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

Share turnover volatility

Long minus short quintile portfolio, value-weighted, market-adjusted. Quarterly, 1928Q1 to 2024Q4.

Expected return · posterior mean, % per quarter
Next quarter
1.95%
95% interval 1.15% to 2.77%
Next year
1.96%
95% interval 1.10% to 2.80%
Next five years
2.00%
95% interval 0.97% to 2.92%

Cumulative market-adjusted return

+162,583% since 1928Q1 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1928Q1–2024Q4 9.03% 16.23% 0.56 5.48
2020Q1–2024Q4 1.40% 25.95% 0.05 0.12
2024Q1–2024Q4 4.86% 21.61% 0.23 0.23

Forecast Sharpe ratio, per quarter

Horizon Mean 95% interval P(neg)
Next quarter 0.241 0.142 – 0.342 0.00
Next year 0.242 0.136 – 0.345 0.00
Next five years 0.246 0.119 – 0.360 0.00
Category
Liquidity
Form
Continuous
Data
Trading
Predicted sign
Negative
Original sample
1966–1995