Sentences with phrase «average correlations in»

But what seems particularly troubling to some commentators in 2014 is that the underperformance of active managers has occurred in the face of below - average correlations in most equity markets.

Not exact matches

Chart 6 shows that there is a 0.73 positive correlation between the percent change in revised annual average real GDP and annual average light weight vehicle sales.

Chart 8 shows that there is a negative correlation of 0.66 between the percent change in the annual average of revised non-farm payrolls and the percent change in the annual average of revised continuing state unemployment insurance claims.

«We expect correlations in the sector will revert back toward historical averages as investors differentiate between the various headwinds at a micro level,» Kostin said in the note.

Predictions became much more accurate in a time span that almost directly followed the free - agent era: 1998 to 2015, during which time the average yearly correlation jumped, even including the execrable scores from 2015.

In periods when the fed funds rate has been below 2 %, as has been the case since end of» 08, the average correlation has been roughly -0.33 -0.25.

In addition, correlations between stocks within the S&P 500 and the MSCI World Index had fallen below their long - run average as of October 2017.

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.

In their October 2012 paper entitled «Quantifying the Behavior of Stock Correlations Under Market Stress», Tobias Preis, Dror Kenett, Eugene Stanley, Dirk Helbing and Eshel Ben - Jacob relate average stock return correlations to stock market conditions with focus on dramatic maCorrelations Under Market Stress», Tobias Preis, Dror Kenett, Eugene Stanley, Dirk Helbing and Eshel Ben - Jacob relate average stock return correlations to stock market conditions with focus on dramatic macorrelations to stock market conditions with focus on dramatic market losses.

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.

S&P 500 Correlations: This interesting graph shows the change in average stock correlations, shared by Tiho Brkan of the AtlCorrelations: This interesting graph shows the change in average stock correlations, shared by Tiho Brkan of the Atlcorrelations, shared by Tiho Brkan of the Atlas Investor.

As can be seen in Graph A1, weekly movements of the Australian dollar and the US dollar through most of this period had a high correlation (averaging 0.74).

In periods when the fed funds rate has been below 2 %, as has been the case since late» 08, the average correlation has been roughly -0.25.

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.

It's logical to see that the correlation between public tickets and public money is strengthened in heavily bet games (which I have defined as any game with more bets than the daily average), as public money has a greater impact in these marquee matchups.

Other life - threatening medical conditions may cause people to sleep longer or shorter than average, resulting in a correlation between long sleep duration and mortality.

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.

Further analysis also indicated a correlation between lean muscle mass and the average level of vitamin D in the body over the first three years of a child's life.

An extra postdoc in an average - sized lab added 0.31 publications, whereas an extra graduate student meant only an extra 0.14 (bearing in mind that these are suggestive correlations with no clear implication of cause and effect).

Using calculations and data mining, the Spanish astronomers have found that the nodes of the 28 ETNOs analysed (and the 24 extreme Centaurs with average distances from the Sun of more than 150 AU) are clustered in certain ranges of distances from the Sun; furthermore, they have found a correlation, where none should exist, between the positions of the nodes and the inclination, one of the parameters which defines the orientation of the orbits of these icy objects in space.

The branch lengths of the high - variance exon tree showed a strong positive correlation with GC content and a negative correlation with the average body mass of species, seen at a much lesser magnitude in the low - variance exon tree (Fig. 6, A to D).

«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 categorIn 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 categorin 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 categorIn 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 categorin 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.

Correlation between average levels of soluble (a, b) and insoluble (c, d) Aβ42 and Aβ40 and the magnitude of cognitive impairments in transgenic animals, during the temporal progression of the AD - like amyloid pathology.

There is an open problem in astronomy and cosmology in computing the anisotropic (direction - dependent) and isotropic (direction - averaged) 3 - point correlation (3CPF) function which provides information on the structure of the universe.

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

In fact, several functional brain network studies have generated a group network by simply averaging the correlation coefficients between the same set of nodes across subjects [10], [12], [13].

Although averaging correlation matrices across subjects can represent the connectivity between two nodes as an element in the averaged matrix, such an approach may not accurately summarize the consistent network structure.

In particular, we generated an average network by averaging the correlation matrices from all the subjects (n = 194).

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.

Average warming onset rate of change is approximately 2.0 degrees C / millennium in the Antarctic with exceptionally strong correlation coefficients of 0.98.

In a second step, the resulting clusters, represented by mean profiles, were clustered using average linkage hierarchical clustering with Pearson correlation distance measure, and visualized in a heatmap representation [52In a second step, the resulting clusters, represented by mean profiles, were clustered using average linkage hierarchical clustering with Pearson correlation distance measure, and visualized in a heatmap representation [52in a heatmap representation [52].

That highly - quantitative theory ignores conventional baseball wisdom, scouting reports and popular stats like batting averages and RBIs in favor of lesser - appreciated indicators like slugging and on - base percentages which apparently have a higher correlation to wins and losses.

The correlation between ratings by principals and the average test scores of a teacher's students is significantly higher than the correlation between ratings by principals and the teacher's value - added rating in reading (0.56 versus 0.32), though not in math.

On the vertical axis is predictive power, or correlation with a teacher's average student - achievement gain working with a different group of students in 2009 — 10.

The simple correlation between spending per student and average TIMSS test scores is 0.13 in primary school and 0.16 in middle school, on a scale where 1.0 denotes an absolute positive correlation between the two variables and 0 signals no correlation (see figure 2).

When they calculate the simple correlation between income and math achievement, Helen Ladd's approach, they find that a $ 4,000 increment (a 50 percent increase in the $ 8,000 average income reported by the families in this study) in the income of the poor family will lift student achievement by 20 percent of a standard deviation (close to a year's worth of learning in the middle years of schooling), a substantial impact that seems to support the Broader, Bolder claims.

Most teacher contracts provide a substantial salary bump, upwards of $ 10,000 per year in some cases, to a teacher who earns a master's degree, despite the fact that on average such degrees have no correlation with increased student achievement.

Within states, there is a positive correlation (r = 0.53) between the average mobility rates of public and private colleges, perhaps because of other state - specific factors that affect mobility in both sectors.

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.

The correlation between reading and science achievement was statistically significant in all 41 countries examined, ranging from 0.599 to 0.892, with an average correlation of 0.805.

The average correlation (0.819) was higher than it had been in 2003 (0.805), which is notable, as several countries that year piloted a new version of the science assessment that was specifically designed to reduce the reading difficulty or reading load of the questions while retaining the science content.

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 attainmenIn 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 attainmenin 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.

To find out how the individual states performed in 2000 compared with what we might expect on the basis of conditions in each state, I computed the correlation of completion rates with expectations based on three factors: state average socioeconomic characteristics (family income, education, and occupation); the percentage of two - parent families; and the rate at which students change schools.

In other words, a strong correlation noted in just one group of teachers (i.e., teachers scoring the lowest on their value - added and observational indicators in this case) can be relatively stronger than the «weak» correlation observed on average or overalIn other words, a strong correlation noted in just one group of teachers (i.e., teachers scoring the lowest on their value - added and observational indicators in this case) can be relatively stronger than the «weak» correlation observed on average or overalin just one group of teachers (i.e., teachers scoring the lowest on their value - added and observational indicators in this case) can be relatively stronger than the «weak» correlation observed on average or overalin this case) can be relatively stronger than the «weak» correlation observed on average or overall.

Their study identifies 21 leadership «responsibilities» and calculates an average correlation between each responsibility and whatever measures of student achievement were used in the original studies.