Posts Tagged ‘ stock-picking opportunity ’

Cross sectional spread of stock returns

June 18, 2012
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Cross sectional spread of stock returns

A look at a simplistic measure of stock-picking opportunity. Motivation The interquartile range (the spread of the middle half of the data) has recently been added to the market portrait plots.  Putting those numbers into historical context was the original impulse. However, this led to thinking about change in stock-picking opportunity over time. Data Daily … Continue reading...

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