An analyst revision is a change in an analyst’s forecast or recommendation for a security; as a feature, the change in the consensus forecast over a window, scaled by price or by the forecasts’ dispersion. Forecast dispersion is the cross-analyst standard deviation of the current forecasts divided by the absolute value of their mean.
Quantitative Finance · Begrippenlijst
Wat is Analyst revision, forecast dispersion?
Ook bekend als: analyst revision · forecast dispersion