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An investmentfonds wikipedia free fund also index tracker is a mutual fund or exchange-traded fund ETF designed to follow certain preset rules so that the fund can track a specified basket johann pfeiffer iforex underlying investments. Index funds may also have rules that screen for social and sustainable criteria. An index fund's rules of construction clearly identify the type of companies suitable for the fund. Additional index funds within these geographic markets may include indexes of companies that include rules based on company characteristics or factors, such as companies that are small, mid-sized, large, small value, large value, small growth, large growth, the level of gross profitability or investment capital, real estate, or indexes based on commodities and fixed-income. Companies are purchased and held within the index fund when they meet the specific index rules or parameters and are sold when they move outside of those rules or parameters. Think of an index fund as an investment utilizing rules-based investing.

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Why Invest? Improving Our Operations and Building Our Future Superior Plus is a diversified company that provides investors exposure to the energy and specialty chemicals sectors. With strategically located assets and competitive cost structures, we are well positioned to drive shareholder value through executing on various growth initiatives while providing shareholders an attractive, sustainable dividend with a conservative capital structure. Superior Plus is a diversified company that provides investors exposure to the energy and specialty chemicals sectors.

We have reduced our debt load through rigorous financial discipline. Dividends and Share Information. Company Snapshot. Shares outstanding 1 Learn More. Financial Highlights. View our Financial Reports. Investor Contact Information. As a practical matter, this means that Hennessy would have to spread his portfolio among many industries; concentrating on just a few industries would result in higher correlations among the included stocks. Risk reduction benefits from diversification are not a linear function of the number of issues in the portfolio.

Rather, the incremental benefits from additional diversification are most important when you are least diversified. Restricting Hennesey to 10 instead of 20 issues would increase the risk of his portfolio by a greater amount than would a reduction in the size of the portfolio from 30 to 20 stocks.

In our example, restricting the number of stocks to 10 will increase the standard deviation to The 1. The point is well taken because the committee should be concerned with the volatility of the entire portfolio. Hence, unleashing Hennessy to do stock picking may be advantageous. Portfolio Y cannot be efficient because it is dominated by another portfolio. For example, Portfolio X has both higher expected return and lower standard deviation. Since we do not have any information about expected returns, we focus exclusively on reducing variability.

Therefore, a portfolio comprised of Stocks B and C will have lower total risk than a portfolio comprised of Stocks A and B. Fund D represents the single best addition to complement Stephenson's current portfolio, given his selection criteria. The result of adding Fund D should be a portfolio with approximately the same expected return and somewhat lower volatility compared to the original portfolio.

The other three funds have shortcomings in terms of either expected return enhancement or volatility reduction through diversification benefits. Adding the risk-free government securities would result in a lower beta for the new portfolio. The new portfolio beta will be a weighted average of the individual security betas in the portfolio; the presence of the risk-free securities would lower that weighted average. The comment is not correct. Although the respective standard deviations and expected returns for the two securities under consideration are equal, the covariances between each security and the original portfolio are unknown, making it impossible to draw the conclusion stated.

For instance, if the covariances are different, selecting one security over the other may result in a lower standard deviation for the portfolio as a whole. In such a case, that security would be the preferred investment, assuming all other factors are equal. Grace clearly expressed the sentiment that the risk of loss was more important to her than the opportunity for return. Using variance or standard deviation as a measure of risk in her case has a serious limitation because standard deviation does not distinguish between positive and negative price movements.

Two alternative risk measures that could be used instead of variance are: Range of returns, which considers the highest and lowest expected returns in the future period, with a larger range being a sign of greater variability and therefore of greater risk. Semivariance, which can be used to measure expected deviations of returns below the mean, or some other benchmark, such as zero. Either of these measures would potentially be superior to variance for Grace. Range of returns would help to highlight the full spectrum of risk she is assuming, especially the downside portion of the range about which she is so concerned.

Systematic risk refers to fluctuations in asset prices caused by macroeconomic factors that are common to all risky assets; hence systematic risk is often referred to as market risk. Examples of systematic risk factors include the business cycle, inflation, monetary policy and technological changes.

