iShares Russell 3000 Index (IWV)

All Comments on IWV

  • commenter
    Susan
    Sep 25 11:46 AM
    Moment and Omega Rankings of Index ETFs [view article]
    Since Omega already takes into account all the moments of the distribution, what is the rationale behind the double accounting?

    Also, during bear markets, when the means are negative, skewness cannot possibly be a positive thing, right?     Reply
  • commenter
    Willem D.
    Okkerse -
    CEO
    OK-Rating
    Inst.
    Sep 03 06:14 AM
    My Website
    Risk-Return Balance Across iShares ETFs [view article]
    I am obliged by this amount of work and surprised by its result.
    During my investigations within the total ETF's of Dutch AEX index the following could be ascertained :
    During eight years the annual and preselected stocks of that AEX delivered together a Bèta of 0,62 and an Alpha of >9%
     Reply
  • commenter
    Nidhi
    Aug 07 12:58 PM
    My Website
    Looking For Bargains: Buying Low and Selling High [view article]
    Home builders XHB, Financials XLF, Healthcare XLV also have shown bigger declines.

    creating-wealth.blogsp...     Reply
  • commenter
    mylittlebutt
    ercup
    Aug 03 01:46 PM
    Hard To See the Connection Between Country Funds and GDP Growth Rates [view article]
    Great Idea for an article - but aren't you missing many levels of analysis - such as PE ratios - you wouldn't expect a country growing twice as fast as another to have better stock market returns if its PE ratio is alreay 4 times more. The analysis doesn't seem to be much different than it would need to be for an individual stock. The increase is the country's earnings is only one thing to look at when estimating its likely appreciation. Reply
  • commenter
    MDCigan
    Aug 03 08:44 AM
    Hard To See the Connection Between Country Funds and GDP Growth Rates [view article]
    Thought-provoking note. Since GDP growth doesn't appear to have much predictive power for country stock markets, do you have any thoughts on how one might select coutnries in a top-down manner. I wonder if some combination of relative valuation and price momentum (maybe 6-month) might be effective? Reply
  • commenter
    davcnslt
    Jul 31 10:33 PM
    My Website
    Many ETFs, Few Investment Opportunities: 127 Investable Funds [view article]
    Richard,
    Your post is a nifty piece of work, and very helpful as I am currently reconstructing our portfolio (who isn't?). Many thanks, it is much appreciated. Incidentally, I had no problems saving the jpg files in the enlarged format as of 10:00 am asia pac time (10 pm EST). Best Regards,
    Gary Davis     Reply
  • commenter
    Richard Shaw
    Jul 20 07:51 PM
    My Website
    Many ETFs, Few Investment Opportunities: 127 Investable Funds [view article]
    roncohen,

    Actually the clickable images are 560 pixels wide. Some browsers reduce large images (they are quite tall) and if you put your mouse over certain parts of the image you get an enlargement icon that allows you to see them it full. They are actually quite large and easy to read.

    Richard     Reply
  • commenter
    roncohen
    Jul 20 04:22 PM
    Many ETFs, Few Investment Opportunities: 127 Investable Funds [view article]
    IN LARGER SIZE;

    roncohen@davtv.com

    Thank you!     Reply
  • commenter
    Mary Ellen
    Stevens
    Jul 17 05:43 PM
    Many ETFs, Few Investment Opportunities: 127 Investable Funds [view article]
    Mary, I have reported this issue to SeekingAlpha, but need more information to potentially help you. What are you using MAC or PC? That can make a diifferent sometimes. This was done on PC and unfortunately I have MACS, but not at my curren tlocation (on vacation). Just tested SeekingAlpha and my blog and the images open as intended on PC.

    There may be (1) a cross-platform file compatability issue, (2) a temporary internet glitch that may not be a problem if you try again now, or (3) some kind of operator error.

    If you try again and it fails, email me and I will send you the image files as attachments:

    richard.shaw@QVMgroup....     Reply
  • commenter
    P. Bishop
    Jul 17 02:57 PM
    Many ETFs, Few Investment Opportunities: 127 Investable Funds [view article]
    Unable to enlarge/open the 2nd & 3rd tables (sponsor-name, by 3 yr) at Seeking Alpha & on your blog.

    Can you pls repost?
    Thanks.
    Pat     Reply
  • commenter
    Everyday
    Finance
    Jun 21 02:22 PM
    My Website
    Has the REIT Train Run Its Course? [view article]
    Hey James,
    I too am fearful of the US REIT business a little bit, especially given the sub-prime mess and now these Lehman Brother issues with the 2 hedge funds that may go under due to their holdings of Collateralized Debt obligations. However, international REITs have been completely on fire and they provide for regional diversification as well as high yield in some cases. I've posted quite a bit on this section, but for a recent seekingalpha article, feel free to check this one out for a recently launched ETF tracking these holdings:
    etf.seekingalpha.com/a...
    Dan at everydayfinance     Reply
  • commenter
    Tristan
    Yates
    Jun 18 06:09 PM
    My Website
    A World Market Cap Approach to Allocation [view article]
    Good article. Well, the best thing about market cap as an asset allocation strategy is that it minimizes transaction costs and taxes, as it more or less rebalances itself as the asset prices change. That's pretty neat. The situations where you have a stock or sector or country that dominates the allocation, like China for example now, isn't an argument against market cap allocation but rather an argument for dollar cost averaging over long periods of time, because you could have bought China cheaply three years ago, and chances are you're buying something else cheaply today. Reply
  • commenter
    Richard Shaw
    Jun 13 05:39 PM
    My Website
    A World Market Cap Approach to Allocation [view article]
    That is a very reasonable concern and idea. The best might be to combine the two. My key point is to be guided by, not limited by market cap. I actually do both. For example, I do not currently invest in China for example, because of overvaluation.

    Perhaps I will attempt another article to integrate the idea of following the money around the world through observing market cap, while guarding your pocket book by examining fundamentals.

    Thanks for the observation, I probably should have identified market cap as one tool and not the only tool.     Reply
  • commenter
    fingham
    Jun 13 05:32 PM
    A World Market Cap Approach to Allocation [view article]
    I think using market cap is a risky way to allocate. As Robert Arnott has shown with his "fundamentally&qu... weighted indexes, cap weighting tends to overweight what's overvalued and underweight what is undervalued. How about looking at the fundamentals in the markets in question? GDP, or, the cumulative value of revenues, and/or dividends, of the public companies in those markets, might give a more realistic weighting criteria (Robert Arnott's other factors, book value and earnings, may be too difficult to compare from country to country due to varying financial reporting standards. Even revenue is probably not strictly comparable, but it is probably more comparable that earnings or book value). With the recent run-up in non-US stocks, particularly "emerging markets", a cap weighting is probably taking on excessive risk (despite the obvious attraction of being relatively easy to calculate). Reply
  • commenter
    k_denninger
    Jun 04 12:24 AM
    Insanity Reigns in Commercial Real Estate [view article]
    I was playing the SRS (ultra-short) a bit ago but saw some technical indicators I didn't like and dumped the position. Good thing, as it has since sold off by 12% from where I exited! Aieee!

    Anyway, I'll be back on that one, but not yet. The deal breaker, by the way, may well be the 10y bond yield. Watch that sucker - REAL interest rates are what will eventually kill the liquidity party, as all that debt that gets issued to fund the game has to go SOMEWHERE, and SOMEONE has to pay interest on the money.

    The game is getting long in the tooth both here and in the general equity markets.

    Check out market-ticker.denninge... if you'd like - another blog analyzing the broader markets on this stuff (mine)     Reply
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