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本帖最后由 snowrider 于 2012-3-13 23:42 编辑
http://www.investopedia.com/terms/m/meanreversion.asp
"A theory suggesting that prices and returns eventually move back towards the mean or average."
http://en.wikipedia.org/wiki/Mean_reversion_(finance)
"Mean reversion involves first identifying the trading range for a stock, and then computing the average price using analytical techniques as it relates to assets, earnings, etc. When the current market price is less than the average price, the stock is considered attractive for purchase, with the expectation that the price will rise. When the current market price is above the average price, the market price is expected to fall. In other words, deviations from the average price are expected to revert to the average." |
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