mean-reverting love

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Examples

  • Profit margins tend to be "mean-reverting"—meaning that when they are at extreme levels it is only a matter of time before they return to the average.

    Stocks: Bracing for Falling Profits Ben Levisohn 2011

  • However, "FX manager returns are mean-reverting," meaning they tend to return to their average, Mr. Anderson said.

    Currency Funds Face Investor Ire As Returns Fade Neil Shah 2012

  • The chart also shows how the relationship has been mean-reverting.

    The Small-Cap Stock Trap 2010

  • During stable times gold prices may move within a mean-reverting band, influenced by: (i) the level of real interest rates; (ii) the demand for jewelry, industrial uses, exchange-traded funds and other investment vehicles and identified bar and coin hoarding; and (iii) sources of supply, including new discoveries, production, forward sales and hedging by gold-mining companies, at times significant gold scrap recycling, and central bank purchases, sales and gold lending activity.

    Who's Got Gold Right? Bulls, Bears Or Both? 2010

  • Investors with faith in mean-reverting markets smell an opportunity to sell oil and buy natural gas.

    Investors Shouldn't Gorge on Natural Gas 2009

  • D(t) is something like a mean-reverting process or else a poisson process (I call this the riposte model).

    Toilet Seat Wars 2007

  • Let's say, C(t) is constant, but D(t) is something like a mean-reverting process or else a poisson process (I call this the riposte model).

    Archive 2007-02-01 2007

  • One valuation expert, the hyperbearish Jeremy Grantham of Boston-based GMO, likes to say that profit margins are "the most dependably mean-reverting series in finance."

    Global Investor: Yes, the Market Is Overvalued 2007

  • Let's say, C(t) is constant, but D(t) is something like a mean-reverting process or else a poisson process (I call this the riposte model).

    Toilet Seat Wars 2007

  • Weather may be the ultimate uncontrollable variable, but it's a mean-reverting phenomenon if ever there was one.

    Salt Away A Warm Winter Dividend Discount Josh Peters 2006

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