Market return

Market return

The return on the market portfolio.

Market Return

In Markowitz Portfolio Theory, the return on a theoretical portfolio of all assets in the world where the portfolio is weighted for value.
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Impact EIS is designed to generate a market return for investors.
Triple Point introduces Impact EIS service
Indeed, Guo and Qiu (2014) find that the market return predictive power of the options-implied variance is similar to, but stronger than, that of realized idiosyncratic variance.
Market illiquidity and conditional equity premium
ABSTRACT: The existence of inconsistent research results on the effect of changes in world oil prices on the capital market return shows the need for a study on the effect of oil price changes on the stock market return.
WORLD OIL PRICE VOLATILITY AND STOCK RETURNS FLUCTUATIONS: EVIDENCE FROM SOUTHEAST ASIAN EQUITY MARKETS
where: [R.sub.RE]: real estate market return; [zeta] is the constant term; [[psi].sub.1] and [[psi].sub.2] : regression coefficients (or beta); RS: Stock market returns; RB: Bonds market returns and u: regression residual that corresponds to real estate market pure factor ([R.sub.RE]*).
Brazilian REIT: alternative investment to real estate, stock and bonds/Fundos de Investimento Imobiliario Brasileiros (FII): Alternativa de Investimento ao Mercado Imobiliario, Acoes e Renda Fixa
This table presents the results of regressing the excess stock market return [R.sub.it]--[Rf.sub.it] on the sentiment/optimism index changes.
Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets
Based on the analysis of monthly data from thirty-one countries, the results show that business and consumer confidence has a positive effect on stock market returns. As reported in Table 4, stock market return increases by an average of 1.50% ( = 0.015, t = 8.61) as the change of business confidence goes up by one unit when the change in consumer confidence is being held constant.
Effects of business and consumer confidence on stock market returns: cross-sectional evidence
According to the Capital Asset Pricing Model, any risk that could potentially be reduced by diversification should not yield extra return beyond the market return. What really matters is the systematic risk that cannot be diversified away (Ross et al., 2010).
The impact of natural disasters on stock markets: evidence from Japan and the US
In the first place, we develop a model from a risk-return perspective, introducing certain control variables: market return, fund age, and fund size
Las comisiones de gestion: factores determinantes e influencia de los limites legales. Evidencia de fondos de pensiones espanoles
The private equity-owned firm, which shelved plans for a stock market return in 2010, will raise the funds from institutions through a note issue.
New Look moves to tackle debt mountain
New York stocks jumped Thursday, reacting to General Motors Co.'s quick market return after beginning U.S.
N.Y. stocks jump on GM's return
However the group, which in February postponed a planned stock market return due to volatile financial markets, said it was
Brit fashion firm shelves listing
The average annual stock market return over the '80s and '90s was 17.6 percent, but Jeremy Siegel of the Wharton School looked at the six decades after World War II and found the average annual stock market return, including reinvested dividends, was 6.83 percent.
Index annuities for the "new normal"

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