Sentences with phrase «price mean reverting»

Looks like I can't really get any comparison here but wanted to point out that brexit was a geopolitical event vs. last weeks oversold parabolic melt up in s & p price mean reverting.

Not exact matches

It's just a matter of time before we see a reversion to the mean in which housing prices revert back to the true fundamental condition of the middle class in this country.

First, profit margins in the U.S. seem to have stopped mean reverting in the old, normal way, and second, some real estate markets have bubbled up and then stayed there at high prices.

Often used by traders using a mean reversion strategy where price moving above or below the bands is «stretched» and potentially expected to revert back inside the bands.

Exxon Mobil is undervalued, and we believe that today's investors should be handsomely rewarded when oil prices revert to their historical means.

Over the long - run performance of both companies and share prices generally revert to the mean.

When equity prices revert back to the mean, they get burned because huge portions of their portfolios drop and they've sold off the portion that would bounce back.

We think prices should eventually revert to the mean; the main question is timing.

Because earnings measured over shorter horizons such as one year are extremely volatile and mean reverting, the ratio of prices to current earnings does not predict future long - term returns.

Sometimes, market sentiment pushes prices to extremes before the prices revert to the mean.

A detail - oriented reader will notice that valuations may mean - revert due to either price changes or to portfolio turnover.

The key fact is that over timeframes above a year, both performance and prices tend to mean revert.

As I understand it, volatility is mean reverting, but price isn't necessarily.

We think prices should revert to the mean, but we're realistic and recognise that it's not as simple as saying «when not if.»

First of all, price reverted to the mean and continued lower as business results faltered.

Price changes tend to mean revert, so estimates of annualized realized volatility drop as the length of the period rises.

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.

It's the basics of mean reversion, asset prices will always revert to its average eventually.

Mean reversion is a generally consistent force within financial markets (albeit difficult to time), and should that occur, traded REIT prices eventually revert to the historic lower mean.