Would you consider using the harmonic mean?
September 15, 2022
by a professional from University of Pennsylvania - The Wharton School in Sydney NSW, Australia
Recently I attended a conference where the use of the harmonic mean was considered superior to others like geometric averages, arithmetic averages etc. What do you think? and when would you consider using it?
in San Francisco, CA, USA
We us HM to show the weighted average of the portfolio's PE as opposed to the AM, because the AM is very heavily affected by outliers. The HM won't be as biased/pulled towards the extremes due to outlier PEs and it's a saner metric.
Normally, HM would be used when we are trying to average out any metric whose denominator is the more sensitive part.
We still us AM to showcase the impact of outliers on our portfolio's average.
from University of Toronto in Toronto, ON, Canada