Sentences with phrase «on average correlation»
«Clearly correlations aren't stable through time,» he concludes, adding that investors who rely on average correlation to determine risk aren't diversifying at all.
http://www.investmentreview.com/ Not exact matches
Bond prices have tended to go up when stock prices have gone down and vice versa, displaying a negative correlation on average.
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.
A safe haven is different from a hedge, which has zero or negative return correlation with another asset or portfolio on average.
The pair also say that correlations with attitudes towards social issues like gender or racial equality could explain the differences, with those interviewed on the phone seemingly more socially liberal than average, while those polled online are more socially conservative.
Out of 58 hurricanes, 56 showed a significant correlation between lightning activity and wind speed, with peak winds arriving 30 hours after the lightning on average.
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 category.
On average we found only 54 genes per tissue (0.2 %), which showed significant correlation of gene expression with PMI (FDR < 1 %)(Fig. 3a, Supplementary Table 6), compared to 6919 genes per tissue (39.3 %), if using the same model without covariates.
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.
To test the correlation between memory recall and context, researchers recruited 10 males and 15 females who are 21.3 years old on average.
This average correlation matrix was then thresholded (see Materials and Methods) and modular organization was then detected on the resulting adjacency matrix.
The robust quantification of over 9,000 proteins and 11,000 phosphopeptides on average enabled the de novo construction of a functional protein correlation network, which ultimately exposed the collateral effects of mutations on protein complexes.
It may seem like the average price of games on the XBLA is increasing without any correlation to quality, but rest assured, Shadow Complex is worth every Microsoft point you pay.
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.
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).
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.
A recent survey of large urban districts nationwide found that students take an average of 112 mandated assessments during the K — 12 years; the survey discovered no correlation between mandated testing time and student performance on the National Assessment of Educational Progress, whose aggregate results are reported via «the Nation's Report Card.»
A review of research by Duke University Professor Harris Cooper found that for elementary school students, «the average correlation between time spent on homework and achievement... hovered around zero.»
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.
«First Implementation Year Study for the Correlation of Value - Added Model Scores, Average Scores on Marzano Elements, and Quality Ratings for Pedagogy»
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.
On average, the strength of the correlation between computer technologies and student achievement varies from low to moderate.
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 overall.
What this means in practice is that when correlations are this «weak,» it is reasonable to say statements about averages, for example, that «on average» as one variable increases the mean of the other variable increases, but it would not be prudent or wise to make predictions for individuals based on these data.
Some preliminary research by Scott Behrens at Adrian College in Adrian, Michigan, found a significant positive correlation between the habits of mind as measured on his survey and college grade point average (personal communication, April 4, 2005).
Three analyses were conducted with the cross-sectional data using teachers» WSS ratings of student achievement and students» WJ - R standard scores: a) correlations comparing the students» standard scores on the various subtests of the WJ - R and the WSS checklist and summary report ratings of student achievement within the corresponding WSS domains, b) four - step hierarchical regressions examining the different factors that accounted for the variance in students» spring WJ - R scores, and c) Receiver - Operating - Characteristic (ROC) curves, which make possible a determination of whether a random pair of average and below - average scores on the WJ - R would be ranked correctly in terms of performance on the WSS.
Here is a heat map where the average 60 - day past return is on the horizontal axis, and average sector correlation is on the vertical axis, and the variable displayed is average future 60 - day returns.
Here is a graph showing the price return on the S&P 500 over the next 60 days as a function of the average sector correlation over the last 60 days:
Here is a heat map where the average 60 - day past return is on the horizontal axis, and average sector correlation is on the vertical axis, and the variable displayed is frequency of occurrence.
It also shows that momentum persists, and higher average sector correlation has a similar effect to the above model, still positive on future returns.
Correlations were lower on average in 2017 compared to 2016, and this is a commonly used justification for a better stock pickers» market.
• Stable earnings growth in the last 20 years (correlation at least 0.8 out of 1.0) • Yearly earnings growth in the last 5 years at least 5 percent on average • Stable dividend growth in the past (correlation at least 0.9 out of 1.0) • Yearly dividend growth in the last 5 years at least 5 percent on average • No decreasing dividends for at least 10 years • Positive outlook for the earnings of the next business year
It also provides some perspective on historical correlations, specifically the difference between long - term and short - term averages.
Bond prices have tended to go up when stock prices have gone down and vice versa, displaying a negative correlation on average.
Aliaga - Diaz also cautions that a negative correlation suggests stock and bond prices will move in opposite directions on average.
In Table A1 of the appendix, we display results for a similar exercise based on selecting the top 10 % of funds based on either factor loading or value - add correlation; the results are directionally similar, although the magnitudes are (predictably) only about half as large, on average.
When we select based on the correlation of a fund's value - add over the market with factor returns, we observe that the mutual funds with high correlations to the market and to the momentum factor are the worst performers in the list with average underperformance of − 0.4 % and − 2.1 % a year, respectively (− 0.4 % and − 1.4 % a year, respectively, for the second measure).
@Eric FD @Gary — I'm sure theres a correlation between redemption shares and the redemption value (average nightly rate / number of points), and data on redemption value is publicly available.
On that note, the correlation between average playtime and play rate is fairly high.
http://people.whitman.edu/~storchkh/clim.pdf It shows a pretty good correlation of wine quality with temperature on average.
While noisy, the correlation looks significant, with those models that calculate a warmer mean temperature projecting (on average) a lower rate of future warming.
A scientist would never focus on ONLY one variable, CO2, probably a very minor variable with no correlation with average temperature, when there are dozens of variables affecting Earth's climate... and then further focus only on manmade CO2, for political reasons (only that 3 % of all atmospheric CO2 can be blamed on humans... which is the goal of climate modelers... along with getting more government grants.)
Strong correlation between the Arctic temperature anomaly and averaged strength of the geomagnetic field (R2 > 0.8) is not necessarily proof of causation, but it is stronger than what Dr. Soon proposes, on the other hand Dr. Schmidt and Dr. Svalgaard, pursuing their own different agendas, may wish to discredit.
Additional issues The above correlations are based on the average of data from trees at a single site in Ireland.
Correlations between the errors increase the estimated uncertainties on grid - box averages.
Se top graph in: http://www.vukcevic.talktalk.net/NAP-SST.htm Why this difference it is not clear, it could be due to global data «homogenization», on the other hand geological data from the N. Atlantic show close correlation to average movement of the N.A. SST (see second graph in the above link).
Exactly, but using good numbers not a «hotchpotch assembly» for which it is claimed to be global temperature (there is no such thing, there is global energy content, but that is totally different story) So calculate correlation CET - GT from 1880 using 5 year bin averaging http://www.vukcevic.talktalk.net//CETGNH.htm P.S. your statement on natural variability on decadal scale is grossly misleading, you got about 130 years of good records so you need to look at multi-decadal picture.
As you know, on average CO2 lags temperature change by about 800 years (it varies depending on who does it, the correlation is rather broad and flat, so the number is pretty squirrelly), it is untrue to suggest that natural fluctuations in CO2 always follow temperature fluctuations.
This is probably a point where you and I agree: namely that human CO2 emissions have a correlation with atmospheric CO2 levels on a multi-annual basis, even though the relation is not clear on a year - to - year basis, where between 15 % and 90 % of the emitted CO2 «remains» in the atmosphere., with this averaging out to around 50 % over the longer tem.