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, ...
Two familiar ideas are shaping markets yet again: mean reversion and momentum. Investors across ...
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 ...
“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 ...
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 ...
Bitcoin trades $31,700 below mathematical fair value. Historical 133-day half-life pattern suggests systematic correction within 9 months.
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 ...
Speaking to the Investing News Network, David Erfle, editor and founder of Junior Miner Junky, explained why he believes a gold stock mean reversion is about to happen and what he's done to get ...