Furthermore, changes to Nationwide's risk weightings may also affect the size and sufficiency of the society's junior debt buffer and as such an increase in risk weightings will be negative.
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The five funds have sizable weightings in manufacturing and finance.
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It also tweaked its weightings for age and regional turnout.
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So big names like Celgene and Gilead have prominent weightings.
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S.G. strategies tend to have hefty weightings in technology stocks.
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The increased weightings will go into effect on November 26th.
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The outlook also featured some key shifts in sector weightings.
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With designers and contractors facing countless resource combinations and weightings, Cove.
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Once the initial list was compiled, weightings were also applied accordingly.
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This may ultimately boost the stocks' weightings in emerging market indexes.
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By comparison, XSD components have individual weightings of less than 4 percent.
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These two sectors represent more than 12 percent of MCHI's sector weightings.
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So some managers will likely modify their portfolios based on the new weightings.
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The fund's biggest sector weightings are information technology, health care and consumer discretionary.
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The nonindex names that it owns have the biggest weightings in the fund.
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That said, I don't see anything glaringly wrong with the default IEEE weightings.
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The weightings range from 4.64 percent for Penumbra to 3.45 percent for Triumph.
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That's led to the index providers slowly increasing Chinese assets in their weightings.
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Here are this year's categories and weightings, along with an explanation of each.
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Activision (4.5 percent) and Electronic Arts (4.2 percente) also have notable weightings. 2.
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The amendment means most CLOs attract much higher risk weightings for Japanese banks.
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Stock-sector weightings remain right in line with their earnings contribution, unlike in 2000.
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In a previous note, Citigroup had highlighted that sectors with higher weightings in the Nikkei than in the Topix included retail, electronic equipment, information and communications, pharmaceuticals and chemicals, while those with lower weightings included banking, transportation equipment, land transportation and electric power.
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Another might use exit polling data from the last election cycle to determine demographic weightings.
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The aggregate bond funds, though, have large weightings to government bonds as well as corporates.
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The MSCI weightings does what it was supposed to do: gets global investors into China.
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MSCI said it would raise their weightings after the companies increased their foreign ownership ceilings.
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That's higher than the weightings for the energy, utilities, real estate and basic materials sectors.
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They then compared the weightings versus the relevant equity index benchmark to calculate the rankings.
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Such a step could have reduced the weightings of Qatari stocks in MSCI's emerging market index.
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February's volatility melted away, once again encouraging the bulls to increase their weightings in risk assets.
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The components are weighted to reflect their relative importance, with the weightings derived from household surveys.
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Snider noted that technology and consumer stocks represented the largest sector weightings in hedge fund portfolios.
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Advisors also stress that two ETFs with similar names might have decidedly different holdings at different weightings.
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Quantamize also used artificial intelligence to create different weightings for the stocks than traditional exchange-traded funds.
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The Australian Prudential Regulatory Authority (APRA) suggested higher risk-weightings on interest-only loans and investment loans.
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The XLE's underperformance was largely tied to weakness in Chevron and Exxon Mobil, the ETF's largest weightings.
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In addition, some portfolio weightings are now skewed because of the bond market's huge outperformance over stocks.
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They then compared the weightings versus the relevant equity index benchmark to calculate its "crowded" stock analysis.
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Cynics have long suspected that tinkering with weightings is one way to keep the overall figure steady.
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"We're increasing our weightings significantly to the Far East and reducing them to the U.S.," he said.
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After a brief hiccup, financials stocks, often with large weightings across global markets, are back in favour.
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We also increased those countries defined as having higher AML risk weightings from approximately 30 to approximately 100.
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For the purposes of analyses and international peer comparison, Fitch adjusts the weightings of such loans to 100%.
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The relative amounts reflect weightings determined last year based on average exchange rates over the past three months.
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In the total international market, you get heavy weightings in the low-yield markets of Japan and Germany.
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If the weightings in broad-based indexes aren't what you want, however, there are plenty of other options.
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That means a handful of high-priced shares that have outsized weightings in the Nikkei benefit the most.
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RUI large cap and Russell 217 small cap, prompting fund managers to adjust portfolios to reflect new weightings.
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The index is just a relic from the times when computing other types of weightings was not easy.
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The leverage ratio measures banks' core capital as a percentage of total assets without adjusting them for risk weightings.
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And perhaps less emphasis on indexes that use market cap weightings as the sole criteria would help as well.
