Volatility Factor definition

Volatility Factor means 1.89.
Sample 1Sample 2Sample 3
Volatility Factor means, as of any Valuation Date, the greater of the Moody's Volatility Factor and the S&P Volatility Factor.
Sample 1Sample 2Sample 3
Volatility Factor means 2.28, or such other number as determined by S&P from time to time.
Sample 1Sample 2Sample 3

Examples of Volatility Factor in a sentence

  • FIDELITY XXXXXXXXX TRUST on behalf of Fidelity Low Volatility Factor ETF By /s/Xxxxxx X.

  • FIDELITY XXXXXXXXX TRUST on behalf of Fidelity Dividend ETF for Rising Rates, Fidelity High Dividend ETF, Fidelity Low Volatility Factor ETF, Fidelity Momentum Factor ETF, Fidelity Quality Factor ETF, Fidelity Value Factor ETF By /s/Xxxxxx X.

  • Manager will pay Subadviser a monthly fee for the Fidelity Low Volatility Factor ETF, the Fidelity Momentum Factor ETF, the Fidelity Value Factor ETF, and the Fidelity Quality Factor ETF computed at an annual rate, as set forth below, of the average daily net assets of the Fund (computed in the manner set forth in the Trust’s Declaration of Trust) throughout the month.

  • Theoretical days of sales outstanding(DSO): 81 days (**) - Defaulted Receivables period: beyond 90 days past due - Stress factor: 2,25 - Loss horizon: 5 months and 26 days (***) X months and Y days Loss Reserve Rate (m) = Maximum (Stress factor * Loss horizon ratio (m) * maximum within the last 12 months of the Loss ratio (m) + Default Volatility Factor; Floor Reserve Rate) Loss horizon ratio (m) = [Y/30 * Turnover (m-X) + Turnover (m-[X-1]) + Turnover (m-[X-2]) + ...

  • FIDELITY XXXXXXXXX TRUST on behalf of Fidelity Low Volatility Factor ETF By /s/ Xxxxxx X.

  • No amend ment, alteration or repeal of any or all of the following definitions or any provision of this Statement viewed by Moody's as a predicate for any such definition will be deemed to affect the preferences, rights or powers of the Preferred Shares or the Holders thereof: Deposit Securities, Discounted Value, Receivables for Municipal Obligations Sold, Moody's Discount Factor, Moody's Eligible Asset, Moody's Exposure Period and Moody's Volatility Factor.

  • Continued Cleveland-Cliffs Inc and Consolidated Subsidiaries 1997 1996 1995 ------ ------ ----- Risk-free Interest Rate 6.04% 6.04% 6.15% Dividend Yield 2.97% 3.00% 3.01% Volatility Factor - Market Price of Company's Common Stock .221 .220 .227 Expected Life of Options - Years 4.31 4.23 2.81 Compensation costs included in the pro forma information reflect fair values associated with options granted after January 1, 1995.

  • No amendment, alteration or repeal of any or all of the following definitions or any provision of this Statement viewed by Moody's as a predicate for any such definition will be deemed to affect the preferences, rights or powers of the Preferred Shares or the Holders thereof: Deposit Securities, Discounted Value, Receivables for Municipal Obligations Sold, Moody's Discount Factor, Moody's Eligible Asset, Moody's Exposure Period and Moody's Volatility Factor.

  • ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN due February 9, 2051 .........................................

  • Estimated Volatility Factor - As there is no public trading of the Company’s shares, the Company calculated volatility based upon the trading history and implied volatility of the ordinary shares of representative public companies in determining an estimated volatility factor when using the Black-Scholes option-pricing formula to determine the fair value of options granted.


More Definitions of Volatility Factor

Volatility Factor means, as of any Valuation Date, the Moody's Volatility Factor.
Sample 1Sample 2Sample 3
Volatility Factor means 1.6.
Sample 1Sample 2
Volatility Factor means, as of any Valuation Date, the greater of the Moodx'x Xxxatility Factor and the S&P Volatility Factor.
Sample 1Sample 2
Volatility Factor means 2.28.
Sample 1
Volatility Factor shall have the meaning specified in guidelines provided by a rating agency, as may be amended from time to time by a rating agency, in connection with that rating agency’s ratings of shares of MuniPreferred.
Sample 1
Volatility Factor means 272% as long as there has been no increase enacted to the Marginal Tax Rate. If such an increase is enacted but not yet implemented, the Volatility Factor shall be as follows:
Sample 1

Related to Volatility Factor

  • Volatility means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time.

