Mean Return
Mean return for investors is the average expected return of an investment or portfolio. Mean return is usually used to connote average probability-weighted return on an arithmetic mean basis.
mean return
in security analysis, expected value, or mean, of all the likely returns of investments comprising a portfolio; in capital budgeting, mean value of the probability distribution of possible returns.
ARITHMETIC MEAN RETURN - An average of the subperiod returns, calculated by summing the subperiod retur...
ARIZONA STOCK EXCHANGE - A single price auction exchange for equity trading that allows anonymous buyer...
Arithmetic Mean Return
Arithmetic Mean Return definition :
An average of the subperiod returns, calculated by summing the subperiod returns and dividing by the number of subperiods.
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Mean return
See: Expected return
Mean-variance analysis
Evaluation of risky prospects based on the expected value and variance of possible outcomes.
Mean Return (finance term)
Risk Averse (finance term)
Roll's critique
Modern portfolio theory ...
Geometric mean return
Also called the time weighted rate of return, a measure of the compounded rate of growth of the initial portfolio market value during the evaluation period, assuming that all cash distributions are reinvested in the portfolio.
Arithmetic mean return.
Average
An arithmetic mean of selected stocks intended to represent the behavior of the market or some
component of it. One good example is the widely quoted Dow Jones Industrial average, which adds the ...
An arithmetic mean return of selected stocks intended to represent the behavior of the market or some component of it.
[OTS] arithmetic average (mean) rate of return Arithmetic mean return. [Harvey] arithmetic mean return An average of the subperiod returns, calculated by summing the subperiod returns and dividing by he number of subperiods.
In portfolio selection, we often minimize the variance of the portfolio (which is a quadratic function) subject to constraints on the mean return of the portfolio.
mean return In the context of security analysis, meant return refers to the average expected return of a given investment or portfolio. media buy The purchasing of advertisements from a firm that operates media properties.
Time-weighted rate of return Related: Geometric mean return Timeliness A source of competitive advantage that depends on being the first to enter a given market with a product or service.
a linear regression strategy to understand and quantify the risk (i.e. variance) and return (i.e. mean) of an entire portfolio of stocks, bonds, and other securities, an optimization strategy was used to choose a portfolio with largest mean return ...
Related: Geometric mean return
Time-Zone Arbitrage
A form of stale price arbitrage where the pricing discrepencies are due to the primary markets for the underlying securities being closed at the times that the fund is traded.
It is a portfolio's excess return over the risk-free rate divided by the portfolio's standard deviation. The portfolio's excess return is its geometric mean return minus the geometric mean return of the risk-free instrument (by default, T-bills).
If a fund's returns follow a normal distribution, then approximately 68% of the time they will fall within one standard deviation of the mean return for the fund, and 95% of the time within two standard deviations.
Time-weighted rate of return Related: Geometric mean return. Times-interest-earned ratio Earnings before interest and tax, divided by interest payments.
 See also: Banks, Expense, Interest rate swap, Saving, Yield curve
  
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