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Showing 221 - 230 of 346 results for "Sharpe"

Economic Wrap

BENJAMIN ONG  |  WEDNESDAY, 10 AUG 2016
Australia business confidence Brexit and the close 2 July Australian Federal elections dented Australian business sentiment as could be expected, but only just. The National Australia Bank (NAB) business confidence index eased to a reading of plus 4 ...

Economic Wrap

BENJAMIN ONG  |  TUESDAY, 9 AUG 2016
ANZ job ads The "increased uncertainty following the close federal election on July 2 and the shock decision by the UK to leave the European Union on June 24" is how ANZ's head of Australian economics Felicity Emmett explained the sharp 0.8% drop in ...

Economic Wrap

BENJAMIN ONG  |  FRIDAY, 15 JUL 2016
Australian employment The number of Australians who found jobs in June may have been less than market expectations - up 7,900 versus consensus forecast for a 10,000 increase - but the underlying details of the report provided positive underpinnings ...

Deutsche AM appoints APAC real estate head

ALEX BURKE  |  THURSDAY, 7 JUL 2016
Deutsche Asset Management has appointed a managing director and head of real estate, Asia Pacific. Victoria Sharpe joins Deutsche AM from TH Real Estate, where she was head of the global client capital group. Before that, she was managing director at ...

Economic Wrap

BENJAMIN ONG  |  FRIDAY, 1 JUL 2016
Australia private sector credit The latest update on Australia's private sector credit provides a first look at the impact of the Reserve Bank of Australia's (RBA) cut in the official cash rate from 2.0% to 1.75% on the 3rd of May. Total private sector ...

Economic Wrap

BENJAMIN ONG  |  THURSDAY, 16 JUN 2016
US Fed monetary policy decision No one expected the Fed to alter monetary settings this month - and they didn't - primarily due to the disappointing May employment report released in early June - and it was, "Information received since the Federal Open ...

Economic Wrap

BENJAMIN ONG  |  WEDNESDAY, 8 JUN 2016
RBA holds The Reserve Bank of Australia (RBA) kept domestic monetary policy settings steady at its 7 June Board meeting, announcing no change in the official cash rate which the central bank cut to a record low 1.75% at its 3 May meeting. "Taking account ...

Multi-factor investing applies to credit too: Robeco

MARK SMITH  |  TUESDAY, 10 MAY 2016
... Cheaper bonds, for instance, tend to mean revert just as cheaper equities do. Triple A-rated bonds tend to have higher Sharpe ratios than BB-rated bonds, just has higher quality stocks tend to have higher Sharpe ratios than more cyclical stocks. Rebeco ...

Look up in the sky, it's the yen

BENJAMIN ONG  |  MONDAY, 11 APR 2016
Safe haven purchases, speculative positioning ahead of the fiscal year-end, repatriation, reduced interest rate yield differential, policy impotence... take your pick. The fact remains that the Japanese yen has appreciated - big time - vis-A -vis the ...

Economic Wrap

BENJAMIN ONG  |  THURSDAY, 7 APR 2016
AiG Performance of Construction index Construction activity in Australia continues to slow. The AiG Performance of Construction Index fell to a 13th month low of 45.2 points in March from 46.1 in February. The latest result also marked the fourth straight ...