Factor exposure
Termenul Factor exposure desemneaza o expunere sistematica la o anumita caracteristica de piata sau a companiei, folosita in constructia portofoliului. Aceste notiuni sunt folosite pentru a descrie cum este construit un portofoliu, ce surse de randament urmareste si cum se separa meritul selectiei de efectul alocarii sau al factorilor de piata. In practica, el este urmarit alaturi de Sector rotation, Pair trading, Deep value stock si Quality compounder, deoarece aceste repere ajuta la interpretarea corecta a pretului, a lichiditatii, a riscului, a calendarului de piata sau a calitatii executiei. Pentru investitorul in actiuni romanesti, ele ajuta la compararea strategiilor active cu benchmarkul si la intelegerea felului in care riscul, stilul si structura actionariatului influenteaza rezultatul final.
Pagini unde apare termenul
- Look-Through Earnings
- Microcap Stock
- Omega Ratio
- Growth Factor
- Book Value Per Share
- Residual Income
- Basic Shares Outstanding
- Security Selection Effect
- Win Rate
- Interaction Effect
- Capture Ratio
- Country Risk Premium
- Momentum Factor
- Brinson Attribution
- Institutional Ownership
- Equity Risk Premium
- Upside Capture
- Quality Compounder
- Quality Factor
- Expectancy
- Economic Profit
- Event-Driven Strategy
- Tactical Allocation
- Core Holding
- Net Cash Per Share
- Narrow Moat
- Cross-Listing Premium
- Cyclical Stock
- Illiquidity Discount
- Degree Of Operating Leverage
- Degree Of Financial Leverage
- Maximum Adverse Excursion
- Downside Deviation
- Average Loss
- Ulcer Index
- Average Win
- Pair Trading
- Kelly Criterion
- Factor Exposure
- Defensive Stock
- Unlock De Actiuni
- Satellite Allocation
- Normalized Earnings
- Net-Net Stock
- Maximum Favorable Excursion
- No Moat
- Holding Company Discount
- Active Share
- Asset Play
- Compounder Stock
- Blue-Chip Discount Rate
- Follow-On Offering
- Information Ratio
- Atm Offering
- Factor Tilting
- Fcf Per Share
- Control Premium
- Allocation Effect
- Hit Rate
- Excess Return
- Attribution Analysis
- Penny Stock
- Downside Capture
- Float Shares
- Diluted Shares Outstanding
- Value Factor
- Earnings Power Value
- Economic Moat
- Payoff Ratio
- Investment Factor
- Financial Leverage
- Core-Satellite
- Insider Ownership
- Termeni bursieri - Litera "F" - Pagina 1
- Active Return
- Volatility Targeting
- Turnaround Stock
- Treynor Ratio
- Total Shareholder Return
- Holding Company Premium
- Sustainable Growth Rate
- Style Drift
- Strategic Allocation
- Stock Selection
- Statistical Arbitrage
- Special Situations
- Sortino Ratio
- Small Stock Premium
- Small Cap Stock
- Size Factor
- Shares Outstanding
- Semi-Deviation
- Secular Growth Stock
- Secondary Sell-Down
- Absolute Return
- Risk Parity
- Risk Of Ruin
- Retention Ratio
- Retail Ownership
- Restricted Shares
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