Sentences with phrase «average correlations for»

Average correlations for each participant per emotion were then calculated.

As the results show none of the average correlations for the various monthly series are even close to being statistically different than the months used in the Gergis paper and namely the series in the table for Sep - Feb.

Not exact matches

For example, if you have higher - than - average CTRs, you'll have a tendency to move higher in rankings; still, this is hard to measure because of the correlation between ranking and CTRs.

Specifically, they calculate the average Pearson correlation of daily returns among all 30 stocks comprising the Dow Jones Industrial Average (DJIA) over a specified interval (ranging from 10 to 60 trading days), accounting for occasional index revaverage Pearson correlation of daily returns among all 30 stocks comprising the Dow Jones Industrial Average (DJIA) over a specified interval (ranging from 10 to 60 trading days), accounting for occasional index revAverage (DJIA) over a specified interval (ranging from 10 to 60 trading days), accounting for occasional index revisions.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for DBV and the average pairwise correlation of DBV monthly returns with the monthly returns of the above assets.

Has Modern Portfolio Theory failed to deliver over the past decade because users employ long - term averages for expected returns, volatilities and correlations that do not respond to changing market environments?

Small caps (Russell 2000) and to a lesser extent Nikkei and EM equities in stocks all have below - average vol and correlations today to S&P 500; makes index hedges cheaper, although the lower level of realized volatility means consensus is looking for an even better entry point to buy equity vol.»

As for correlations, we saw how big moves in average stock correlations in the past have occurred around major market corrections and panics, and how the implied correlation index may be implying a buy.

20 % correlation for the Fed Model, versus an average correlation of 50 % for the others.

They examine three measures of return comovement for each asset class: average pairwise correlation, average beta relative to the world market and average idiosyncratic volatility.

In case one wishes to discard the record before 1980 from the analysis, it's worth noting that since 1980, the correlation of the FedModel with subsequent S&P 500 total returns has been just 27 %, compared with an average correlation of 90 % for the other models since 1980.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for BWX and the average pairwise correlation of BWX monthly returns with the monthly returns of the above assets.

The team looked for relationships between dry matter intake and average daily gain in the two periods, and found a strong correlation for both heifers and steers for dry matter intake.

«For example, we discovered a strong, positive correlation between the average years spent in school and a population / health workforce ratio.

In order to illustrate how relative similarities of responses in each brain region varied as a function of social distance, inter-subject time series similarities (i.e., Pearson correlation coefficients between preprocessed fMRI response time series) were normalized (i.e., z - scored across dyads for each region) prior to averaging across dyads for each brain region within each social distance category.

In order to illustrate how relative similarities of responses in each brain region varied as a function of social distance, inter-subject time series similarities (i.e., Pearson correlation coefficients between preprocessed fMRI response time series) were normalized (i.e., z - scored across dyads for each region) prior to averaging across dyads for each brain region and overlaying results on an inflated model of the cortical surface for each social distance category.

... We found significant correlations between the NAO signal and both the average annual loss (AAL) and the average seasonal loss (ASL)[due to floods], for all the countries analysed.

For instance, averaging correlation matrices across individual subjects resulted in the separation of the left from the right dorsal lateral prefrontal cortex.

Thus, in the calculation of the average correlation matrix, the denominator was adjusted for the number of all valid correlation coefficients at each element of the matrix.

We defined a similarity measure between the HICA matrices of two individuals as the correlation coefficient of their corresponding elements, and computed for each individual an index of intra-hemispheric intrinsic connectivity asymmetry as the average similarity measure of his HICA matrix to those of the other subjects of the sample (HICAs).

The average Pearson correlation coefficients comparing diet assessment from our FFQ with multiple 7 - d food records for 55 foods was 0.48 [18], with a range 0.24 to 0.76 for individual fruits and 0.13 to 0.53 for individual vegetables (S17 Table)[19].

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A review of research by Duke University Professor Harris Cooper found that for elementary school students, «the average correlation between time spent on homework and achievement... hovered around zero.»

[xi] At the institution level (weighted by enrollment), the correlation between average SAT / ACT scores and the mobility rates of low - income students is 0.65 for public and private, non-profit institutions combined (0.58 for publics and 0.71 for privates).

Figure 1: School - level correlations of average student social - emotional skills and indicators of academic performance and behavior for CORE district middle schools

But the report then points out that the «between - season correlation in batting averages for professional baseball players is 0.36.»

