Mean return

Mean return

The average return. Also see: Expected return

Mean Return

References in periodicals archive ?
Besides that, the portfolio performance for low and high risk aversion is compared in terms of mean return and risk.
Figure 1 depicts that the first trading day has the lowest negative mean return which is followed by second trading day.
Husain [37] examines the effects of Ramadan on mean return and returns volatility in the Pakistani equity market.
3]: Based on the daily mean return difference between Pairs Trading Portfolio and Long Only Portfolio, Pairs Trading Portfolio will yield higher returns than Long-only portfolios throughout the investment horizons.
The study finds relatively higher values of mean return (in consistent manner) on the weekdays for OBC in the range of 0.
The t-statistics are shown below the mean return for each portfolio.
49-58] which is the ratio of a portfolio's mean return in excess of the risk-free rate to its standard deviation, is computed for each portfolio.
ISLAMABAD, April 05, 2011 (Frontier Star): Chief Justice of Pakistan (CJP) Iftikhar Muhammad Chaudhry has remarked ignoring the matter of PCO judges will mean return of doctrine of necessity.
These developments mean return of large and transformational deals and pick- up in discretionary segments.
Markowitz (1952) proposed the mean-variance (MV) or Markowitz model by using variance as the measure of risk while mean return as the expected return.
However, the higher mean return of the first period (1/20036/2005) is accompanied by a higher standard deviation.
Statistics for Returns This table presents statistics for the daily returns for each day of the week and the difference between Friday's mean return and the mean return of each day.