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Some U.S. officials have said they suspect that some banks have been gaming risk-weightings to ease capital requirements.
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In addition, increased regulation has already led to interest rate caps and punitive risk weightings for consumer finance loans.
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I believe an ideal way to determine global weightings is to combine a global outlook with company-by-company analysis.
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To keep the currency weightings of their reserves steady, their demand for dollars naturally increases the more the greenback weakens.
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They then compared the weightings versus the "relevant equity index benchmark" to calculate the investor and active net weight percentages.
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The weightings of the various 10 industry sectors in the S&P 500 can change quite a bit over time.
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Instead, the current sector weightings determine how much of your annual (or quarterly or monthly) investment goes into each sector.
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Investors will have to reduce weightings of other drugmakers to invest in Takeda, whose market capitalization has ballooned, traders said.
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They also raised euro zone weightings, to 21.1 percent from 20.6 percent in May, reversing four straight months of trimming.
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But because of its capital key weightings and QE rules, the ECB is running out of bonds it can buy.
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The higher weightings to Amazon and Alphabet are aligned with stronger performance of these stocks relative to Facebook and Netflix.
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Moreover, energy has dropped from 15% in 1990 to only 5% of the S&P 500 sector weightings in 2019.
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The fund managers suggested higher exposure to infrastructure, transportation and machinery stocks but cut their recommended weightings for consumer stocks.
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Financial advisors also stress that when evaluating ETFs, two that have similar names might have decidedly different holdings at different weightings.
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Within bonds, they raised weightings on North America to 30.9 percent from 30.4 percent, the fourth consecutive month with a hike.
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|
The team then compared the weightings versus the "relative equity index benchmark" to calculate the investor and active net weight percentages.
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Exponential ETFs manages the Reverse Cap Weighted U.S. Large Cap ETF (RVRS), which puts the highest weightings on the smallest companies.
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The Reverse Cap ETF currently has top weightings in struggling retailers L Brands (LB), Gap (GPS), Nordstrom (JWN) and Macy's (M).
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This was modestly positive for the United Arab Emirates and Qatar, since Chinese inclusion would have diluted their weightings in the index.
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European bankers and regulators say that in the current proposal, the risk weightings would particularly raise capital requirements for low risk mortgages.
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This is modestly positive for the United Arab Emirates and Qatar, since Chinese inclusion would have diluted their weightings in the index.
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Kuwaiti stocks entering the index will be given 50 percent of their weightings in September and the remaining 50 percent in December.
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Some smaller providers, such as Morningstar, give away data on most of their indices (on the weightings of their components, for example).
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This is the sixth time INEGI has tweaked its inflation formula since 1969 and the last change in weightings was in 2013.
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He sticks to U.S. stocks and, as a growth manager, his largest sector weightings are currently technology, business services and health care.
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From Consumer Discretionary, the important names shifting to Comm Services are Disney and Comcast (both 5 percent weightings in the new sector).
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Stocks in China , South Korea and Taiwan, which have large weightings on the MSCI benchmark, all ended at least 0.4 percent higher.
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As the weighting of the biggest U.S. tech companies have grown and consumed more of the total market return, other weightings decline.
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Methodology: Storyful's analysis uses a proprietary methodology that assigns weightings to 9 distinct criteria commonly associated with dubious or bot-like activity.
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Actual foreign ownership levels aren't close to the current ceilings, but higher ceilings will likely boost the stocks' weightings in emerging market indexes.
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"For that reason, we believe that current volatility and weakness presents an opportune time to consider increasing weightings in risk assets," he said.
|
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Using a method called tomographic reconstruction, the researchers could figure out the relative weightings of the dark and ground states in the superposition.
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The relative amounts of dollars, euros, yen, pounds and yuan to achieve these weightings in the SDR basket will be set on Sept.
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As passive investing has taken off, the stocks most in demand have been those with the largest weightings in the most popular indexes.
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South Korea and Taiwan are likely to be among markets with the biggest declines in their weightings on the MSCI Emerging Markets index .
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The reduced weightings will result in investors who follow the index cutting their exposure to these markets to stay aligned with the benchmark.
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|
Consider some of the weightings mentioned above, including Apple headed to near-20 percent of tech and Alphabet 25 percent of communications services.
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A reconstitution of the Russell 1000 large cap and Russell 2000 small cap prompts fund managers to adjust their portfolios to reflect new weightings.
