Sentences with phrase «reason for this mean reversion»
The research we present in this article provides evidence that valuations are a key reason for this mean reversion: underperforming managers tend to hold cheaper assets, with cheaper factor loadings, setting them up for good subsequent performance, whereas recently winning managers tend to hold more - expensive assets.
https://www.researchaffiliates.com/ Not exact matches
Because of a rougher - looking schedule than in years (I mean, who really knows until halfway through the season — it was a big surprise to most that the AFCW wasn't tougher in 2017 for instance, or that the NYG would suck so epically), and no Shazier, and general reversion to the mean, and no particular reason to think Ben will be available for every game... I'll say 10 -5-1 with losses @ Tampa, @ Cin, Carolina, @ Denver, LAC.
Most of the explanations we have discussed for the rise in the CAPE ratio are inherently temporary and are subject to the risk of mean reversion The CAPE naysayers tend to focus on the reasons why a high CAPE ratio can support a high return and tend to ignore the reasons this may not be the case.
Valuation - based tactical asset allocation has proven very hard to execute over time, for a simple reason: Asset - class valuations do not exhibit much mean reversion.
«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.