Sentences with phrase «for mean reverting»

As an analytical tool they can be used to assess whether a currency is looking stretched vs its longer term trend (for trending currencies) or vs its long term average (for mean reverting currencies).

Not exact matches

Now, it's easy to see that market cap / GDP hasn't reverted back to its mean for quite a long time.

While we wait for oil to revert back to its mean, however, the world can enjoy and benefit from inexpensive gas.

for sure its not ideal, and negative real returns on fixed income assets / cash are not the norm so hopefully it will get better / revert to mean

Lurking beneath the currently benign credit metrics, however, lies significant potential losses for both banks and bond investors as an when we revert to the mean.

I think Michael Dell is an incredible entrepreneur, and the business model he developed for Dell Computer allowed him to reap incredible rewards from an industry with commodity characteristics, mean - reverting profit margins, and low barriers to entry.

Unfortunately, I just started my freshman year in college, which meant saying goodbye to the kitchen I have heavily cooked and baked in for the past few years and reverting to the «joys» of the cafeteria.

If Arsenal stick with three centre backs then Mustafi must be considered a far better choice for the third birth alongside Kos and Holding rather then Monreal.Kolasinac has to come back in at left eing - back and Bellerin revert to the right.Midfield is a very different matter.Arsenal still desperately need a proper defensive central player.Ozil in this current side can not be considered anything more than a luxury.All of Bournemouth's creativity will come down the flanks so it's necessary to put players on to the pitch who are prepared to fulfill their defensive duties.This also means that unless Ramsey can work out that he's playing in midfield not as a number 10 he has no place on the team either.

However, it was hard work for both of us, and for our subsequent children we reverted to the more traditional arrangement: I went out to work while she stayed home, even though that meant a significant loss of income.

Pluralistic democratic politics was constitutionally hardwired into the three traditional parties as a basis for securing the peace of the federal republic, whereas in this country the perpetual evolution of party structures means that there remains a representative body of opinion on both right and left within Labour and the Conservatives which tends to revert to dogma.

In effect, according to this source, the party is simply reverting to the system it had prior to creating DFS, which means candidates will pay for canvassing services via straight contributions and not in a «fee - for - service» manner.

I mean think about it, the cabbage soup diet might help you shift the pounds in time for the wedding, but once you revert to eating anything but cabbage, the pounds return.

That is, your contract may say that your rights will revert to you after your book goes out of print, but if you have an ebook, the publisher takes that to mean that as long as an ebook is for sale anywhere, the book is still in print.

(Again, ask an IP attorney for the exact meaning of your clause and ask the attorney directly when you can have your rights reverted under that clause and what has to happen).

However, some contracts with the smaller publishers are now time - limited, meaning that the publisher buys the rights for a set period (say, one to three years) and then the rights are automatically reverted to the author.

That was addressed in the JManga closing post ~ the licenses revert when JManga closes their reader (I think the last day 20May, which would mean they revert 21May), no clue what will happen after that and don't expect to hear anything in the short term future ~ it will be certainly months and quite possibly years until something new gets sorted out for Manga that are not getting a primary North American release.

This means that if fluctuates up and down, and although it might trend for a short period of time, it generally reverts to a long term mean over the long term.

Value buyers like me look for strong companies in the green zone, thinking that industries mean - revert.

The forward market for 1 - year implied volatility doesn't exist in any deep way, so the insurance company decides that it will have to take its chances, and assume that volatility will mean revert over longer periods of time.

Profit margins may mean - revert eventually, but it might be a while for that to happen, given the global pressures that are keeping wage rates low.

As for momentum, my rule of thumb is that momentum persists in the short run, and mean - reverts in the intermediate term.

If you hold a special situation or cigar butt for 6 - 12 months you can get a nice return, but hold them for 5 years and the returns will revert to the mean.

With observers agreeing on the end of the «Great Moderation» and sub-par economic growth likely for the foreseeable future, recessions are likely to revert back to occurring once every 4 - 5 years on average, meaning recession forecasting will become more important to active portfolio performance.

