Abnormal returns

Abnormal Returns
Abnormal Returns definition :
The component of the return that is notdue to systematic influences (market-wide influences).

Abnormal returns
Part of the return that is not due to systematic influences (market wide influences). In other words, abnormal returns are above those predicted by the market movement alone. ...

abnormal returns: Used in the context of stock returns; means the return to a portfolio in excess of the return to a market portfolio. Contrast excess returns which means something else. Note that abnormal returns can be negative.

Abnormal returns - The difference between the actual return and that is expected i.e 'normal return'.

Abnormal returns Related:
Accounts receivable turnover The ratio of net credit sales to accounts receivable, a measure of how quickly customers pay their bills.

Also called abnormal returns, returns In excess of those required by some asset pricing model.
Personal Finance Headlines
SEARCH: ...

More generally, abnormal returns are the excess of the returns given the level of risk of the particular security or portfolio, in other words the size of the alpha.
Categories:
Financial theory ...

Doing so allows them to earn expected abnormal returns at the expense of the fund's long-term shareholders. Latent default A potential default that may have always been present but unidentified.

Event anomalies Occurrences such as earnings surprises or stock splits that seem to present opportunity to generate abnormal returns for those trading on the news.

Some investors don't distinguish between "excess returns" and "abnormal returns"; others claim the terms are different. These investors agree that excess returns measure the difference in the returns of a portfolio and a riskless asset.

FIRM ANOMALIES - Trading strategies that generate abnormal returns based on firm-specific characteristi...
FIRM COMMITMENT - An agreement with an unrelated party that is binding on both parties and that is usua...

Trading strategies that generate abnormal returns based on firm-specific characteristics.
[ Previous Page ]
Personal Finance Glossary ...

In Financial Economics post-earnings-announcement drift, or PEAD (also named the SUE effect) is the tendency for a stock's cumulative abnormal returns to drift in the direction of an earnings surprise for several weeks (even several months) ...

The component of the return that is not due to systematic influences (market-wide influences). In other words, abnormal returns are above those predicted by the market movement alone. Related: excess returns.
Above par ...

The difference between asset return and riskless rate. Sometimes confused with abnormal returns, returns in excess of those required by some asset pricing model.
Exchange ...

Excess returns
Difference between asset return and riskless rate. Sometimes confused with abnormal returns, returns in excess of those required by some asset pricing model.

Excess returns Also called abnormal returns, returns in excess of those required by some asset pricing model. Exchange The marketplace in which shares, options and futures on stocks, bonds, commodities and indices are traded.

See also: Asset pricing model, Expense, Capital asset pricing model, Banks, Interest rate swap