Excess Return on the Market Portfolio

0.01 sec.

Excess return on the market portfolio

Difference between the return on the market portfolio and the riskless rate.

The difference between the return on the market portfolio, a hypothetical portfolio of all securities, and the riskless rate of return, which is usually defined as the return on a 90-day Treasury bill. This may be taken as an indicator of how well (or poorly) the stock market is performing.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		References in periodicals archive	?		Financial browser	?		Full browser	?
No references found			t] is the excess return on the market portfolio in month t, [[alpha]. On the use of multifactor models to evaluate mutual fund performance by Huij, Joop; Verbeek, Marno / Financial Management In a quite different modeling context, Campbell (1987) tests for reduced rank in a VAR model with bond excess returns of several maturities and the excess return on the market portfolio. Testing for latent factors in models with autocorrelation and ... by Zemcik, Petr / Southern Economic Journal			Examined Business Examiner Exante Average Rate of Return Excedente de reservas Excedente del consumidor Excedente do consumidor Except for Opinion exception Exceptional Item Exceptional Return Exces de la demande Exceso de demanda Excess accumulation Excess Contribution Excess Deferral Excess Demand Excess Interest Excess Kurtosis excess land Excess Loan Excess Margin Excess Profits Tax excess rent Excess Reserves Excess Return Excess Return on the Market Portfolio Excess Returns Excess Social Security Tax Withheld Excess Supply Excess-Accumulation Penalty Excess-Currency Country Excessive Insurance Excessive Purchases Excessive Trading exchange Exchange Acquisition Exchange Against Actual Exchange Controls Exchange Distribution Exchange Fund Exchange Member Exchange Members Exchange of Assets Exchange of Futures for Cash Exchange of Stock Exchange Offer Exchange Privilege Exchange Rate Exchange Rate Bands Exchange Rate Mechanism Exchange Rate Risk			Excess profit Excess profit tax Excess profit tax Excess profits Excess profits Excess profits Excess profits Excess Profits Levy Excess profits tax Excess profits tax Excess profits tax Excess Profits Tax of 1950 Excess Profits Tax of 1950 Excess Profits Taxes Excess Profits Taxes excess property Excess Property Laydown Yard/Scrap Metal Laydown Yard Excess Property Unit Excess Rainfall Hyetograph excess reactivity Excess Reduction Fee Excess Regulation Index Excess Relative Risk at 1 Sievert excess rent Excess Report Excess Reporting & Uniform Redistribution System Excess Reporting System Excess reserve Excess reserves Excess return Excess Return on the Market Portfolio Excess returns Excess Share Insurance Excess Social Security Tax Withheld Excess Steam Demand Event Excess Steam Dump Event excess supply excess supply Excess urine production Excess urine production Excess urine production Excess Water Storage Capacity Excess Weight Loss Excess Winter Death Index Excess, Surplus Sales, And Shipping Excess-Accumulation Penalties Excess-Accumulation Penalty Excess-Currency Countries Excess-Currency Country excess-fifty code Excess-Profits Tax Excess-Profits Tax excess-three code excessed excessed excessed excessed excessed excesses excesses excesses

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.