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Examples
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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
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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
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The chart also shows how the relationship has been mean-reverting.
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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.
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Investors with faith in mean-reverting markets smell an opportunity to sell oil and buy natural gas.
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D(t) is something like a mean-reverting process or else a poisson process (I call this the riposte model).
Toilet Seat Wars 2007
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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
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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."
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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
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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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