Sentences with phrase «useful predictors of future»

Greenbackd has recently been posting some great stuff about how the price to book ratio is a demonstrably useful predictor of future investment returns.

The series is only 42 data points long (equating to 126 years), so is hardly robust, however, it may be a useful predictor of future temps since it is gistemp that lags the SST.

Insurance companies see your credit history as a useful predictor of future driving behavior and may charge higher rates if you're a Pennsylvanian with poor credit.

Not exact matches

The track record of a fund is useful knowledge, but it is a poor predictor of future results.

«Identifying VXX / XIV Tendencies» finds that the Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

«Identifying VXX / XIV Tendencies» finds that S&P 500 implied volatility index (VIX) futures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rfutures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rfutures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rFutures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

In summary, evidence indicates that a high level of investor sentiment during a bull market may be a useful predictor of low future returns for speculative stocks.

-LSB-...] is demonstrably useful as a predictor of future investment returns.

As I've discussed in the past, P / B and P / E are demonstratively useful as predictors of future stock returns, and more so when combined (see, for example, LSV's Two - Dimensional Classifications).

As these data sets expand (paleo - sea level / paleo - temperature) there's every chance we can home - in on some really self - consistent interpretations of temp / sea level / greenhouse gas relationships going back several millenia which we be extraordinarily useful as targets for modelling and as predictors of future scenarios.

The current study examined the hypothesis that discrepancies between parent and child reports of parenting can be useful as predictors of future child outcomes.