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Reversion To The Mean Is Dead. Investors Beware.

FYI: When I was a junior analyst at Sanford Bernstein nearly 25 years ago, our betters drummed into our heads that everything in the investment world went back to normal and that John Templeton was right when he said that the four most expensive words in the English language were “this time it’s different.” Bernstein had a sophisticated computer model that we referred to as the black box; its job was to tell us worker bees the most statistically cheap sectors every month. Like good worker bees, we would more or less automatically buy the stocks in those sectors and sell stocks in the most expensive sectors. The black box minted money for the firm and its clients for decades, precisely because everything did eventually return to normal. Cheap auto stocks appreciated to fair value, expensive tech stocks returned to average, and the investing world was good—safe and predictable. It was indeed dangerous to think “this time it’s different.”
Regards,
Ted
https://www.barrons.com/articles/reversion-to-the-mean-is-dead-investors-beware-51556912141?mod=past_editions

Comments

  • Fascinating article, thanks for posting. Yet DSENX/DSEEX, which seems to basically function on sector rotation toward undervalued sector, has been a superlative performer.
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