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Realized return

Business Realized profitRealtor

Realized return
The return that is actually earned over a given time period.
Recalculation method ...

 


Realized return
The return that is actually earned over a given time period.
Realized yield
The holding-period return actually generated from an investment in a bond.

REALIZED RETURN:  Actual return on an investment for some previous period of time.

the realized return (on the portfolio),
the market return,
the risk-free rate of return, and
the beta of the portfolio.

And the ex post or posterior view of the returns on share j for period t provides a way of separating the realized returns into expected and unexpected components using the following calculation:
where
= the expected return
= the abnormal return ...

A capital gain or loss on securities held in a portfolio that has become actual by the sale or other type of surrender of one or many securities.
Realized return
The return that is actually earned over a given time period.
Realized yield ...

The risk adjusted return on capital (RAROC) of a position or portfolio is the ratio of the expected return (or, retrospectively, the realized return) on a portfolio divided by the risk capital of that portfolio.
Risk Assets ...

See also: Real rate of return, Return On Equity, Expected return, Required return, Splits

Business Realized profitRealtor

 
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