Sentences with phrase «simple reversion to the mean»

Not exact matches

The stock is well above its 200 - week simple moving average at $ 630.66 and has been above this «reversion to the mean» since the March 2009 low, when the average was $ 55.92.

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.

In additon to outperforming most of his peers, his qaurterly letter reveal him to be a smart quantitative investor, who relies on the simple mathematical concept of mean reversion.

A simple way to stay patient when entering a trade is to use a mean reversion tool like the 10 and 20 EMAs.

At the simplest level, Hussman's arguments are about mean reversion of earnings yields, something that even diehard bulls like Siegel admit to.

Unlike in the case of the simple return or the return relative to the market, we do not find mean reversion in performance once we control for manager peer - group performance.

There is a simple statistical rule — reversion to the mean — that suggests that the energy gain in the 20th century from this system will be reversed over centuries to come.