VolSD · Liquidity · Chordia, Subra, Anshuman (2001)

Volume Variance

Long minus short quintile portfolio, value-weighted, market-adjusted. Quarterly, 1927Q2 to 2024Q4.

Expected return · posterior mean, % per quarter
Next quarter
0.82%
95% interval 0.43% to 1.21%
Next year
0.82%
95% interval 0.42% to 1.21%
Next five years
0.82%
95% interval 0.42% to 1.22%

Cumulative market-adjusted return

+2,196% since 1927Q2 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1927Q2–2024Q4 3.53% 7.97% 0.44 4.38
2020Q1–2024Q4 2.00% 7.34% 0.27 0.61
2024Q1–2024Q4 2.98% 7.34% 0.41 0.41

Forecast Sharpe ratio, per quarter

Horizon Mean 95% interval P(neg)
Next quarter 0.205 0.107 – 0.304 0.00
Next year 0.206 0.106 – 0.304 0.00
Next five years 0.206 0.104 – 0.306 0.00
Category
Liquidity
Form
Continuous
Data
Trading
Predicted sign
Negative
Original sample
1966–1995