But in specific, recurring situations, reversion to the mean is the key to identifying market behavior.
From the perspective of mean reversion, fat tails help to create some of the best opportunities.
Mean reversion is in some august company in being well enough to read its own obituary.
If reversion to the mean means anything, the next 10 years should be good for stocks.
As far as bearish sentiment rising, it may simply represent a reversion to the mean.
Why do I think that mean reversion is still very much alive and well?
The danger for us today is not reversion to the politics of the 1980s.
Over the long term, however, reversion to the mean tends to reduce even that slim advantage.
In the estate tax arena, reversion to 2009 federal transfer tax rates and exemptions as of 2018.
Fisher contends that dating online is a reversion to an ancient, even primal approach to pairing off.
But such a reversion would exempt any income or appreciation that occurs after the gift date, say experts.
There is a reversion to the mean return, but it requires a long enough investment period to revert.
The larger the distortion of the market the more painful the eventual reversion to historical norms will be.
FORBES: If Alan Greenspan Wants To 'End The Fed', Times Must Be Changing
Long-term mean reversion is a powerful tool that investors can use to help them attain their long-term goals.
FORBES: From The Abyss Come Great Opportunities In Gold, Stocks
Mean reversion would indicate that the VIX should eventually return to levels close to its prior trading range.
FORBES: U.S. Stock Futures Higher After Fed; Netflix Upgraded to Buy at Citi
We never know when that reversion to the mean will come to the various sectors of the stock market.
Does Stiglitz suggest reversion back to the shallow underwriting standards of recent past?
FORBES: Joseph Stiglitz Reminds Us That Nobel Prizes Are Highly Misleading
Even a reversion to the historical average rates would adversely impact bond prices.
FORBES: Buffett's Right, Bonds May Fall Victim To Inflation But Hold Them For Now
But good profits aren't always the best thing in Ricks' model, which draws on the principle of mean reversion.
Mr Yeltsin's reversion to the brutalist politics of his predecessors may have been disappointing, but it was hardly surprising.
The bearish assumption is that mean reversion will narrow them, eating into profits.
FORBES: Interest Rates, Equities And Bonds: Getting Ahead Of The Curve
From a technical standpoint, there is the potential for mean reversion, or the return of the VIX to historical levels.
FORBES: U.S. Stock Futures Higher After Fed; Netflix Upgraded to Buy at Citi
The meteoric rise of Mr. Putin's party is due to his government's reversion to Soviet-style military bullying and appeals to xenophobia.
CENTERFORSECURITYPOLICY: Post-Mortem on the Russian Elections: What 'Centrists'?
Gradual reversion to the mean seems to be carrying the day: in wealth, jobs and housing as well as share prices.
"Mean reversion is the most powerful and reliable driver in capital markets, " said Robert Arnott, chairman of Research Affiliates, a Pasadena, Calif.
Mean reversion is one of the fundamental forces of nature and economics.
You need a signed letter of reversion of rights from your publisher.
FORBES: Is there gold in your backlist? Self-publish and find out!
Officials argue therefore that while Monday was a blow and a reversion to national foreign policies, writing off Europe's foreign-policy influence is premature.
It would want to inherit the Democratic nomination and then the presidency as an estate in reversion: a debt long owed, now collected.
The rebound in pessimism was a reversion to the mean for bearish sentiment, which signals that worries about the economy have not faded.
应用推荐