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Index modelA model of stock returns using a market index such as the S&P 500 to represent common or systematic risk factors.Index model Similar MatchesLehman Brothers Mortgage Backed Securities IndexLehman Brothers Mortgage Backed Securities IndexA benchmark index that includes 15- and 30-year fixed-rate securities backed by mortgage pools of the Government National Mortgage Association (GNMA), Federal Home Loan Mortgage Corporation (FHLMC), and Federal National Mortgage Association (FNMA). Relative strength indexRelative strength indexA widely used index which compares a company's share price to a broadly-based market index like the FTSE All-Share. The point of the comparison is to show whether historically the company share price outperforms or underperforms the index.Because the RSI is a ratio, it will increase as a share moves higher relative to the market, and decrease as the share moves lower relative to the market. Its main use is to enable investors to avoid shares that have a history of relative underperformance and to chose those that have a history of relative outperformance.In commercial charts, the RSI is usually superimposed on the bottom third of the share price chart, or sometimes in its own box underneath the main chart. Wilshire indexesWilshire indexesWidely followed performance measurement indexes measuring performance of all U.S.-headquartered equity securities with readily available price data, created by Wilshire Associates, Inc. IndexIndexIn the stock market, an index is a device that measures changes in the prices of a basket of shares, and represents the changes using a single figure. The purpose is to give investors an easy way to see the general direction of shares in the index.The FTSE 100, for example, is calculated by taking a weighted average of the share prices of the largest 100 companies on the London Stock Exchange. Launched in 1984 with a base figure of 1,000, the FTSE is calculated continuously throughout the trading day. When the media report that 'FTSE climbed 37 points today' you don't know exactly which shares in the index climbed and which fell, but you get an immediate idea of the direction of the market.Index funds base their investment decisions on tracking the companies in a particular index. Stock Index FutureStock Index FutureA security that uses composite stock indexes to allow investors to speculate on the performance of the entire market, or to hedge against losses in long or short positions. The settlement of the contracts is in cash. Further SuggestionsInternational market indexPure index fund Producer Price Index (PPI) Index arbitrage index linked Optimization approach to indexing Misery index Buying the index Barrons confidence index FTSE 100 Index Enhanced indexing Morgan Stanley Capital International World Index Lehman Brothers Corporate Bond Index Morgan Stanley Capital International Pacific Free index Salomon Brothers World Equity Index (SBWEI) Index option Lehman Brothers New York Municipal Bond Index Morgan Stanley Capital International Europe Index Inflation indexed securities Stratified equity indexing Morgan Stanley REIT Index Index fund indexation Stratified sampling approach to indexing Bond Buyers municipal bond index |
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