SHMARQL

mean reversion

<http://www.wikidata.org/entity/Q367137>

tendency of a financial asset or other stochastic process to drift towards its long-term mean faster than mean regression predicts
rdfs:label
"mean reversion"@en
skos:altLabel "mean-reverting"@en
schema:description "tendency of a financial asset or other stochastic process to drift towards its long-term mean faster than mean regression predicts"@en
schema:dateModified "2026-09-07T13:33:28+00:00"^^xsd:dateTime
schema:version 2541699672
wikibase:identifiers 4
wikibase:sitelinks 4
wikibase:statements 9
p:P10283 wd:statement/Q367137-468349FA-28B0-48AC-8E20-30D520AA250E
p:P1269 wd:statement/Q367137-776df84c-4b1e-4325-fde0-26464f295aff
wd:statement/Q367137-fe221159-4ec1-8f3d-8e3f-d8473c62f2ea
p:P1889 wd:statement/Q367137-0dabe8e8-4c7f-f867-02e1-825eba1668f2
p:P279 wd:statement/Q367137-31f31d23-419e-cb1b-69dd-e72ec56e421f
p:P31 wd:statement/Q367137-7dadd9f4-4f55-4dcf-64fc-1a62a202f0e3
p:P3911 wd:statement/Q367137-97088903-1272-4527-AAD1-C9344037B731
p:P6366 wd:statement/Q367137-B90EB4E1-4688-4538-9A10-32FDF34A9643
p:P646 wd:statement/Q367137-A4E166CF-ADB9-43FE-9368-FA45E3690997
p:direct-normalized/P3911 <http://zbw.eu/stw/descriptor/20506-5>
p:direct-normalized/P6366 <https://makg.org/entity/135205223>
wdt:P10283 "C135205223"
wdt:P1269 stochastic process
finance
wdt:P1889 regression toward the mean
wdt:P31 phenomenon
wdt:P3911 "20506-5"
wdt:P6366 "135205223"
wdt:P646 "/m/03cqzh3"
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