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Mean Reversion

Type: Keyphrase

Name: Mean Reversion

First reported May 20 2013 - Updated 3 hours ago - 2 reports

Asian Session Notes: 5/21/13: Focussing on the AUDNZD play

Resistance: 0.8177 moderate / 0.8208 minor / 0.8255 moderateSupport: 0.8138 moderate / 0.8107 minor / 0.8060 moderateSeparating the Wellington open into a different daily candle gives us a three inside up pattern in NZDUSD, suggesting that mean reversion ... [Published International Business Times Canada - 3 hours ago]

Entities: Mean Reversion, Inflation, Consensus Forecast, Retracement

First reported 14 hours ago - Updated 14 hours ago - 1 reports

Equity Risk Premiums (ERP) and Stocks: Bullish or Bearish Indicator

If you have been following my blog postings, you are probably aware that I have an obsession with equity risk premiums (ERP), and have done an annual survey paper on the topic $ every year since 2008 (with the 2013 update here). I also post a$ monthly ... [Published Wall Street Pit - 14 hours ago]

Entities: Federal Reserve System, Stock Prices, S&P 500, Mean Reversion

First reported May 17 2013 - Updated May 17 2013 - 1 reports

The Takeaway: The uselessness of money management

JPMorgan goes crazy-bullish: S&P target taken from 1580 to 1715. $(The Tell)Ed Yardeni: PE ratios are merely expanding from fear-depressed levels, this is mean reversion and not a mania. $(Dr Ed's Blog)Yes, stocks are up and no, this is not 1999. $(The ... [Published Investment News - May 17 2013]

Entities: Money Management, Ed Yardeni, Justin Fox, Mean Reversion, Wall Street

First reported May 17 2013 - Updated May 17 2013 - 1 reports

The Bigger VIX-ture

We get some questions on Twitter, sometimes even related to the CBOE Market Volatility Index (INDEXCBOE:VIX).It's a fair point. I imagine I come off as bearish on volatility with a tendency to read every sporadic sign of VIX strength as unsustainable ... [Published Schaeffers Research - May 17 2013]

Entities: Volatility, Market Timer, Mean Reversion, Schaeffer's Investment Research, Simple Moving Average

First reported May 17 2013 - Updated May 17 2013 - 1 reports

Cazenove’s Le Jehan: Golden haze - why we’re adding to gold equities

I spent a happy day last week listening to some of the most celebrated value investors of our time, gathered together at a conference here in London. Sitting there, hearing the varying philosophies and approaches, I was struck by just how difficult it ... [Published Fund Strategy - May 17 2013]

Entities: Mean Reversion, Philadelphia (Pennsylvania, United States), warrants, Mineral

First reported May 16 2013 - Updated May 16 2013 - 2 reports

Federal Reserve System

The S&P 500 Is Now At Extremes

Submitted by Lance Roberts of Street Talk Live blog ,Today's chart looks at the market from a technical perspective. While there are a plethora of Wall Street analysts calling for much higher levels for the S&P 500; most of these calls are based simply ... [Published Zero Hedge - May 16 2013]

Entities: Moving Average, S&P 500, Standard Deviation, Federal Reserve System

First reported May 16 2013 - Updated May 16 2013 - 2 reports

This Stock Market Rally Appears To Be Simple Mean Reversion

URL Ed Yardeni is the President and Chief Investment Strategist of Yardeni Research Recent Posts Reversion to the Mean (excerpt) China (excerpt) S&P 500 Earnings Expectations (excerpt) "The end is near" has been the bears' dire prediction since the start ... [Published Business Insider - May 16 2013]

Entities: Mean Reversion, Ed Yardeni, Valuation Multiple, S&P 500, Stock Market

First reported May 16 2013 - Updated May 16 2013 - 2 reports

Canada's Economy Is Entering A World Of Hurt [CHARTS]

Economists have been debating . In a new report, that question is missing some much scarier stuff going on up north.Yes, housing is now in decline after largely avoiding the 2008 shock, they say. But everything else has also been going haywire: unemployment, ... [Published Business Insider - May 16 2013]

Entities: Canada, Pacifica (United States), Mean Reversion, Reproducibility

First reported May 16 2013 - Updated May 16 2013 - 1 reports

Asian Session Notes 5/16/13

USDJPYResistance: 102.61 minor / 103.00 minor / 103.78 moderateSupport: 102.15 moderate / 101.83 minor / 101.35 moderateWe have a high wave candle in daily USDJPY forming for the Wednesday close though we also have key data coming out at 2350GMT, preliminary ... [Published International Business Times Australia - May 16 2013]

Entities: Mean Reversion, Manufacturing

First reported May 16 2013 - Updated May 16 2013 - 1 reports

Asian Session Notes 5/16/13

Resistance: 102.61 minor / 103.00 minor / 103.78 moderateSupport: 102.15 moderate / 101.83 minor / 101.35 moderateWe have a high wave candle in daily USDJPY forming for the Wednesday close though we also have key data coming out at 2350GMT, preliminary ... [Published International Business Times Canada - May 16 2013]

Entities: Mean Reversion, Consensus Forecast, Retracement, Divergence

First reported May 16 2013 - Updated May 16 2013 - 1 reports

Time to take profits to PC drive makers

Since then, they have returned nearly 50 per cent and 30 per cent, respectively. And they’re still cheap, particularly for the tech sector. But I’m happy now to take my profits and go home. I see enough potential downside in these names to make me take ... [Published Globe and Mail - May 16 2013]

Entities: Western Digital Corp, IDC International Data Corp, Richard Kugele, Cindy Shaw, Supremex Inc