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Robeco frontier fund manager Cornelis Vlooswijk argues once new countries join and existing ones like Kenya get bigger weightings, the asset class will grow.
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In 2014, GPIF made a historic change by cutting its reliance on domestic bonds and increasing its weightings of riskier assets such as stocks.
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|
But the sources said the central bank is expected to remove the currency basket weightings fully in a few years depending on market reactions.
|
|
A reconstitution of the Russell 256.5 large cap and Russell 256.4 small cap prompts fund managers to adjust their portfolios to reflect new weightings.
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|
The adoption of environmental, social and governance screens by many passive fund managers is beginning to contribute to lower weightings for fossil-fuel companies.
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|
The GPIF's late 2014 investment shift saw it reduce its reliance on low-yielding domestic bonds and increase weightings of stocks and other riskier assets.
|
|
While total domestic risks are considered to be on par with those assessed in 2016, the relative weightings given to the risks have shifted slightly.
|
|
The weightings and variables that underlie these equations are often closely guarded secrets known only to people at the companies that design and use them.
|
|
By comparison, the S&P 500 had a tamer 9.7% weighted to industrials, and gave utilities and real estate respective weightings of 3.3% and 3%.
|
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Exporters, which have large weightings in the Nikkei, were hit by a stronger yen, with Fanuc falling 1.2 percent and Nissan Motor dropping 0.9 percent.
|
|
The remaining companies are then selected based on an ESG score, while at the same time mirroring the sector weightings of the S&P 500.
|
|
The two announced last week that they were raising ceilings for foreign ownership of their shares, which will boost their weightings in emerging market equity indexes.
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|
They remain sensitive to further potential local currency depreciation or sovereign downgrades, which would result in higher risk weightings on foreign currency reserves and government debt.
|
|
The fund, which climbed by over 1% on Wednesday, has its biggest weightings in the stocks of Tencent, Facebook and South Korean social media platform Naver.
|
|
Getting the weightings right this time could be a tougher job because Trump has attracted many supporters who historically have voted erratically, or not at all.
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Stocks are added or deleted to the Russell 22022 large cap and Russell 2000 small cap, prompting fund managers to adjust their portfolios to reflect new weightings.
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"Along with certain adjustments to the country weightings for government bonds, the changes proposed will facilitate lower transaction costs in the management of the Fund," it added.
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|
However, some elements could be delayed, such as reform of weightings for operational risks, though they constitute a far smaller portion of overall capital requirements, bankers say.
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While the BOJ doesn't reveal details of its buying, analysts say it disproportionately benefits a handful of high-priced shares with heavy weightings in the Nikkei average.
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It left the dollar relatively unchanged at 41.73 percent, and reduced weightings for the euro, yen and pound to 30.93 percent, 8.33 percent and 8.09 percent, respectively.
|
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The new method will involve simpler rounding calculations out to five significant digits, with the potential to round to six digits to more accurately match intended weightings.
|
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Capital generation is likely to remain strong amid weak loan growth, but risk-weighted ratios might not necessarily rise if the new requirements include increased risk weightings.
|
|
For the week, banking and consumers stocks were among the top performing sectors, as they would represent the biggest weightings of China stocks in the MSCI EMI.
|
|
The GPIF made a historic shift in October 2014 by cutting its reliance on low-yielding domestic bonds and increasing weightings of stocks and other riskier assets.
|
|
China's securities regulator has said it is working toward giving local stocks greater index weightings and supports a potential China accession into FTSE Russell's global share benchmarks.
|
|
FTSE Russell finalizes its annual refresh of its widely-followed indexes on June 10003, a move that prompts fund managers to adjust their portfolios to reflect new weightings.
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According to the CBRC's draft rules on derivatives, banks must calculate the value of the assets exposed to counterparty default risks on the basis of counterparties' risk weightings.
