retConglomerate · Lead lag · Cohen and Lou (2012)

Conglomerate return

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1976Q2 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
4.07%
95% interval −0.26% to 8.22%
Next year
2026Q4–2027Q3
4.08%
95% interval −0.27% to 8.23%
Next five years
2026Q4–2031Q3
4.11%
95% interval −0.32% to 8.29%

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

+516% since 1976Q2 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1976Q2–2024Q4 4.96% 15.59% 0.32 2.22
2020Q1–2024Q4 1.92% 13.94% 0.14 0.31
2024Q1–2024Q4 3.29% 12.93% 0.25 0.25

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.26 −0.02 – 0.53 0.03
2026Q4–2027Q3 0.27 −0.02 – 0.54 0.03
2026Q4–2031Q3 0.27 −0.02 – 0.55 0.03
Category
Lead lag
Form
Continuous
Data
Price
Sorted on
High minus low
Names per leg
139 long / 138 short median · 37 at the 10th pctile
Original sample
1977–2009