Glossary entry (derived from question below)
English term or phrase:
industry-demeaned
Portuguese translation:
subtraindo a média do setor (de-meaning)
Added to glossary by
Matheus Chaud
Jun 18, 2021 17:41
2 yrs ago
29 viewers *
English term
industry-demeaned
English to Portuguese
Bus/Financial
Finance (general)
Olá colegas,
Trata-se de texto do mercado financeiro e de capitais: Further decomposing the within-industry reversal strategy into its three ... DR measure industry-demeaned cash flow or discount rate news, and are thus more. Alguma sugestão para "industry demeaned"? Tks
Trata-se de texto do mercado financeiro e de capitais: Further decomposing the within-industry reversal strategy into its three ... DR measure industry-demeaned cash flow or discount rate news, and are thus more. Alguma sugestão para "industry demeaned"? Tks
Proposed translations
(Portuguese)
References
Demeaning | Mark Robertson |
Change log
Jun 20, 2021 01:06: Matheus Chaud changed "Edited KOG entry" from "<a href="/profile/3200416">Jose Carlos Da Silva's</a> old entry - "industry-demeaned"" to ""descontando a média do setor; subtraindo a média do setor (de-meaning)""
Proposed translations
+3
1 hr
Selected
descontando a média do setor; subtraindo a média do setor (de-meaning)
Na área de Economia, industry = setor (ex.: setor de serviços, setor industrial, etc.)
No contexto acima, demeaned tem a ver com média, mean:
https://factorpad.com/fin/glossary/demeaned-returns.html#:~:...
"Demeaned returns are the stream of returns over a measurement period after subtracting the mean return over the period. Demeaned returns are used for the calculation of variance, standard deviation, covariance and correlation."
http://www.cicfconf.org/sites/default/files/paper_963.pdf
"...industry-demeaned discretionary accruals DA1, is calculated as firm’s discretionary accruals minus the average of the industry of the same fiscal year"
Boa sorte com a tradução!
Note from asker:
Muito obrigado. Show! |
Peer comment(s):
agree |
Mark Robertson
0 min
|
Thanks, Mark!
|
|
agree |
Clauwolf
: matou à cacetada:)
33 mins
|
Valeu, Clau 😃
|
|
agree |
Mario Freitas
: Eu usaria "deduzida", terminologia de contador :)
17 hrs
|
Boa, Mario! Obrigado
|
4 KudoZ points awarded for this answer.
Comment: "Tks again!"
33 mins
degradado / rebaixado pela indústria
Sugiro traduzir literalmente.
demean: (lit.) cause a severe loss in the dignity of and respect for (someone or something). Similar to "degrade". (Oxford)
demean: to lower in character, status, or reputation (Merriam-Webster)
demean: rebaixar; aviltar
https://michaelis.uol.com.br/moderno-ingles/busca/ingles-por...
degradar: produzir deterioração / desgaste; aviltar
https://aulete.com.br/degradar
PS: Devido à minha agenda atarefada, não poderei dar seguimento a comentários e/ou discussões posteriores. O/A consulente é bem-vindo/a a entrar em contato (via inbox) se precisar de algum esclarecimento. Obrigado.
Example Sentences
"O mundo degradado pela indústria só pode ser aceito na medida em que degradamos também a mente humana a ponto dela se tornar maquinal e sem vida." https://bibliotecaanarquista.org/library/contraciv-critica-a...
"O homem simplesmente não é um ser sensorial manipulável que pode ser mantido sob controle pela forma moderna de pão e circo e degradado pela indústria do entretenimento." https://www.oabertinho.com.br/colagens/o-novo-pacto-para-a-h...
demean: (lit.) cause a severe loss in the dignity of and respect for (someone or something). Similar to "degrade". (Oxford)
demean: to lower in character, status, or reputation (Merriam-Webster)
demean: rebaixar; aviltar
https://michaelis.uol.com.br/moderno-ingles/busca/ingles-por...
degradar: produzir deterioração / desgaste; aviltar
https://aulete.com.br/degradar
PS: Devido à minha agenda atarefada, não poderei dar seguimento a comentários e/ou discussões posteriores. O/A consulente é bem-vindo/a a entrar em contato (via inbox) se precisar de algum esclarecimento. Obrigado.
Example Sentences
"O mundo degradado pela indústria só pode ser aceito na medida em que degradamos também a mente humana a ponto dela se tornar maquinal e sem vida." https://bibliotecaanarquista.org/library/contraciv-critica-a...
"O homem simplesmente não é um ser sensorial manipulável que pode ser mantido sob controle pela forma moderna de pão e circo e degradado pela indústria do entretenimento." https://www.oabertinho.com.br/colagens/o-novo-pacto-para-a-h...
