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- Mean_reversion_(finance) abstract "In finance, mean reversion is the assumption that a stock's price will tend to move to the average price over time.Using mean reversion in stock price analysis involves both identifying the trading range for a stock and computing the average price using analytical techniques taking into account considerations such as earnings, etc.When the current market price is less than the average price, the stock is considered attractive for purchase, with the expectation that the price will rise. When the current market price is above the average price, the market price is expected to fall. In other words, deviations from the average price are expected to revert to the average.Stock reporting services commonly offer moving averages for periods such as 50 and 100 days. While reporting services provide the averages, identifying the high and low prices for the study period is still necessary.Mean reversion has the appearance of a more scientific method of choosing stock buy and sell points than charting, because precise numerical values are derived from historical data to identify the buy/sell values, rather than trying to interpret price movements using charts (charting, also known as technical analysis).Some asset classes, such as exchange rates, are observed to be mean reverting; however, this process may last for years and thus is not of value to an investor.Mean reversion should demonstrate a form of symmetry since a stock may be above its historical average approximately as often as below.A historical mean reversion model will not fully incorporate the actual behavior of a security's price. For example, new information may become available that permanently affects the long-term valuation of an underlying stock. In the case of bankruptcy, it may cease to trade completely and never recover to its former historical average.".
- Mean_reversion_(finance) wikiPageExternalLink papers.cfm?abstract_id=1608822.
- Mean_reversion_(finance) wikiPageExternalLink pap03_10.pdf.
- Mean_reversion_(finance) wikiPageID "14013014".
- Mean_reversion_(finance) wikiPageLength "2801".
- Mean_reversion_(finance) wikiPageOutDegree "11".
- Mean_reversion_(finance) wikiPageRevisionID "648343941".
- Mean_reversion_(finance) wikiPageWikiLink Asset_classes.
- Mean_reversion_(finance) wikiPageWikiLink Category:Market_trends.
- Mean_reversion_(finance) wikiPageWikiLink Cointegration.
- Mean_reversion_(finance) wikiPageWikiLink Convergence_trade.
- Mean_reversion_(finance) wikiPageWikiLink Gamblers_fallacy.
- Mean_reversion_(finance) wikiPageWikiLink Moving_average.
- Mean_reversion_(finance) wikiPageWikiLink Ornstein–Uhlenbeck_process.
- Mean_reversion_(finance) wikiPageWikiLink Pairs_trade.
- Mean_reversion_(finance) wikiPageWikiLink Regression_toward_the_mean.
- Mean_reversion_(finance) wikiPageWikiLink Technical_analysis.
- Mean_reversion_(finance) wikiPageWikiLink Trend_following.
- Mean_reversion_(finance) wikiPageWikiLinkText "Mean reversion (finance)".
- Mean_reversion_(finance) wikiPageWikiLinkText "Mean reversion".
- Mean_reversion_(finance) wikiPageWikiLinkText "converged".
- Mean_reversion_(finance) wikiPageWikiLinkText "mean reversion".
- Mean_reversion_(finance) wikiPageWikiLinkText "mean-reversion".
- Mean_reversion_(finance) wikiPageWikiLinkText "mean-reverting".
- Mean_reversion_(finance) wikiPageWikiLinkText "revert to mean".
- Mean_reversion_(finance) wikiPageUsesTemplate Template:Other_uses.
- Mean_reversion_(finance) wikiPageUsesTemplate Template:Stock_market.
- Mean_reversion_(finance) subject Category:Market_trends.
- Mean_reversion_(finance) hypernym Assumption.
- Mean_reversion_(finance) type Market.
- Mean_reversion_(finance) comment "In finance, mean reversion is the assumption that a stock's price will tend to move to the average price over time.Using mean reversion in stock price analysis involves both identifying the trading range for a stock and computing the average price using analytical techniques taking into account considerations such as earnings, etc.When the current market price is less than the average price, the stock is considered attractive for purchase, with the expectation that the price will rise.".
- Mean_reversion_(finance) label "Mean reversion (finance)".
- Mean_reversion_(finance) sameAs Q367137.
- Mean_reversion_(finance) sameAs Mean-Reversion-Effekt.
- Mean_reversion_(finance) sameAs m.03cqzh3.
- Mean_reversion_(finance) sameAs Q367137.
- Mean_reversion_(finance) wasDerivedFrom Mean_reversion_(finance)?oldid=648343941.
- Mean_reversion_(finance) isPrimaryTopicOf Mean_reversion_(finance).