Sentences with phrase «points for mean reversion»

Subtract 29 basis points for the total return, and add back 12 basis points for mean reversion, and that would leave us at 4.41 %.

Not exact matches

This means that materials could be ripe for mean reversion, representing one of the most attractive entry points in recent memory.

This recent turn of events favoring international equities over U.S. equities could point to the early makings of a mean - reversion following years of outsized gains for U.S. equities.

In the case of YouGov, this is actually within the normal range of their recent polling (they had the Tory lead at 7 and 8 points in August too) and the MORI poll is probably at least partially a reversion to the mean after an anomalously high 45 % score for the Tories their previous poll.

Value managers are usually looking for a reversion to a mean; trying to identify assets that they consider undervalued at this point but that they think are going to come back.

I think your point about using CAPE across countries as a way of allocating money across global equity markets is a good one but it does draw on the cross sectional version of mean reversion, not the time version that many in the market are using CAPE for right now.

Perhaps mean reversion for these strategies still lies in their future, at which point the typical negative relationship will become evident.

assume mean reversion at some point, and wait for a better pitch), and then asks, «What if my choice is wrong?»

«For those reasons, we see a mean reversion play out over the coming months as players look to cash in and late - coming bulls are flushed, with support in the $ 400s, at which point a pump and dump cycle may start once again,» he said.