First reported May 15 2013 - Updated May 15 2013 - 1 reports

Software Giant's Breakout Rally Could Land Traders Profits in 3-6 Weeks

As the S&P 500 bounced off the solid support area near 1,540 on April 19, the technology sector also found solid footing again. Over the next three weeks, the Technology Select Sector SPDR (XLK) rallied a strong 8%, and along with the materials and energy ... [Published Yahoo! Finance - May 15 2013]

Entities: Mean Reversion, S&P 500, United States

Quotes

"Investors in our funds will be aware of our unwavering belief in the power of mean reversion" he said in a recent note to investors

Alternatives to the Jupiter European fund [Published TrustNet - May 19 2013]

"If I was Ben Bernanke, there would be two things I've got to be concerned about," Roberts said in phone interview today "One is creating asset bubbles: If you look at yields on junk bonds, they are at historic lows. The other is the margin on NYSE stocks, which is the amount of leverage investors have taken on. Markets have gone virtually parabolic"

The S&P 500 Is Now At Extremes [Published Zero Hedge - May 16 2013]

"The weakness in the Canadian job market may come as a surprise to some readers as news headlines often indicate a reduction in the unemployment rate" Pacifica says

Canada’s Economy Is Entering A World Of Hurt [CHARTS] [Published Business Insider Australia - May 16 2013]

More Content

sort by: Date \| Relevance
Asian Session Notes: 5/21/13: Focussing on the ... [Published International Business Times Canada - 3 hours ago]
Equity Risk Premiums (ERP) and Stocks: Bullish ... [Published Wall Street Pit - 14 hours ago]
Asian Session Notes 5/20 [Published International Business Times UK - May 20 2013]
Alternatives to the Jupiter European fund [Published TrustNet - May 19 2013]
The Takeaway: The uselessness of money management [Published Investment News - May 17 2013]
The Bigger VIX-ture [Published Schaeffers Research - May 17 2013]
Cazenove’s Le Jehan: Golden haze - why we’re ad... [Published Fund Strategy - May 17 2013]
The S&P 500 Is Now At Extremes [Published Zero Hedge - May 16 2013]
The S&P 500 Is Now At Extremes [Published Zero Hedge - May 16 2013]
This Stock Market Rally Appears To Be Simple Me... [Published Business Insider - May 16 2013]
This Stock Market Rally Appears To Be Simple Me... [Published Clusterstock - May 16 2013]
Canada’s Economy Is Entering A World Of Hurt [C... [Published Business Insider Australia - May 16 2013]
Canada's Economy Is Entering A World Of Hurt [C... [Published Business Insider - May 16 2013]
Canada's Economy Is Entering A World Of Hurt [C... [Published Clusterstock - May 16 2013]
Asian Session Notes 5/16/13 [Published International Business Times Australia - May 16 2013]
Asian Session Notes 5/16/13 [Published International Business Times Canada - May 16 2013]
Time to take profits to PC drive makers [Published Globe and Mail - May 16 2013]
Software Giant's Breakout Rally Could Land Trad... [Published Yahoo! Finance - May 15 2013]
Asian Session Notes 5/15/13: Aussy pairs at the... [Published International Business Times Canada - May 15 2013]
UBS: Corporate Profit Margins Will Stay High [Published Business Insider - May 13 2013]
UBS: Corporate Profit Margins Will Stay High [Published Clusterstock - May 13 2013]
City Financial's Himsworth: I find myself cryin... [Published Fund Strategy - May 13 2013]
Asian Session Notes 5/13/13: Waiting for Austra... [Published International Business Times UK - May 13 2013]
Currency volatility could hurt FII interest [Published Smart Investor - May 11 2013]
Harpooning Ben Bernanke [Published New York Times - May 11 2013]
Chemed Falls 4.76% on Heavy Volume: Watch For P... [Published Comtex SmarTrend - May 10 2013]
Watch for Endo Pharmaceuticals to Potentially R... [Published Comtex SmarTrend - May 10 2013]
The BTFD Strategy Has Never Worked Better (But ... [Published Zero Hedge - May 10 2013]
The BTFD Strategy Has Never Worked Better (But ... [Published Zero Hedge - May 10 2013]
Dollar Rally Rolls on; Loonie Benefits? [Published AdBanks.net - May 10 2013]

Blogs

sort by: Date \| Relevance
Equity Risk Premiums (ERP) and Stocks: Bullish ... [Published Wall Street Pit - 14 hours ago] If you have been following my blog postings, you are probably aware that I have an obsession with equity risk premiums (ERP), and have done an annual survey paper on the topic $ every year since 2008 (with the 2013 update here). I also post a$ monthly ...
The S&P 500 Is Now At Extremes [Published Zero Hedge - May 16 2013] Submitted by Lance Roberts of Street Talk Live blog ,Today's chart looks at the market from a technical perspective. While there are a plethora of Wall Street analysts calling for much higher levels for the S&P 500; most of these calls are based simply ...
The S&P 500 Is Now At Extremes [Published Zero Hedge - May 16 2013] Submitted by Lance Roberts of Street Talk Live blog , Today's chart looks at the market from a technical perspective. While there are a plethora of Wall Street analysts calling for much higher levels for the S&P 500; most of these calls are based ...
This Stock Market Rally Appears To Be Simple Me... [Published Clusterstock - May 16 2013] "The end is near" has been the bears' dire prediction since the start of the bull market on March 9, 2009. This year's rally to new record highs suggests that the bears have lost their credibility and that investors are becoming increasingly convinced ...
Canada's Economy Is Entering A World Of Hurt [C... [Published Clusterstock - May 16 2013] Economists have been debating whether Canada's housing market was in a bubble and when that bubble would burst . In a new report, British Columbia-based Pacifica Partners Capital Management asserts that question is missing some much scarier stuff ...