My view is that profit margins will not revert to mean for many years, until the increase in capitalist labor is absorbed.

Our studies indicate there is a high probability for the discounts to be «mean reverting».

Broadly speaking, stocks tend not to break out of these longer - term uptrending channels for very long before mean - reverting back in.

For example, the idea that volatility is mean reverting.

Mean - reversion is involved in value investing, in the sense that return on equity for firms tends to mean - revert over time.

Foreign profits compete for all non-U.S. income, so a huge number, and it isn't mean reverting in the same way domestic profits are, which compete for U.S. income with employee comp, renters income, interest income, taxes, etc..

Or perhaps a flood of new investment capital over the last decade or so has produced a lofty ending valuation, which has yet to mean revert, 12 and which would lead the regression to underestimate the true power of valuation for the low beta factor.

When a high CAPE mean reverts toward the historical norm, the resulting forward return for the equity market falls meaningfully below average.2

The investor return gap persists, despite strong evidence that factor performance is mean reverting, because investors use the manager selection process for alpha timing.

The precise advantage of rebalancing varies based on the targeted asset mix, but the strategy consistently beats portfolios that are not rebalanced for a simple reason: Investment results «revert to the mean» over long stretches.

Unfortunately for them, however, the value premium is mean - reverting.

Rather we must rely on the statistical base case for undervalued, money - losing securities — that they will spontaneously mean revert toward a state of earning power commensurate with their assets.

The question on whether returns revert to the mean over time is probably one of the most fundamental ones to investing, for me.

I think Michael Dell is an incredible entrepreneur, and the business model he developed for Dell Computer allowed him to reap incredible rewards from an industry with commodity characteristics, mean - reverting profit margins, and low barriers to entry.

It featured articles on whether the returns on industries as a whole mean - revert or have momentum, whether there is a valuation effect on industry returns, «social responsibility» in investing, and the existence of equity discount rate for the market as a whole.

Some financials for example, if anything, will revert to the mean upwards and not downwards.

Due to the speculative and contrarian nature of the Forex market prices tend to continue in one direction for a decent move and then revert back to the mean or value - area.

Often, cardholders must «sign up» for the bonus categories each period (often quarterly) and there's usually a spending cap, meaning cardholders will earn the bonus cash back up to a particular spending threshold ($ 1,500 is a pretty typical spending cap) and then rewards will revert to the non-bonus level (usually 1 percent).

This means the Pro Evolution Soccer series will no longer be able to use Champions League brand in future games so it will probably revert to a spoofed competition that resembles Champions League in format and participation for Master League and Become a Legend purposes.

One thing that is for certain is that these oscillations revert to the mean over the long term, and can not be used to explain a natural secular warming trend, which is what the climate sceptics seem to be running on about recently.

If a «yes» vote meant that the system would be introduced for the next two, not more than three elections at the end of which there would be another vote to either confirm the new system or revert to the old FPTP, I think the public would be far less hesitant to support reform.

The reason for this is that the barycentric oscillation reverts to a mean of zero as the positive and negative excursions balance out over the years.

For extrapolation, all noise models will eventually revert to the mean of the calibration method, and so if that wasn't actually the case, the proxies should outperform the noise.

For Layers, this means your Layers pages have no real «draft» state or way to revert to an older version unless you painstakingly Save and export.

If Apple were to once again revert to producing its own chips, it would mean switching from the x86 instruction set at the heart of Intel processors to the ARM architecture, which has become the standard for smartphone chips.

According to Kuo, Apple will wait to see how things pan out with the iPhone X before deciding whether to ditch Touch ID completely next year on all 2018 models for Face ID or revert to it as a means of unlocking devices and authentication for payments.

At the moment, that means a family of four pays $ 90 a month for unlimited data until March 31, 2018, when the promotion ends and the monthly cost reverts to $ 160.