benchmark index
EVALUATION OF PERFORMANCE OF INDIAN EQUITY MUTUAL FUND SCHEMES (GROWTH) AGAINST THEIR BENCHMARK INDEX
... the benchmark index , 60 bps good returns because of security features and 70 bps because of security selection totaling to ...non benchmark securities and ...
19
Indian Equity Market Integration: Analysis of time-varying correlations with global equity indices
... This paper uses the rolling window estimation methodology to examine the correlation of global equity indices with Indian stock market over time. We consider Sensex of Bombay Stock Exchange (BSE) as the benchmark ...
8
Evaluating the impact of responsible investing strategies on fund performance
... A comparison o f RI funds’ Sharpe ratios against the JSE/SRI index show that three o f the funds underperformed this benchmark index with two o f the underperforming funds man[r] ...
58
INTERNATIONAL REAL ESTATE REVIEW 2007 Vol. 10 No. 1: pp
... the benchmark index is intended to be a statistical sample or a population ...evaluation benchmark index being based on a peer universe, such indices should generally be viewed as population ...
26
In the wake of the 2014 half-year reporting season, the fundamentals of the Australian stock market are lining up to support quality and growth.
... Alpha/outperformance takes the volatility (price risk) of a fund and compares its risk-adjusted performance to a benchmark index. The excess return of the fund relative to the return of[r] ...
8
MUTUAL FUNDS IN CURRENT SCENARIO: AN ANALYTICAL STUDY OF BALANCED FUNDS
... The comparative study of Table 7 shows that DSP Black Rock Balanced Fund-Growth has done well in the past three years, giving maximum return i.e. 7.39% which is almost double of the average performance (3.92%) of similar ...
12
Investment Performance of Machine Learning: Analysis of S&P 500 Index
... In brief, conclusions can be elicited from results above that, firstly, the three machine learning models all exhibit better investment performance than the S&P 500 index in terms of higher excess returns or ...
8
Portfolio Opportunity Distributions (PODs) for the South African market : based on regulation requirements
... Investors have been using benchmarks for more than a century to determine the performance of their portfolios or to determine the performance of funds in which they invested in or wish to invest in. The investment ...
179
Construction Rules for Morningstar Emerging Markets Corporate Bond Index SM
... In case of a significant market event (default, delayed payment, debt restructuring), any affected securities will not be removed until the next rebalancing date. Market prices and the index team's best estimate ...
17
The long-run share price performance resulting from mergers & acquisitions in South Africa: a calendar-time approach
... suitable benchmark for the abnormal returns, attention is paid to the dichotomy in the return generating process between resource stocks and non-resource stocks on the ...a benchmark for expected ...a ...
94
Performance of corporate bond indices: an approach inspired by Merton’s model
... Stoxx index will decrease the value of the corporate bonds will also ...the index a series of 5 put options have been modeled each with a different maturity, ...
64
Exchange traded funds
... In the basic calculation for the efficiency indicator, we are using the best limit order spread for the liquidity spread. Yet, efficiency measurements can be refined in order to better reflect the daily realities of ...
28
Anti plasmodial polyvalent interactions in Artemisia annua L aqueous extract – possible synergistic and resistance mechanisms
... Therefore, using the FIC index of casticin 1.9 as a benchmark for potential positive interactions, compounds like isovitexin, caffeic acid and dihydroartemisinic acid that show antagonis[r] ...
11
suchiparekh.pdf
... There are a lot of cities pursuing the smart city strategy. The Intelligent community forum (ICF) conducts research, creates conference content, publishes information, recognizes smart communities and presents annual ...
50
UK equity mutual fund alphas make a comeback
... negative index alphas especially for small-capitalization ...passive index alphas significantly and produce less out-of-sample tracking error volatility when used to explain actively managed mutual fund ...
36
Hybrid refractive holographic single vision spectacle lenses
... refractive index [7]. Lenses with low refractive index, in turn, typically need a higher front surface curvature than high index lenses for the same prescription to achieve the same optical perform- ...
8
An Examination of Individual Customers’ Use of Earnings Benchmarks
... profit benchmark are significantly positive ( > 0; p < ...profit benchmark, providing support for ...profit benchmark is the most salient earnings benchmark for customers to infer a ...
54
Determinants of environmental disclosures of listed firms in Ghana
... Using the Global Reporting Initiative (GRI) index as a benchmark, a content analysis of the corporate annual report of 17 firms listed on the Ghana Stock Exchange (GSE) was conducted ove[r] ...
12
Benchmark Manipulation
... as a whole. Market opacity—with resulting information asymmetries—can reduce arbitrage. See, e.g., Kevin H.K. Cheng et al., How Electronic Trading Affects Bid-Ask Spreads and Arbitrage Efficiency Between Index ...
59
Quantitative or momentum-based multi-style rotation? UK experience
... the benchmark buy-and-hold, Value index ...the benchmark buy-and-hold Value index strategy, but outperforms Large cap, Small cap and Growth buy-and-hold at small level of breakeven transaction ...
27