Mean Return 1. In securities analysis, it is the expected value, or mean, of all the likely returns of investments comprising a portfolio. It is also known as "expected return".
Mean Return The average monthly total return of a stock. The total return is price change added to dividends.
Mean Return (finance term) Finite Risk Insurance (finance term) Electronic Fetal Monitoring: Risks Glycosylated Hemoglobin Corporate Governance (in accounting) Hypertension (noninfectious diseases) Coherent risk measure Arbitrage (legal term) ...
Mean return See: Expected return Mean-variance analysis Evaluation of risky prospects based on the expected value and variance of possible outcomes.
Geometric mean return Also called the time-weighted rate of return, a measure of the compound 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 An average of the subperiod returns, calculated by summing the subperiod returns and dividing by the number of subperiods. Arithmetic average (mean) rate of return ...
[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.
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.
Covariance measures the degree to which two variables move together over time relative to their individual mean returns. It is calculated by multiplying the correlation between two variables by the standard deviation for each of the variables.
Variant of Linear programming in which the objective function is quadratic rather than linear. 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 ...
According to the law of large numbers, the mean return on actual flips will approach this expected value as the number of flips increases. This is precisely the way in which casinos make their money.
Related: In-the-Money Time-weighted rate of returnRelated: Geometric mean return Timing optionFor a Treasury bond or note futures contract, the seller's choice of when in the delivery month to deliver.
See also: Market, Risk, Stock, Portfolio, Option
 
|