Systematic Return

Systematic Return

The part of the return dependent on the benchmark return. We can break excess returns into two components: systematic and residual. The systematic return is the beta times the benchmark excess return.
References in periodicals archive ?
However, he said that both Pakistan and Afghanistan could work out a systematic return of the refugees.
NNA - Former Minister Selim Jreissati hoped that the recently undertaken reconciliations in Syria, notably in Zabadani, Fuaa and Kefraya, would keep pace with a parallel and systematic return of the displaced Syrians to safe areas in their homeland.
To simplify calls for tender, the Commission has proposed a systematic return to solemn declarations and to set up a passport for public markets'.
A report published by WestLB Panmure in November 2002, commented: "Although the observation period is not long enough to be able to draw final conclusions, a simple performance comparison already shows that the frequently voiced hypothesis of a systematic return disadvantage of ethical/SRI is clearly not supported by the present data.
A report published by West LB Panmure in November 2002, commented: ``Although the observation period is not long enough to be able to draw final conclusions, a simple performance comparison already shows that the frequently voiced hypothesis of a systematic return disadvantage of ethical/SRI is clearly not supported by the present data.
Finally, they find that systematic return reversals following order imbalance publications are consistent with temporary price pressure that is related to liquidity trading.
This it can only achieve on the express condition that it does not rely on the history of current events, whose deep reverberations through the human ear can only be produced by a systematic return to fiction.
This reviewer was hoping for a more systematic return to questions raised early in the book about presidential influence over regulatory behavior, versus that of regulated interests and the Congress.
It is this |Mathematical Expression Omitted^ return series that provides a proxy for a target's arbitrage-free systematic return series and permits the estimation of equity capital cost for a non-publicly traded division.
revision of the 2003 Dublin Regulation proposing a temporary suspension in the systematic return of refugees to the country where they entered the Union if that country is under pressure from large numbers of asylum applicants
The more restrictive ACH debit block results in a systematic return of any ACH debit that is presented.
Our first and foremost priority is the safety of our employees; and only then, the systematic return to operation of our facilities and equipment in a safe and environmentally friendly manner.
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