  • Capacity factor means the ratio of the average load on a machine or equipment for the period of time considered to the capacity rating of the machine or equipment.

  • Volatility Buffer means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction.

  • Class Factor As to any date of determination and any Class of Certificates (other than the Interest Only Classes and the Residual Certificates), a fraction the numerator of which is (i) the aggregate of the denominations of all Certificates of such Class plus, in the case of each Accrual Class, all interest that has accrued on the Certificates of such Class prior to such date of determination and been added to the Class Balance thereof, less (ii) the aggregate amount of all Principal Distribution Amounts, if any, allocable thereto prior to such date of determination and the denominator of which is the original Class Balance of such Class. As to any date of determination and any Interest Only Class, a fraction, the numerator of which is the percentage of the balance specified for such purpose under “Reference Sheet–Notional Classes” in the Prospectus Supplement (or, if applicable, the sum of the applicable percentages of the balances so specified) and the denominator of which is the original Class Balance thereof. Code: The Internal Revenue Code of 1986, as amended, including any successor or amendatory provisions.

  • Adjustment Factor means, with respect to a share of the Fund (or one unit of any other security for which a Fund Closing Price must be determined), 1.0, subject to adjustment in the event of certain events affecting the shares of the Fund. See “—Anti-dilution Adjustments Relating to the Fund; Alternate Calculation —Anti-dilution Adjustments” below.

  • Moody’s Discount Factor means, for purposes of determining the Discounted Value of any Moody’s Eligible Asset, the percentage determined by reference to the rating on such asset and the shortest Exposure Period set forth opposite such rating that is the same length as or is longer than the Moody’s Exposure Period, in accordance with the table set forth below: Exposure Period Aaa* Aa* A* Baa* Other** (V)MIG-1*** SP-1+**** Unrated***** 7 weeks 151% 159% 166% 173% 187% 136% 148% 225% 8 weeks or less but greater than seven weeks. 154 161 168 176 190 137 149 231 9 weeks or less but greater than eight weeks 158 163 170 177 192 138 150 240 * Mxxxx’x rating. ** Municipal Obligations not rated by Moody’s but rated BBB by S&P. *** Municipal Obligations rated MIG-1 or VMIG-1, which do not mature or have a demand feature at par exercisable in 30 days and which do not have a long-term rating. **** Municipal Obligations not rated by Moody’s but rated SP-1+ by S&P, which do not mature or have a demand feature at par exercisable in 30 days and which do not have a long-term rating. ***** Municipal Obligations rated less than Baa3 or not rated by Moody’s and less than BBB or not rated by S&P, not to exceed 10% of Moody’s Eligible Assets. Notwithstanding the foregoing, (i) except as provided in clause (ii) below, the Moody’s Discount Factor for short-term Municipal Obligations will be 115%, so long as such Municipal Obligations are rated at least MIG-1, VMIG-l or P-1 by Moody’s and mature or have a demand feature at par exercisable in 30 days or less, or 125%, as long as such Municipal Obligations are rated at least A-1+/AA or SP-1+/AA by S&P and mature or have a demand feature at par exercisable in 30 days or less, (ii) the Moody’s Discount Factor for residual interest municipal bonds and structured notes shall be the product of (x) the percentage determined by reference to the rating on the security underlying such residual interest municipal bond multiplied by (y) 1.25 (provided that the trust in which such residual interest municipal bond is held may be terminated within five business days), and (iii) except as provided in clause (ii) above, no Moody’s Discount Factor will be applied to cash, Receivables for Municipal Obligations Sold, or futures, options and similar instruments (to the extent such securities are Moody’s Eligible Assets); provided, however, that for purposes of determining the Moody’s Discount Factor applicable to a Municipal Obligation, any Municipal Obligation (excluding any short-term Municipal Obligation) not rated by Moody’s but rated by S&P shall be deemed to have a Mxxxx’x rating which is one full rating category lower than its S&P rating.

  • Sustainability Factors means environmental, social and employee matters, respect for human rights, anti‐corruption and anti‐bribery matters.

