Two familiar ideas are shaping markets yet again: mean reversion and momentum. Investors across ...

“A simple mean reversion model can provide effective signals for option strategies even when trading costs are included,” she says. In a study released on Monday, Commerzbank shows that prior to the ...

My December 2019 article, “Mean Reversion + Valuation = Opportunity,” cited cheap, out of favor assets including U.S. value and small caps, international, emerging markets, natural resources, MLPs and ...

Forbes contributors publish independent expert analyses and insights. I write about incisive investing advice. Financial planning is all about managing risk, and using mean reversion is a brilliant ...

Hamilton Canadian Bank Mean Reversion Index ETF (HCA:CA) declares CAD 0.096/share monthly dividend. Payable Feb. 6; for shareholders of record Jan. 30; ex-div Jan. 30. See HCA:CA Dividend Scorecard, ...

Bitcoin trades $31,700 below mathematical fair value. Historical 133-day half-life pattern suggests systematic correction within 9 months.

The idea that stock prices revert to a long term level. Hence, if there is a shock in prices (unexpected jump, either up or down), prices will return or revert eventually to the level before the shock ...

3M’s growth has been tepid, with a 5-year CAGR of 0.88%. Profitability has been in decline, with gross profitability, operating income margins, earnings and ROIC all down in the last five years. While ...