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|
"Amazon, Google, even Facebook are probably never going to see the inside of the Dow, just because of price weightings, " said Nick Colas, co-founder of DataTrek Research.
|
|
Regulators suspect "outliers" - banks whose risk weightings diverge considerably from the industry average - are manipulating the models they use to assess risk to trim their own capital requirements.
|
|
DataTrek Research co-founder Nicholas Colas calls it the highest profile change to S&P's sector weightings in at least three decades and suggests there could be dangers.
|
|
We expect the banks to continue to strengthen their capital positions especially in preparation of the implementation of higher risk-weightings on residential mortgages on 1 July 2016.
|
|
Global regulators are currently meeting in Chile, trying to reach an agreement on new capital rules that could see banks having to adopt higher risk weightings on certain assets.
|
|
Risk weightings are designed to ensure banks put aside sufficient capital against their risks in the event of a crisis at the institution or broadly in the financial system.
|
|
Or, if the network has a large enough pot of labeled data, it can test itself, seeing how different weightings of all its layers produce the most accurate answers.
|
|
The NBS said the new comparison bases affected the January CPI and PPI data by 0.08 and 0.002 percentage points, respectively, but exact weightings in the basket are secret.
|
|
"Generally, at times like this historically the UK equity market has been reasonably defensive ... the nature of the sector weightings tend to be a bit less cyclically-exposed," Williams added.
|
|
It would not only make banks' borrowing more costly but double risk weightings on foreign currency reserves they keep at the central bank and non-lira securities to 2100 percent.
|
|
While the BOJ does not reveal details of its buying, analysts say it disproportionately benefits a handful of high-priced shares that have outsized weightings in the Nikkei stock average.
|
|
Here are the 2019 categories and weightings: We rate states based on the educational attainment of their workforce, the number of available employees, and net migration of college-educated workers.
|
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The study examined 11 public and private criteria significant in retirement, sorted into five broader categories (weightings in parentheses): affordability (21%), wellness (212%), weather (215%), culture (234%) and crime (215%).
|
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If they are, this would dilute the weightings of other Middle Eastern markets in the index - the United Arab Emirates, Qatar and Egypt - causing outflows of passive funds from them.
|
|
A record amount of money poured into China's financial markets in 2018 — and analysts say that figure will likely increase as closely followed indexes raise their weightings for Chinese assets.
|
|
Capital ratios would have been between around 90bps and 110bps lower at end-3Q16 if it were not for the reduced risk weightings on loans funded by profit-sharing accounts.
|
|
By sector weightings, banks & financial services, mining and energy stocks now make up nearly 40% of the index, while retail has shrunk to less than 3% from 8% in 1996.
|
|
Stocks are added or deleted from Russell's family of indexes, including the Russell 210 large cap and Russell 217 small cap, prompting fund managers to adjust portfolios to reflect new weightings.
|
|
"If financial advisers are uncomfortable with tech weightings, they can use equal weighting," said Craig Lazzara, managing director and global head of index investment strategy at S&P Dow Jones Indices.
|
|
The "required stable funding amount," the part of the ratio that will likely generate the most debate among bankers, looks at assets, derivatives exposures and commitments using a set of standardized weightings.
|
|
From our examples today, it does seem like the ETF ecosystem (flows plus index weightings) tends to be naturally long companies in the crosshairs of disruption and short those doing the disrupting.
|
|
The report further stated that European investment banks in general have higher leverage and more compressed risk weightings on assets than their U.S. counterparts, suggesting that they have a more challenging adjustment path.
|
|
The fund does not include common ESG names such as Toyota Motor, Sony and KDDI, which have heavy weightings in ESG indices such as MSCI Japan ESG Select Leaders and FTSE Blossom Japan.
|
|
Recently, HSBC ran 10 million simulations of various portfolio weightings, and found that short-dated Treasuries are a clear winner with the highest risk-return ratios and hit rates when equity volatility rises.
|
|
"SPLV and USMV are two of the flagship products that are out there from Invesco and iShares, and they're more defensive, so you'll have heavier weightings in those more stable sectors," Rosenbluth said.
|
|
HELSINKI, June 27 (Reuters) - Finland's Financial Supervisory Authority (FSA) on Tuesday confirmed it will attribute higher risk weightings next year to housing loans when calculating banks' capital adequacy ratios due to growing household debt.
|
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Donaldson said the bank is 'doubling the team' who work on assessing its risk weightings as it tries to establish what went wrong and prevent a repeat, adding tens of bankers to its staff.
|
|
Fund managers kept their equity allocations by region mostly unchanged from those for May, with weightings on Japan almost flat at 48.9 percent and those on North America also little changed at 28.6 percent.
|
|
Banks are mostly reasonably well capitalised, helped by recent profit growth, Tier 2 capital issuance, lower capital requirements for lending covered by the CGF and regulatory forbearance on risk-weightings for foreign-currency reserves.
|
|
So-called smart beta funds that determine index weightings based on factors such as volatility, dividend yield and fundamental performance rather than just market cap have been around for years in the equity markets.
