Sentences with phrase «momentum returns»

Thus, despite the failure of factor models to explain the persistence of momentum returns at the turn - of - the - year, actual trading does not award abnormal profits.

Earnings leader technology has been a large driver of momentum returns, yet other cyclical sectors in developed markets have also played a major role.

From 1990 to the end of the financial crisis, monthly changes in volatility explained approximately 30 % of the monthly variation in momentum returns, with momentum more likely to post negative returns when volatility is rising.

The price is above the EMA 56 and the RSI period 14 is above the level of 50, which means that there is a high possibility that the price could go further upwards when momentum returns to the market.

Will this adversely affect dual momentum returns?

Stochastic is heading south so bitcoin price could keep following suit until buying momentum returns.

Since the third quarter of 2009, monthly changes in the VIX have explained nearly 50 % of the monthly changes in momentum returns.

From 1990 to the end of the financial crisis, monthly changes in volatility explained approximately 30 % of the monthly variation in momentum returns, with momentum more likely to post negative returns when volatility is rising.

Momentum returned to bitcoin cash after Coinbase reinstated trading of the digital currency.