ET Now on MSN2 个月
What is Mean Reversion in stock market and how it works? Explained
One part of the Mean Reversion is using 50-day moving averages. Citing an example of Oracle Financial Services Software stock ...
Harvard Business School9 年
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Viceira, Luis M., John Y. Campbell, Francisco Gomes, and Pascal J. Maenhout. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor." European Finance Review 5, no. 3 ...
The Financial Times20 天
Mean reversion: has AI abolished gravity for share prices?
Mean reversion would vindicate both actions ... The multiple for AI chipmaker Nvidia would, for example, be just 16 times at today’s stock price and at 2029 predicted earnings.