low-volatility love

Definitions

Sorry, no definitions found. Check out and contribute to the discussion of this word!

Etymologies

Sorry, no etymologies found.

Examples

  • Picking Stocks Ambitious investors also have the option of devising low-volatility portfolios for themselves.

    Beat the Market—With Less Risk

  • Until this year only a few firms—Dutch money manager Robeco, Los Angeles-based Analytic Investors and Acadian among them—offered portfolios that use low-volatility strategies, and they made them available primarily to institutions.

    Beat the Market—With Less Risk

  • Here's how to implement the low-volatility strategy—or elements of it—in your portfolio.

    Beat the Market—With Less Risk

  • The most complex portfolios use "minimum variance" algorithms, a strategy that incorporates beta, standard deviation and other measures to build a low-volatility portfolio.

    Beat the Market—With Less Risk

  • PowerShares has filed plans with regulators to launch developed-market and emerging-market low-volatility ETFs using S&P indexes, while iShares has filed for its own versions of the strategy, which will use MSCI's Minimum Volatility indexes.

    Beat the Market—With Less Risk

  • Academic research suggests the low-volatility strategy has worked for even longer periods.

    Beat the Market—With Less Risk

  • For instance, Mr. Sefton says that because some low-volatility stocks are looking pricey these days, you could reduce the weightings of those companies in favor of cheaper "deep value" stocks.

    Beat the Market—With Less Risk

  • New Funds Until recently, there weren't many mutual funds or ETFs dedicated to low-volatility investing.

    Beat the Market—With Less Risk

  • The least-volatile quintile of the 1,000 biggest stocks in the U.S. returned 10.2% annually from 1968 to 2010, while the most-volatile quintile gained 6.6%, according to Brendan Bradley of Acadian Asset Management in Boston, who earlier this year published a study on the returns of low-volatility stocks with Malcolm Baker of Harvard University and Jeffrey Wurgler of New York University in the Financial Analysts Journal.

    Beat the Market—With Less Risk

  • "It's the first good low-volatility ETF," he says.

    Beat the Market—With Less Risk

Comments

Log in or sign up to get involved in the conversation. It's quick and easy.