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.
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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.
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.
With the opening of the Bank's Main Office, a systematic return of key functions to New Orleans is underway.
The more restrictive ACH debit block results in a systematic return of any ACH debit that is presented.
The companies support Houston Mayor Bill White's call for an orderly and systematic return to the city while crews work to open roads and restore power and as Shell and others in the gasoline industry work to re-supply stations.
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.
Each index seeks to capture the systematic returns ("beta") of hedge funds with similar investment styles that invest in the same asset classes and same geographic markets.
Currency markets are very liquid and have exhibited the ability to generate long-term systematic returns," said Kevin Rich, Chief Executive Officer of DB Commodity Services LLC, the managing owner of DBV.
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