Sentences with phrase «about subsequent returns»

For example, grocers almost always stay in the very low price / revenue deciles because they operate in a low - margin business, yet fluctuations in their price / revenue ratios over time are still very informative about subsequent returns.

Not exact matches

As we've noted previously, MarketCap / GVA has a correlation of about 92 % with actual subsequent 10 - year S&P 500 total returns, even in recent market cycles.

At present, the valuation measures we find most strongly correlated with actual subsequent S&P 500 total returns suggest zero total returns for the S&P 500 over the coming 10 years, and total returns averaging only about 1 % annually over the coming 12 - year period.

Among these, the ratio of nonfinancial market capitalization to corporate gross value - added has the strongest correlation (about -93 %) with subsequent 12 - year S&P 500 total returns.

Notice that the positive relationship between monetary growth and subsequent market returns (a coefficient about +0.4) is weaker than the negative relationship -LRB--0.6) that initiated the monetary easing in the first place.

It turns out that these deviations themselves have been strikingly informative about market returns over the subsequent decade — the greater the deviation, the more the market corrects in the opposite direction.

The prevailing overvalued, overbought, and overbullish combination of conditions has historically been associated with subsequent market returns below Treasury bill yields, so while we hold about 1 % of assets in call options as a modest speculative exposure to market fluctuations, a larger exposure closer to 2 % continues to await a short - term pullback sufficient to «clear» that overbought condition.

That's fairly close to our own estimate of about 2.4 % based on a broad range of alternative measures that are highly correlated with actual subsequent market returns.

On the basis of the most reliable valuation measures we identify (those most tightly correlated with actual subsequent 10 - 12 year S&P 500 total returns), current market valuations stand about 140 - 165 % above historical norms.

Based on the valuation measures most strongly correlated with actual subsequent total returns (and those correlations are near or above 90 %), we continue to estimate that the S&P 500 will achieve zero or negative nominal total returns over horizons of 8 years or less, and only about 2 % annually over the coming decade.

On valuation measures most strongly correlated with actual subsequent S&P 500 nominal total returns, we presently expect negative total returns for the S&P 500 on a 10 - year horizon, and total returns averaging only about 1 % annually over the coming 12 - year period (chart).

Since his fall from grace and subsequent return to the public stage — just as a commentator, for now — Spitzer has hardly been shy about criticizing his successor.

Miner agreed to give up $ 10 million during the first year in return for having the money restored in subsequent years with an assurance the city eventually would get about 24 percent of total revenues.

Blatty then returned to the world of fiction with a novel that was inspired in part by a story that he heard about while studying at Georgetown about an alleged case of demonic possession and a subsequent exorcism that was said to have occurred in 1949 in Maryland.

I have used the SWAP along these lines in my own English teaching methods course, asking teacher candidates to collect a class set of student writing at a local field placement, develop a question about that writing, inquire into the SWAP, and then return to that writing to implement strategies for giving feedback and for subsequent instruction at the field placement.

This latter variable explained about 43 % of the subsequent decade's stock returns.

It can not be stressed enough that the Fed Model destroys the information that earnings yields provide about subsequent market returns.

That is, shouldn't it tell you something ex ante about subsequent aggregate equity returns?

-- WSJ Peak Margin Debt and Subsequent Returns — Greenbackd Look Out, S&P Companies Warn About Q2 Earnings — CNBC Redemptions in -LSB-...]

But in many instances — about one - third of the time in the 1949 — 2015 period we study — we observe a disconnect; that is, the sign of equity market returns and subsequent dividend growth differs.

Kirk: I realize CAPE is not intended to be a short - term indicator, but when stocks collapsed -55 % from the peak in 2009 before about tripling in the subsequent five years, one would expect the medium term (10 years) future return outlook to imply above average returns — not the case in 2009.

While Final Fantasy VII and Square's subsequent games were an assertion of the value of developing and designing a game with a story at the center of the experience, and using that story to assert ideas about politics economics, and philosophy, Dragon Quarter was a statement in return that similarly intelligent engagements of political ideas could be built into games of minimal narrative that still focused primarily on gamers» engagement with mechanics.

The work for this exhibition has been produced alongside writing about the notion of continued production in a post-industrial landscape, where the former workers return to their now abandoned experimental factory to revisit the progressive models of production that led to their subsequent redundancy.