2 hrs
com base na média do setor / baseado na média extraída do setor
com base na média do (extraída) setor / baseado na média extraída do setor
Prezado, pelo meu entendimento, a tradução deve indicar que a DR toma por base a média (este dasos sim, são "extraídos" das transações do setor, daí o termo "demeaning"). O processo para chegar nesta média envolve os espurgos, desvio padrão, etc, mas para a tradução em si, a mpédio do setor é que será considerada.
https://www.statalist.org/forums/forum/general-stata-discuss...
In constructing the industry-adjusted factors, we first
demean the predictors by the 49 Fama-French industries. The long and short sides of each factor
are thus approximately evenly diversified across industries. We then hedge any remaining industry
bets by taking an offsetting position in each stock’s value-weighted industry; that is, if a factor
takes a long position in stock i, it also takes a short position of the same magnitude in stock
i’s industry. Past returns on these industry-adjusted factors are unrelated to industry returns
because of the demeaning step; and future industry returns do not affect factor returns because the
returns are industry-hedged. This definition of industry-adjusted factors is the same as that used
by Novy-Marx (2013).
https://rodneywhitecenter.wharton.upenn.edu/wp-content/uploa...
Reference:
https://www.statalist.org/forums/forum/general-stata-discuss...
https://rodneywhitecenter.wharton.upenn.edu/wp-content/uploa...
Prezado, pelo meu entendimento, a tradução deve indicar que a DR toma por base a média (este dasos sim, são "extraídos" das transações do setor, daí o termo "demeaning"). O processo para chegar nesta média envolve os espurgos, desvio padrão, etc, mas para a tradução em si, a mpédio do setor é que será considerada.
https://www.statalist.org/forums/forum/general-stata-discuss...
In constructing the industry-adjusted factors, we first
demean the predictors by the 49 Fama-French industries. The long and short sides of each factor
are thus approximately evenly diversified across industries. We then hedge any remaining industry
bets by taking an offsetting position in each stock’s value-weighted industry; that is, if a factor
takes a long position in stock i, it also takes a short position of the same magnitude in stock
i’s industry. Past returns on these industry-adjusted factors are unrelated to industry returns
because of the demeaning step; and future industry returns do not affect factor returns because the
returns are industry-hedged. This definition of industry-adjusted factors is the same as that used
by Novy-Marx (2013).
https://rodneywhitecenter.wharton.upenn.edu/wp-content/uploa...
Reference:
https://www.statalist.org/forums/forum/general-stata-discuss...
https://rodneywhitecenter.wharton.upenn.edu/wp-content/uploa...
Reference:
https://www.statalist.org/forums/forum/general-stata-discuss...
https://rodneywhitecenter.wharton.upenn.edu/wp-content/uploads/2018/03/Juhani.pdf
Note from asker:
Valeu. Tks. |
13 hrs
alinhado com os padrões do setor
sugestão:
Fluxo de caixa alinhado com os padrões do setor
Fluxo de caixa alinhado com os padrões do setor
Note from asker:
Muito obrigado |
Reference comments
1 hr
Reference:
Demeaning
Demeaning means subtracting the sample mean from each observation so that they are mean zero.
--------------------------------------------------
Note added at 1 hr (2021-06-18 19:01:21 GMT)
--------------------------------------------------
The coefficient on return in the previous month is significantly negative, which indicates short term return reversals. The industry-demeaned return has a negative coefficient with a larger statistic (in absolute terms) than that of the prior-month return. The within-industry cash flow
news is strongly positively related to stock return in the subsequent month, indicating an earnings momentum effect.
Decomposing Short-Term Return Reversal
Zhi Da, Qianqiu Liu, and Ernst Schaumburg
Federal Reserve Bank of New York Staff Reports, no. 513
September 2011
--------------------------------------------------
Note added at 1 hr (2021-06-18 19:01:21 GMT)
--------------------------------------------------
The coefficient on return in the previous month is significantly negative, which indicates short term return reversals. The industry-demeaned return has a negative coefficient with a larger statistic (in absolute terms) than that of the prior-month return. The within-industry cash flow
news is strongly positively related to stock return in the subsequent month, indicating an earnings momentum effect.
Decomposing Short-Term Return Reversal
Zhi Da, Qianqiu Liu, and Ernst Schaumburg
Federal Reserve Bank of New York Staff Reports, no. 513
September 2011
Note from asker:
Excelente |
Peer comments on this reference comment:
agree |
Matheus Chaud
8 mins
|
Obrigado
|
|
agree |
Mario Freitas
17 hrs
|
Obrigado
|
Discussion
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