|
|
It is annual portfolio rebalancing season and, given the huge gains in all stock markets around the world last year, portfolio allocations between stocks and bonds would have moved well away from target weightings.
|
|
The reorganization by S&P and MSCI of the Global Industry Classification Standard involves S&P 500 heavyweights like Facebook Inc, Netflix Inc and Alphabet Inc, and drastically alters the weightings of some sectors.
|
|
But Weinberg argues that the new weightings will put added downward pressure on the yuan relative to the dollar, while making China's currency more attractive to investors and trade partners using currencies other than dollars.
|
|
Here are this year's categories and weightings, and an explanation of each: We rate states based on the educational attainment of their workforce, the number of available employees, and net migration of college-educated workers.
|
|
We believe recent proposals to tighten risk weightings will have limited immediate impact on banks' capital position but could put additional pressure on margins, as high-yielding loans may move to the unregulated microfinance segment.
|
|
The Australian Prudential Regulatory Authority (APRA) in February proposed that lenders adopt higher risk weightings on some kinds of loans as the government passed laws aimed at avoiding public bailouts of banks in a crisis.
|
|
AMSTERDAM, Aug 9 (Reuters) - ABN Amro's chief executive said on Wednesday that uncertainty about new Basel Committee rules on asset risk weightings made it impossible to predict the impact on the Dutch bank's capital position.
|
|
They have also been darlings of foreign investors, who seek investment opportunities and favour industry leaders, as Beijing further opens up its financial markets and international index providers including MSCI lift weightings of A-shares.
|
|
The XBI is a modified equal weight index, so most of the 120 companies in the fund have small weightings (1 to 2 percent typically.) The top 10 holdings are only 15 percent of the fund.
|
|
Shares in several Qatar blue chips have risen since May 15 after MSCI said it would raise their weightings in its index at the end of this month, after the companies increase their foreign ownership ceilings.
|
|
Country weightings as of mid-November were as follows: Japan, 23 percent; United Kingdom, 18 percent; France, 11 percent; Germany, 673 percent; Switzerland, 8 percent; Australia, 7 percent; Spain, 3 percent and all else 22.2 percent.
|
|
While the BOJ does not reveal details of its buying and entrusts it to trust banks, analysts say it disproportionately benefits a handful of high-priced shares that have outsized weightings in the Nikkei stock average.
|
|
The fund made a historic shift in 2014 by cutting its reliance on domestic bonds and increasing weightings of riskier assets in response to Prime Minister Shinzo Abe's push to promote a risk-taking investment approach.
|
|
That makes a large error far less likely: as long as pollsters get their demographic weightings right, they are almost guaranteed to land within a few points of the final result, at least in relatively diverse states.
|
|
Fitch expects Host's RevPAR to grow moderately below the industry average during the year due to its exposure to upper-price-tier hotels and portfolio weightings in markets with weaker near-term outlooks, such as New York.
|
|
The ACCC had sought a review saying it believed the ACT misused certain tests to determine if the deal would hurt competition, and that it had given inappropriate weightings to data about the effects of the takeover.
|
|
Coen said the changes were designed to prevent the wide variations in the way banks use models to assign risk weightings to assets such as loans, which in turn determines how much capital the lenders should hold.
|
|
"Were the BOJ to rethink the way it purchases ETFs, then the benefits could accrue more to electric power and gas, land transportation, wholesale, transport equipment, and banks, which have low weightings in the Nikkei average," it said.
|
|
"Even if you sell winners that you hold within your 401(k) and IRA and use the proceeds to bump up your weightings in laggard holdings in those same accounts, you won't pay capital gains taxes," they wrote.
|
|
RIYADH, May 22.2 (Reuters) - Most Gulf stock markets were firm in early trade on Tuesday, with Saudi Arabian petrochemicals aided by strong oil prices and Qatar buoyed by MSCI's decision to increase the weightings of several blue chips.