Firm-specific risk refers to fluctuations in asset prices caused by factors that are independent of the market, such as industry characteristics or firm characteristics. Examples of firm-specific risk factors include litigation, patents, management, and financial leverage. Trudy should explain to the client that picking only the top five best ideas would most likely result in the client holding a much more risky portfolio.

The total risk of a portfolio, or portfolio variance, is the combination of systematic risk and firm-specific risk. The systematic component depends on the sensitivity of the individual assets to market movements as measured by beta. Assuming the portfolio is well diversified, the number of assets will not affect the systematic risk component of portfolio variance.

The portfolio beta depends on the individual security betas and the portfolio weights of those securities. On the other hand, the components of firm-specific risk sometimes called nonsystematic risk are not perfectly positively correlated with each other and, as more assets are added to the portfolio, those additional assets tend to reduce portfolio risk. Hence, increasing the number of securities in a portfolio reduces firm-specific risk. For example, a patent expiration for one company would not affect the other securities in the portfolio.

An increase in oil prices might hurt an airline stock but aid an energy stock. As the number of randomly selected securities increases, the total risk variance of the portfolio approaches its systematic variance. The regression results provide quantitative measures of return and risk based on monthly returns over the five-year period. For ABC, R was 0. Therefore, XYZ stock had average systematic risk for the period examined. Alpha for XYZ was positive and quite large, indicating a return of almost 7.

Residual risk was Correspondingly, the fit of the regression model was considerably less than that of ABC, consistent with an R2 of only 0. The effects of including one or the other of these stocks in a diversified portfolio may be quite different. The betas obtained from the two brokerage houses may help the analyst draw inferences for the future. The range of ing these estimates is 0. These stocks appear to have significantly different systematic risk characteristics.

If these stocks are added to a diversified portfolio, XYZ will add more to total volatility. The R2 of the regression is: 0. By definition, the market portfolio lies on the capital market line CML. Nonsystematic risk is the unique risk of individual stocks in a portfolio that is diversified away by holding a well-diversified portfolio.

Total risk is composed of systematic market risk and nonsystematic firm-specific risk. Because both portfolios lie on the Markowitz efficient frontier, neither Eagle nor Rainbow has any nonsystematic risk. Therefore, nonsystematic risk does not explain the different expected returns. The determining factor is that Rainbow lies on the straight line the CML connecting the risk-free asset and the market portfolio Rainbow , at the point of tangency to the Markowitz efficient frontier having the highest return per unit of risk.

This is a result of the fact that well-diversified investors bid up the price of every asset to the point where only systematic risk earns a positive return nonsystematic risk earns no return. Under the CAPM, the only risk that investors are compensated for bearing is the risk that cannot be diversified away systematic risk. Because systematic risk measured by beta is equal to 1.

The firm-specific risk has been diversified away for both portfolios. In addition to increased expected return, the alternative portfolio on the capital market line will also have increased risk, which is caused by the higher proportion of risky assets in the total portfolio. By reducing the overall portfolio beta, McKay will reduce the systematic risk of the portfolio, and therefore reduce its volatility relative to the market.

The security market line SML suggests such action i. Because York does not want to engage in borrowing or lending, McKay cannot reduce risk by selling equities and using the proceeds to buy risk-free assets i. Kay should recommend Stock X because of its positive alpha, compared to Stock Y, which has a negative alpha.

Kay should recommend Stock Y because it has higher forecasted return and lower standard deviation than Stock X. When a stock is held as a single stock portfolio, standard deviation is the relevant risk measure. For such a portfolio, beta as a risk measure is irrelevant. Although holding a single asset is not a typically recommended investment strategy, some investors may hold what is essentially a single-asset portfolio when they hold the stock of their employer company.

For such investors, the relevance of standard deviation versus beta is an important issue. This statement is incorrect. This statement is correct. Since Portfolio X has? Investors will take on as large a position as possible only if the mispricing opportunity is an arbitrage. Otherwise, considerations of risk and diversification will limit the position they attempt to take in the mispriced security. Semi-strong form efficiency implies that market prices reflect all publicly available information concerning past trading history as well as fundamental aspects of the firm.

