mean-reverting

Profit margins tend to be "mean-reverting"—meaning that when they are at extreme levels it is only a matter of time before they return to the average.

Stocks: Bracing for Falling Profits Ben Levisohn 2011

However, "FX manager returns are mean-reverting," meaning they tend to return to their average, Mr. Anderson said.

Currency Funds Face Investor Ire As Returns Fade Neil Shah 2012

The chart also shows how the relationship has been mean-reverting.

The Small-Cap Stock Trap 2010

During stable times gold prices may move within a mean-reverting band, influenced by: (i) the level of real interest rates; (ii) the demand for jewelry, industrial uses, exchange-traded funds and other investment vehicles and identified bar and coin hoarding; and (iii) sources of supply, including new discoveries, production, forward sales and hedging by gold-mining companies, at times significant gold scrap recycling, and central bank purchases, sales and gold lending activity.

Who's Got Gold Right? Bulls, Bears Or Both? 2010

Investors with faith in mean-reverting markets smell an opportunity to sell oil and buy natural gas.

Investors Shouldn't Gorge on Natural Gas 2009

D(t) is something like a mean-reverting process or else a poisson process (I call this the riposte model).

Toilet Seat Wars 2007

Let's say, C(t) is constant, but D(t) is something like a mean-reverting process or else a poisson process (I call this the riposte model).

Archive 2007-02-01 2007

One valuation expert, the hyperbearish Jeremy Grantham of Boston-based GMO, likes to say that profit margins are "the most dependably mean-reverting series in finance."

Global Investor: Yes, the Market Is Overvalued 2007

Let's say, C(t) is constant, but D(t) is something like a mean-reverting process or else a poisson process (I call this the riposte model).

Toilet Seat Wars 2007

Weather may be the ultimate uncontrollable variable, but it's a mean-reverting phenomenon if ever there was one.

Salt Away A Warm Winter Dividend Discount Josh Peters 2006