The group admits that test - based measures of teacher effectiveness correlate, on average, for any given teacher, from one year to the next, at no better than 0.35, well below the 0.90 correlation one would in principle like to have.

«First Implementation Year Study for the Correlation of Value - Added Model Scores, Average Scores on Marzano Elements, and Quality Ratings for Pedagogy»

In terms of the international context, the report says that schools in England already have unusually big primary class sizes for a developed country - but suggested that there was no clear correlation between average class size and attainment.

While the correlation between group and individual intelligence tests is quite high for average scores, in this study that correlation almost disappeared for gifted scores.

A geographically - diverse survey of 75 of the largest school districts statewide — accounting for nearly half of total statewide enrollment — found average teacher compensation that ranged from $ 81,000 to $ 120,000, with no correlation to district performance:

[18] Many studies [19] have calculated high correlations (mostly greater than 0.9) between estimates from models that control only for prior student test scores (such as SAS EVAAS), [20] control for student background (such as DC's IMPACT), and control for average classroom characteristics (such as Pittsburgh's system).

What this means in practice is that when correlations are this «weak,» it is reasonable to say statements about averages, for example, that «on average» as one variable increases the mean of the other variable increases, but it would not be prudent or wise to make predictions for individuals based on these data.

Three analyses were conducted with the cross-sectional data using teachers» WSS ratings of student achievement and students» WJ - R standard scores: a) correlations comparing the students» standard scores on the various subtests of the WJ - R and the WSS checklist and summary report ratings of student achievement within the corresponding WSS domains, b) four - step hierarchical regressions examining the different factors that accounted for the variance in students» spring WJ - R scores, and c) Receiver - Operating - Characteristic (ROC) curves, which make possible a determination of whether a random pair of average and below - average scores on the WJ - R would be ranked correctly in terms of performance on the WSS.

Here is a graph of the average unemployment residuals for the six correlation groups over the 36 - year study period:

There would definitely be some interesting correlations with portfolio value and I was also thinking of asking for average monthly dividends next time.

Correlations were lower on average in 2017 compared to 2016, and this is a commonly used justification for a better stock pickers» market.

• Stable earnings growth in the last 20 years (correlation at least 0.8 out of 1.0) • Yearly earnings growth in the last 5 years at least 5 percent on average • Stable dividend growth in the past (correlation at least 0.9 out of 1.0) • Yearly dividend growth in the last 5 years at least 5 percent on average • No decreasing dividends for at least 10 years • Positive outlook for the earnings of the next business year

In the graph below I've plotted the average correlation between changes in local earnings and changes in the local country index for developed markets; the average correlation between changes in local GDP and the local country index; and the average correlation between changes in the local country index and the MSCI US index.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for VXX and the average pairwise correlation of VXX monthly returns with the monthly returns of the above assets.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for VXZ and the average pairwise correlation of VXZ monthly returns with the monthly returns of the above assets.

Topics covered: • Positive and negative correlations and how they affect the currency pairs • Which market reports affect which currencies • The minimum, average, and maximum move for each currency pair

Has Modern Portfolio Theory failed to deliver over the past decade because users employ long - term averages for expected returns, volatilities and correlations that do not respond to changing market environments?

20 % correlation for the Fed Model, versus an average correlation of 50 % for the others.

As average returns across funds tend to smooth out performance volatility due to the imperfect correlation between these funds, we also charted the performance statistics for quintile portfolios by return for the 36 funds that had full performance data for our analysis period.

In Table A1 of the appendix, we display results for a similar exercise based on selecting the top 10 % of funds based on either factor loading or value - add correlation; the results are directionally similar, although the magnitudes are (predictably) only about half as large, on average.

When we select based on the correlation of a fund's value - add over the market with factor returns, we observe that the mutual funds with high correlations to the market and to the momentum factor are the worst performers in the list with average underperformance of − 0.4 % and − 2.1 % a year, respectively (− 0.4 % and − 1.4 % a year, respectively, for the second measure).

Before anyone gets too excited though, they should take note that the basis for this argument is that the correlation between the global average temperature and a time series that represents the AMO is higher than for one that represents ENSO.

I have no way of knowing the influence of «family relationships» between models, but it is clear that a large part of the apparent correlation of projected warming rate with average surface temperature is due to more runs for some models than for others, combined with the close relationships between certain models.

I was somewhat surprised by the strong correlation between CET and global or NH MST when calculated from 10 y averages (the same for GMST and NHMST), but now I realized that the reason was fully in the dominance of AGW in that calculation.