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So while there&aposs no denying Apple, Microsoft, and other mega-cap tech titans have driven incredible performance over the past 10 years, heavy weightings for such stocks work in both directions, and can exacerbate a sell-off.
|
|
The difference is that credit ratings rely on financial disclosures while the sustainability ratings may reflect different weightings given to factors such as workers' rights, emissions, or responses to events such as an oil spill or product failure.
|
|
The removal of non-dividend payers like Facebook and Google is being offset by increased weightings in the tech sector's more value-oriented stock set, and big dividend payers, such as Apple, Microsoft, Cisco Systems and Texas Instruments.
|
|
Risk weightings on municipal bonds are just 20% (compared with 100% for loans to local governments), so even a much smaller coupon can result in a substantially higher return on equity for a bank because less equity is required.
|
|
Abu Dhabi Investment Authority (ADIA), the second largest oil-based fund in terms of assets after Norway, invests in oil and gas stocks only in line with their weightings in equity indices, according to people familiar with its strategy.
|
|
Companies including Apple and Google parent Alphabet have seen their stock prices soar in 2017, and their heavy weightings in benchmark stock indexes prompted concerns that overall market gains are too concentrated in a handful of large technology firms.
|
|
S&P Dow Jones will add major Saudi stocks to its global indexes with a 50 percent weighting in March 2019 and raise their weightings to 100 percent in September, the company said in a statement late on Tuesday.
|
|
Active value managers have arguably benefited from the fact that value stocks as an asset class have generally suffered in recent years, making it easier to outperform benchmarks simply by choosing stocks outside the style box or rejiggering weightings, Johnson said.
|
|
If one's portfolio is made up of all the stocks within the S&P 500 at their appropriate weightings, that portfolio should track the S&P with great accuracy — but one can perform no such similar exercise to track the VIX.
|
|
NEW YORK (Reuters) - When FTSE Russell refreshes its indexes after the U.S. stock market close on Friday, shares of hundreds of companies will see an impact as managers adjust their portfolios to reflect new weightings in the widely followed indexes.
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|
The rules will affect modelled European residential mortgage portfolios less than some banks had feared, as the effective 244% risk weight post-output floor (assuming a 220% standardised risk-weight at 20220%) is comparable to current average EU modelled risk weightings.
|
|
If the banking sector keeps rising overall, they risk losing these gains and underperforming for the full year - unless they raise the proportion of bank shares in their portfolio at least to neutral, matching the weightings in the benchmark indices.
|
|
Upon careful analysis, though, you will see that from late 2012 until the middle of 2015, the blue line (representing the equal-weighted index) was consistently above the orange line (which represents the QQQ with its wide variances in component weightings).
|
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"We would reduce weightings in the memory sector across regions and verticals as getting the industry call right is a lot more important than picking stocks in the memory and logic sector, as these stocks move in a pack," he wrote.
|
|
Investors with equity portfolios that had broad diversification, affording sufficient exposure to these and other indexes that performed well in that decade, would have been able to offset domestic large-cap losses and, depending on their weightings, derive good net returns.
|
|
Wigram Capital Advisors, an economic research group, has long calculated an alternative price index for China by taking government data on specific consumer goods and services and assigning them weightings based on actual household spending patterns in big Chinese cities.
|
|
However, analysts pointed out that this was largely accounted for by a series of changes to the way the rate was calculated, such as including prices from rural areas and decreasing the weightings of some items, such as housing and transport.
|
|
With Nvidia, European automation company ABB and Intuitive Surgical making up some of the ETF's biggest weightings, BOTZ gives investors a way to buy into a theme they know is taking hold, but may not feel all too familiar, Jacobs said.
|
|
The ACCC then sought a review on the grounds that it believed the ACT had misused certain tests to determine if the deal would hurt competition, and that it had given inappropriate weightings to data about the effects of the takeover.
|
|
The Basel Committee says that banks should demonstrate that property collateral for mortgages can be foreclosed within 'a reasonable period of time' if they are to continue to benefit from preferential risk weightings under the standardised approach to credit risk.
|
|
Many of the companies that are the biggest public companies in Saudi Arabia today, and the ones which are the largest weightings in the stock market, are the older-guard companies in core industries, such as chemicals, materials, telecom and financial services.
|
|
The $1.4 trillion GPIF made a historic shift by cutting its reliance on low-yielding domestic bonds and increasing weightings of stocks and other riskier assets in 2014, in response to Prime Minister Shinzo Abe's push to promote a risk-taking investment approach.
|
|
"If the BOJ were to continue to purchase mainly ETFs linked to the Nikkei average, we would recommend overweighting sectors with high weightings in the Nikkei, namely retail, electricals, information and communications, pharmaceuticals, and chemicals," Citigroup said in a note dated Tuesday.
