Dispersion
Sophisticated Lexicon
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1m 7s
Dispersion, a statistical measure, assesses how values related to a variable spread out, using metrics like mean, variance, and standard deviation. Pries Capital leverages dispersion analysis, focusing on trailing one-month Sharpe Ratios across 34 U.S. equity sectors and style factors. Sharpe Ratios, factoring in volatility, offer more accurate insights into fund flows. This analysis not only predicts market shifts but also uncovers sector dynamics, hedge fund actions, and Quant fund activities. It serves as a guiding compass for investors, unveiling valuable insights in the ever-changing investment landscape.
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