Asset Class Mean Reversion: Review And Outlook

Red And Green Arrows Over Graph Paper Background

MicroStockHub

Here we review key findings from the article above and the sequel, Seeking Alpha editors’ pick Mean Reversion + Valuation = Portfolio Opportunities. Then we explore clues to what might lie ahead.

Mean Reversion Assets Looked Bad In

Asset Class returns historical

IFA, MSCI, DQYDG, Yahoo Finance, Alerian

US mean reversion asset class returns

IFA, DQYDG, Morningstar, Yahoo Finance, MSCI

Mean reversion ETF returns

Vanguard, SSGA, IFA

Foreign and emerging markets equities mean reversion returns

IFA, DQYDG, Morningstar, MSCI, Yahoo Finance

Foreign Emerging markets equity mean reversion returns

BlackRock, Wisdom Tree, IFA

natural resources returns mean reversion

IFA, DQYDG, MSCI, Yahoo Finance

Natural resources asset returns mean reversion

FlexShares, GlobalX, Morningstar

Gold ETF returns

SSGA, Aberdeen

Asset class performance by decade mean reversion

Author

Equity asset class PE ratios

Morningstar

Value vs growth stock spreads chart

AQR

Investors Intelligence Sentiment Bulls-Bears ratio

Yardeni Research

Dow to Gold ratio chart

longtermtrends.net

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