Sentences with phrase «mean reverting tendency»

In a previous post, we showed that the spot volatility index, VIX, has a strong mean reverting tendency.

In a previous post, we showed that the spot volatility index, VIX, has a strong mean reverting tendency.

How can we avoid the crowd following, mean reverting tendencies that arise from looking to others as a source of investment ideas?

How can we avoid the crowd following, mean reverting tendencies that arise from looking to others as a source of investment ideas?

Not exact matches

Note that until about 1995, this chart also had a clear mean - reverting tendency.

Now, looking at this chart, can our reader identify any «mean - reverting» tendency?

In past commentaries, we identified rising interest rates and the mean - reverting tendencies of both valuation and performance as potential value catalysts.

This type of market behavior is often unsustainable, as markets oftentimes exhibit a tendency to mean - revert.

pdf) Mauboussin provides a tour de force of data on the tendency of return on invested capital (ROIC) to revert to the mean.

The other criticism of fundamental indexing is that this new approach may not pass the test of time, as the market has a strong tendency to revert to the mean.

That's because when stocks have high multiples and tight spreads, there's little upside in holding them (future return has been brought forward to today) but there's lots of downside due to their equity valuations tendency to mean revert.

Whether it is my «mean reverting» tendencies, Professor Shiller's CAPE metric, or artificially low interest rates I just don't see Johnson & Johnson shares as a compelling investment at these levels.

Earnings growth shows the tendency to mean - revert.

Barnes, it's the control knob because its effect is stable and cumulative while the other effects vary unpredictably, cause excursions about 0.1 °C up and down, and have a tendency to revert to the mean after a couple decades.

Super, you wrote: Then, looking at the temperature data in figure 1, I would consider more carefully the atmosphere's powerful tendency to revert to the long - term mean.