All posts tagged "mean reversion"

  • Meb Faber
    Mebane Faber Reveals Asset Classes Poised for Massive Gains

    Mebane Faber, co-founder and the Chief Investment Officer of Cambria Investment Management, has authored a post at his investing blog discussing the concept of mean reversion and what it could mean for several downtrodden asset classes.

    • Posted April 22, 2016
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  • An Interesting Strategy Involving Mean Reversion

    Mebane Faber at World Beta highlights a strategy capitalizing on mean reversion, the tendency of asset classes to revert to their historical average returns. The strategy involves buying the worst performing asset class from 3 years prior...

    • Posted September 16, 2010
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  • Odds Favor Bounce After Quarterly Dip

    One of the simplest ways to forecast future performance is to look at past performance while weighing in the mean reversion tendencies of the market. Bernard Condon quotes analysis by Standard & Poors Chief Strategist Sam Stovall...

    • Posted July 5, 2010
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  • The Case for Large Cap Stocks

    Alan Brochstein has an article posted at Seeking Alpha focusing on the virtues of large cap stocks. He discovered by looking at the fundamentals large caps appear to be significantly undervalued. Brochstein projected the total return for...

    • Posted October 20, 2009
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  • The Mean Reverting Tendency of the Stock Market

    The stock market has a tendency to have positive years after big down years as shown in the chart below (11 out of 15 anyway): Source: http://www.tradersnarrative.com/how-i-learned-to-love-mean-reversion-stopped-worrying-about-the-bear-market-3110.html ***

    • Posted October 13, 2009
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  • Henry Blodgett Writes That Stocks are Distinctly Cheap

    Henry Blodgett was made famous for touting ridiculously overpriced internet stocks in the late 90’s. He’s now saying that stocks are priced for fairly good returns even though the S&P 500 could temporarily plunge to 600. Blodgett...

    • Posted February 18, 2009
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