ReturnSkew · Risk · Bali, Engle and Murray (2015)

Return skewness

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1926Q3 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
1.33%
95% interval −0.64% to 3.23%
Next year
2026Q4–2027Q3
1.35%
95% interval −0.69% to 3.31%
Next five years
2026Q4–2031Q3
1.44%
95% interval −0.90% to 3.66%

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.

Cumulative market-adjusted return

+457% since 1926Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1926Q3–2024Q4 2.16% 9.21% 0.23 2.33
2020Q1–2024Q4 2.05% 8.52% 0.24 0.54
2024Q1–2024Q4 −6.26% 4.70% −1.33 −1.33

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.15 −0.07 – 0.35 0.09
2026Q4–2027Q3 0.14 −0.07 – 0.34 0.09
2026Q4–2031Q3 0.11 −0.07 – 0.30 0.11
Category
Risk
Form
Continuous
Data
Price
Sorted on
Low minus high
Names per leg
469 long / 469 short median · 72 at the 10th pctile
Original sample
1963–2012