|
|
The strategists at Bank of America Merrill Lynch have crystallized this insight into an indicator, known as the "sell side consensus indicator," which uses the month-end recommended equity weightings of Wall Street strategists to forecast the 255-month returns of the .
|
|
Target goes to $191 from $238 on: (a) modestly lower terminal value margins reflecting our reduced 2019-21 estimates; (b) adjusting our Full Bull/Moderate Bull/Full Bear probability scenario weightings to 5/55/40 from 10/183/35, post the Q1 guide.
|
|
The ACCC said it was seeking a review based on the grounds that the ACT misused certain tests which competition regulators use to determine if a deal will hurt competition, and gave inappropriate weightings to data about the effects of the takeover.
|
|
But the commission then asked the Federal Court to review that decision, saying the tribunal misused certain tests which competition regulators use to determine if a deal will hurt competition, and gave inappropriate weightings to data about the effects of the takeover.
|
|
While emerging market asset buying had risen significantly in the second half of the year, IIF cautioned that inflows were well below their levels from the 2010-2013 period when emerging market bonds and equities rose to more than 20 percent of portfolio weightings.
|
|
In addition to screening for factors like the potential for gains over the price targets, sector weightings and liquidity, the list focuses on "stocks where we believe our analysts have a truly differentiated view versus consensus," the firm's research group said in a report Tuesday.
|
|
In May the firm launched a series of multi-asset indices, ranging from 'high stability' to 'high growth', based on different weightings of equities and corporate bonds from the two flagship indices - again aimed at providing more focused benchmarks for ETFs and other funds to track.
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Turnover on the Tokyo Stock Exchange's main board rose to 2.09 trillion yen ($19.2 billion) versus the previous day's 1.74 trillion yen, due in part to rebalancing for regular changes in the Topix weightings ($1 = 108.6000 yen) (Reporting by Hideyuki Sano & Tomo Uetake; Editing by Shri Navaratnam)
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The "required stable funding amount," the denominator in the ratio and what will likely generate the most debate among banks and regulators, will rely on a set of standardized weightings including the carrying values of a bank's assets, the undrawn amounts of its commitments, and its derivatives exposure .
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"From a strategic (point of view), we keep our view that oil and oil-related assets are becoming super cheap and the risk-reward ratio to increase weightings is improving," Alain Bokobza, Societe Generale's head of the strategy team for global asset allocation, said via email last week.
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Etisalat, which rose 21.0 percent, and First Gulf, which added 27 percent, are constituents of the MSCI emerging market index, may see a small outflow of funds if MSCI decides on Tuesday to include China A-shares in the index, which would dilute the weightings of Gulf constituents.
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Higher weightings to Apple and Microsoft will help the tech sector to preserve a higher earnings multiple, but a case can be made it is now the tech sector not telecom that is more of a value trade, with less than half of the new index in growth stocks.
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The stock market dropped last week after equity index compiler MSCI said that because of poor liquidity in the foreign exchange market, it might shift to using offshore exchange rates to value Qatari equities - which could potentially lead to cuts in weightings of Qatari stocks in MSCI's emerging market index.
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Here the potential capacity problem for a fund like the $580 million iShares MSCI Frontier 100 ETF (FM) is that it would lose its second- and third-biggest constituents in Argentina and Pakistan, with weightings of 20 percent and 10 percent, respectively, as well its eighth-largest country in Nigeria, at 4 percent.
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The Fed's current gentle approach to normalization doesn't appear to be a major cause for concern right now, but for the most risk averse there is always comfort to be found in holding higher weightings of cash or gold, even though most market professionals are unlikely to recommend significant positions at this point.
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"I think if you really want to play this — and I do think that energy itself as a sector is grossly undervalued at this point; it's certainly one of the smallest weightings of the S&P historically — I would much rather just simply buy the VDE, which is the Vanguard Energy [ETF]," the strategist suggested.
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Fitch's view of the potential risk of the bank placements is driven primarily by these balances having been kept immobile in non-top tier international banks despite risk-weightings of up to 50% which are rather onerous for capital ratios, while the securities are held in foreign depositories despite the 50% provisioning requirement for these exposures from January 4953.
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"Investors tend to view indexed ETFs as purely assets they can buy and ignore, and these changes are a reminder that investors need to regularly look inside their ETFs because the stocks and country weightings can change as the index providers refresh those indices," said Todd Rosenbluth, director of ETF & Mutual fund research at S&P Global Market Intelligence The index fund updates will be implemented at market close on Aug. 31.
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