's price variation on a one-month basis — so-called realized volatility — is currently near 28, which is above its long-term average of 13.
The investing implication of these trends is that equity investors are poised to get less bang for their buck after returns are adjusted for the risks taken. Goldman Sachs has preemptively updated its strategy that targets stocks with the highest risk-adjusted returns, based on a gauge known as the Sharpe ratio. The strategists led by Kostin calculated it by dividing the consensus 12-month price target among analysts with the six-month volatility implied by options traders. A higher ratio indicates a more attractive return relative to risk-taking and the prevailing level of volatility.
Kostin noted that the High Sharpe Ratio basket has underperformed the S&P 500 this year by six percentage points largely because it held a large number of value stocks.
Resumimos esta notícia para que você possa lê-la rapidamente. Se você se interessou pela notícia, pode ler o texto completo aqui. Consulte Mais informação:
Portugal Últimas Notícias, Portugal Manchetes
Similar News:Você também pode ler notícias semelhantes a esta que coletamos de outras fontes de notícias.
How Quibi is working with influencers, inside its strategy - Business InsiderBusiness Insider is a fast-growing business site with deep financial, media, tech, and other industry verticals. Launched in 2007, the site is now the largest business news site on the web.
Fonte: BusinessInsider - 🏆 729. / 51 Consulte Mais informação »
I lost six figures during the stock market drop, but I kept investing - Business InsiderBusiness Insider is a fast-growing business site with deep financial, media, tech, and other industry verticals. Launched in 2007, the site is now the largest business news site on the web.
Fonte: BusinessInsider - 🏆 729. / 51 Consulte Mais informação »
High volatility is here to stay in 2020. Goldman names 31 stocks to deliver the best risk-adjusted returns amid the turbulenceThe grim milestones of 10 million global coronavirus cases and more than 500,000 deaths, along with spikes in a number of U.S. states, haven't deterred... 31 Lmao 😂
Fonte: MarketWatch - 🏆 3. / 97 Consulte Mais informação »
Stock market news: Coronavirus deaths pass 500,000, investors fearful - Business InsiderBusiness Insider is a fast-growing business site with deep financial, media, tech, and other industry verticals. Launched in 2007, the site is now the largest business news site on the web. Everyone is just waiting to dump
Fonte: BusinessInsider - 🏆 729. / 51 Consulte Mais informação »
Goldman sees more volatility, says buy these stocks with the best potential risk-adjusted returnsNew for subscribers: Goldman sees more volatility, says buy these stocks with the best potential risk-adjusted returns Check out CNBCPro for a free trial.
Fonte: CNBC - 🏆 12. / 72 Consulte Mais informação »
How Quibi is working with influencers, inside its strategy - Business InsiderBusiness Insider is a fast-growing business site with deep financial, media, tech, and other industry verticals. Launched in 2007, the site is now the largest business news site on the web.
Fonte: BusinessInsider - 🏆 729. / 51 Consulte Mais informação »