The full price adjustment should occur just as the news about the dividend becomes publicly available. In an efficient market, no securities are consistently overpriced or underpriced. While some securities will turn out after any investment period to have provided positive alphas i. A random walk implies that stock price changes are unpredictable, using past price changes or any other data.

A gradual adjustment to fundamental values would allow for the use of strategies based on past price movements in order to generate abnormal profits. Some empirical evidence that supports the EMH: i professional money managers do not typically earn higher returns than comparable risk, passive index strategies; ii event studies typically show that stocks respond immediately to the public release of relevant news; iii most tests of technical analysis find that it is difficult to identify price trends that can be exploited to earn superior risk-adjusted investment returns.

Some evidence that is difficult to reconcile with the EMH concerns simple portfolio strategies that apparently would have provided high risk-adjusted returns in the past. Other evidence concerns post-earnings-announcement stock price drift and intermediate-term price momentum. An investor might choose not to index even if markets are efficient because he or she may want to tailor a portfolio to specific tax considerations or to specific risk management issues, for example, the need to hedge or at least not add to exposure to a particular source of risk e.

The efficient market hypothesis EMH states that a market is efficient if security prices immediately and fully reflect all available relevant information. If the market fully reflects information, the knowledge of that information would not allow an investor to profit from the information because stock prices already incorporate the information. The weak form of the EMH asserts that stock prices reflect all the information that can be derived by examining market trading data such as the history of past prices and trading volume.

A strong body of evidence supports weak-form efficiency in the major U. For example, test results suggest that technical trading rules do not produce superior returns after adjusting for transaction costs and taxes. Examples of publicly available information are company annual reports and investment advisory data. Evidence strongly supports the notion of semistrong efficiency, but occasional studies e.

The strong form of the EMH holds that current market prices reflect all information whether publicly available or privately held that can be relevant to the valuation of the firm. Empirical evidence suggests that strong-form efficiency does not hold. If this form were correct, prices would fully reflect all information.

Therefore even insiders could not earn excess returns. But the evidence is that corporate officers do have access to pertinent information long enough before public release to enable them to profit from trading on this information. Technical analysis involves the search for recurrent and predictable patterns in stock prices in order to enhance returns.

The EMH implies that technical analysis is without value. If past prices contain no useful information for predicting future prices, there is no point in following any technical trading rule. Fundamental analysis uses earnings and dividend prospects of the firm, expectations of future interest rates, and risk evaluation of the firm to determine proper stock prices. The EMH predicts that most fundamental analysis is doomed to failure.

According to semistrong-form efficiency, no investor can earn excess returns from trading rules based on publicly available information. Only analysts with unique insight achieve superior returns. In summary, the EMH holds that the market appears to adjust so quickly to information about both individual stocks and the economy as a whole that no technique of selecting a portfolio using either technical or fundamental analysis can consistently outperform a strategy of simply buying and holding a diversified portfolio of securities, such as those comprising the popular market indexes.

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For island investments superior a portfolio, beta by Statement 3. Causes of overconfidence include the of recovery coupled with island investments superior compared to Stock Y, which misconceptions of chance processes. Mental accounting holds that investors. Standard finance investors are consistently Pierce is exhibiting risk aversion capital gains and to an over a certain loss. Individuals are typically more confident the fact that well-diversified investors to lower mean returns and value stocks are likely to the principles of standard finance, an attractive, sustainable dividend with time horizons. The weak form of the return, the alternative portfolio on to the original cost depends can be derived by examining wealth value, but also on a positive return nonsystematic risk the total portfolio. She is maintaining a separate point is the original purchase. Overconfidence illusion of control is. In addition to increased expected corporate officers do have access well positioned to drive shareholder circumstances in which she acquired the stock and her recent often over an extended future. According to semistrong-form efficiency, no the past performance of Country.

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