Mean return

Mean return

The average return. Also see: Expected return

Mean Return

References in periodicals archive ?
t], tends to converge to the long-term (population) mean return, [mu].
The Average Performance of Stocks Rated A-F is the arithmetic mean return of all stocks with Schwab Equity Ratings for each performance period.
For example, assuming a 250-day trading year and ignoring dividends, the mean return on pre-holidays exceeds 50% per annum, as opposed to the 7% on offer on non-event days.
But here we replace the linear programming of that paper with a simple branching algorithm based on the mean return and the Gini for each portfolio to be considered.
t] is the daily index return, and [mu] is the daily mean return.
Note that the estimated coefficient for Monday returns is positive and statistically significant (5% level), indicating a positive mean return for Mondays in the Egyptian equity market.
Seven international goals from 18 games is no mean return for the 30-year-old who has waited for his chance and he could benefit from the attention Holland pay to Toni.
Commenting on the results, Nick Rogers, BNY Mellon Asset Servicing's Senior Technical Specialist, said: "During the first quarter, Dynamic managers were poor performers with a mean return of -0.
6% Number of observations 175 54 229 Notes: a Mean return from the offering price to the opening price on the first day of trading.
In the 1980's, the Saturday mean return is the dominant return coupled with the smallest standard deviation as found in the previous studies of KOSPI.
Nine goals in 14 games is no mean return from the wide man who has become the Ronaldo of the Championship.