InvestPPEInv · Investment · Lyandres, Sun and Zhang (2008)

change in ppe and inv/assets

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1952Q1 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
4.64%
95% interval −0.15% to 8.96%
Next year
2026Q4–2027Q3
4.70%
95% interval −0.12% to 8.98%
Next five years
2026Q4–2031Q3
4.93%
95% interval −0.03% to 9.09%

Forecast made 16 Sep 2026, conditioning on this portfolio's OAP returns, which end 2024Q4. The 7 quarters between then and 2026Q4 are unobserved and are integrated out under the model.

The original paper used a sort or weighting that matches no uniform quintile or decile portfolio. Original paper: custom sort shows that series.

Cumulative market-adjusted return

+9,861% since 1952Q1 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1952Q1–2024Q4 7.23% 13.65% 0.53 4.53
2020Q1–2024Q4 2.36% 29.01% 0.08 0.18
2024Q1–2024Q4 −8.05% 9.50% −0.85 −0.85

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.34 −0.01 – 0.66 0.03
2026Q4–2027Q3 0.34 −0.01 – 0.66 0.03
2026Q4–2031Q3 0.33 −<0.01 – 0.66 0.03
Category
Investment
Form
Continuous
Data
Accounting
Sorted on
Low minus high
Names per leg
334.5 long / 361 short median · 41 at the 10th pctile
Original sample
1970–2005