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Use Hurst Exponent for find if stock is mean reverting

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It has been documented that companies with high dividend yields and low P/B, P/S, P/CF, and P/EBITDA ratios tend to outperform stocks for which the reverse is true. There are many potential explanations for this trend. One explanation is that stocks with low values of these variables have experienced a serious price decline, which could lead many investors to shy away from them or demand a higher risk premium for holding them.

Stocks with high P/B ratios generally are referred to as growth stocks, and stocks with low P/B ratios are referred to as value stocks.