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Insurance Companies: Value of Momentum and Mean-Reversion

From ValueWalk
January 29, 2013 - 8:41am
In the extreme short-run, mean-reversion dominates.  Over a year, momentum dominates.  Over a four year period mean-reversion returns. The same applies to insurance stocks.  This is perhaps more true of insurance stocks, because the accounting is so opaque.  When accounting…The post Insurance Companies: Value of Momentum and Mean-Reversion appeared first on ValueWalk.

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