  • Quality factor (Q) means the modifying factor, listed in Tables I and II of 38.4(4), that is used to derive dose equivalent from absorbed dose.

  • Dilution Volatility Component means the product (expressed as a percentage) of (i) the difference between (a) the highest three (3)-month rolling average Dilution Ratio over the past 12 months and (b) the Adjusted Dilution Ratio, and (ii) a fraction, the numerator of which is equal to the amount calculated in (i)(a) of this definition and the denominator of which is equal to the amount calculated in (i)(b) of this definition.

  • Loss Factor means the scaling factor determined in accordance with clause 7 and applied by the reconciliation manager to volumes of electricity measured or estimated in respect of ICPs on the Network, in order to reflect the impact of the ICP on Losses within the Network;

  • Inflation Factor means a number determined for each tax year by dividing the consumer price index for June of the tax year by the consumer price index for June 2005.

  • Weighting factor wT for an organ or tissue (T) means the proportion of the risk of stochastic effects resulting from irradiation of that organ or tissue to the total risk of stochastic effects when the whole body is irradiated uniformly. For calculating the effective dose equivalent, the values of wT are:

  • Leverage Factor means the leverage factor in respect of a Series of ETP Securities as specified in the relevant Final Terms.

  • Interest Factor means monthly compounding, discounting or annuitizing, as applicable, at a rate set forth in Exhibit A.

  • Stress Factor means 2.25.

  • Load Factor means the percentage of aircraft seats actually occupied on a flight (RPMs divided by ASMs). “NMB” means the National Mediation Board.

  • Exchange Factor means 1.0; provided, however, that if the General Partner: (a) declares or pays a dividend on its outstanding Common Stock in Common Stock or makes a distribution to all holders of its outstanding Common Stock in Common Stock; (b) subdivides its outstanding Common Stock; or (c) combines its outstanding Common Stock into a smaller number of shares of Common Stock, the Exchange Factor shall be adjusted by multiplying the Exchange Factor by a fraction, the numerator of which shall be the number of shares of Common Stock issued and outstanding on the record date for such dividend, contribution, subdivision or combination (assuming for such purpose that such dividend, distribution, subdivision or combination has occurred as of such time), and the denominator of which shall be the actual number of shares of Common Stock (determined without the above assumption) issued and outstanding on the record date for such dividend, distribution, subdivision or combination. Any adjustment to the Exchange Factor shall become effective immediately after the effective date of such event retroactive to the record date, if any, for such event.

  • Discount Factor means the percentage discount applied to additional APCs when more than one APC is provided during the same visit (including the same APC provided more than once). Not all APCs are subject to a discount factor.

  • Capacity Utilization Factor or “CUF” Shall have the same meaning as provided in CERC (Terms and Conditions for Tariff determination from Renewable Energy Sources) Regulations, 2009 as amended from time to time. Here, the CUF is expressed in AC terms.

  • Index Level means, in respect of any day and subject to Adjustment Provisions: (a) in respect of an Index(other than a Multiple Exchange Index), the closing level of such Indexat the Valuation Time on such day; and (b) in respect of an Index that is a Multiple Exchange Index, the official closing level of the Index on such day at the Valuation Time as calculated and published by the Index Sponsor each as rounded up to four decimal places (with 0.00005 being rounded up), allas determined by the Calculation Agent.

  • Applicable Multiplier means, with respect to any Rate Period for any Series of RVMTP Shares, the percentage set forth opposite the applicable credit rating most recently assigned to such Series by the Rating Agency in the table below on the Rate Determination Date for such Rate Period: Long-Term Ratings* Fitch Applicable Multiplier AAA to AA- 100% A+ to A- 000% BBB+ to BBB- 140% *And/or the equivalent ratings of any other Rating Agency then rating the RVMTP Shares utilizing the highest of the ratings of the Rating Agencies then rating the RVMTP Shares.

  • Fit factor means a quantitative estimate of the fit of a particular respirator to a specific individual, and typically estimates the ratio of the concentration of a substance in ambient air to its concentration inside the respirator when worn.

  • Power Factor means the ratio of usage power measured in kW to total power measured in kVA;

  • NET INVESTMENT FACTOR The net investment factor for each subaccount is determined by dividing (1) by (2) and subtracting (3) from the result, where: