ...
This concept – that leverage can boost returns on equity – is particularly important for financial sector stocks because they generally have very low return on assets.The rock-bottom returns on assets exhibited by this sector is due to the business model of lenders – which comprise the vast ...
PXSV will invest at least 90% of its total assets in the component securities that comprise the index. The fund changed indexes in May 2015, but it remains one of the few “pure” value funds in the small-cap space. Its fee, which is among the highest in its fund segment, also h...
also refers to anyother equity securitiesincluded in the Basket after the original issuancedate ofthe Securitiesof this series as a result of certainextraordinary corporate transactionsinvolving such companies in the manner andto the extentset forth in “Adjustments to Securitiesthat Comprise the Basket...
Australia’s total asbestos stocks peaked at approximately 11 million tonnes in the 1980s. Over 95% of stocks comprise asbestos cement products, such as wall sheeting and water pipes. Australia’s current remaining asbestos stocks in the built environment are estimated at 6.2 million tonnes, with...
Some have raised concerns that the FAANG stocks may be in the midst of a bubble, whereas others argue that their growth is justified by the stellar financial and operational performance they have shown. The term was coined by "The Street's" Bob Lang and popularized by Jim Cramer on his CN...
The 12 commodities that comprise the index may include soybeans, corn, wheat, cotton, sugar, crude oil, natural gas, gasoline, heating oil, copper, gold, and silver. Moreover, the benchmark includes a “smart” contract roll to minimize the adverse effects of contagion and maximize the posi...
If the linkage is positive (that is, the better are bonds’ returns, the bigger are stocks’), then portfolios which comprise mostly stocks, or a mixture of stocks and bonds, will suffer when bonds’ returns fall. If, however, it’s negative or absent (such that an increase of bonds’...
Another technical analysis indicator that can assist in trading volatile stocks is theBollinger Bands. These bands are used to measure volatility and identify potential overbought or oversold conditions in a stock's price. The bands comprise of a middle band and two outer bands that are typically ...