# Mean return

## Mean return

The average return. Also see: Expected return

## Mean Return

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The average return. Also see: Expected return

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For example, the mean return on days following daylight savings changes is -0.21%, well below the 0.03% mean return for non-event days, but the volatility of these returns are such that almost 90 years of data would be needed for this difference to be statistically significant at the 5% level.

The test conducted in the paper is whether the 0.81 mean return for the treatment group is significantly less than the combination of the two separate factor effects.

Results obtained using descriptive statistics have been interpreted as indicating that the mean return on modarabah and non-Islamic stocks is not statistically different during the overall period, but it is different over the two reform periods, implying that for investors there is no significant difference between Islamic and non-Islamic stocks during the overall reform period.

Mean return for the observations unaffected by splits (split factor = 1, column 2) is -0.296 percent, which is significantly less than zero (Z-statistic = -2.55).

Applied to common mutual funds, these risk measures include a fund's mean return, standard deviation, Sharpe ratio, R-squared, beta, and alpha, all of which are reported in the risk analysis section of the Morningstar Mutual Funds standard fund report.

The straight line gives the mean-variance frontier - the portfolios that give the highest mean return for every level of volatility.

Given the qualitative factors we control for do not have equilibrium bases, in this paper we focus on determining if, over as given event period, the performance of acquiring firms is statistically exceptional.(5) We do this by comparing the mean return to a portfolio of such firms against an empirically generated distribution of the mean returns to 1,001 portfolios, each comprising firms matched on size-decile and survival with the experimental sample firms but otherwise selected randomly.

Once again, the Trading Time Hypothesis is rejected as it predicts a mean return equal to the returns for all other trading days in the sample.

Statistically significant positive abnormal returns (measured as the difference between the portfolio's mean return and the return on a market proxy) exist only for those same two event-windows.

The New York Times has drily recorded the bill's progress; none of the networks has covered the repeal; and only a handful of editorials, such as The Atlanta Constitution's "Hatch Act Changes Mean Return of the Spoils System," has raised the alarm over introducing overt partisanship into the civil service.

Using a mean return to the faculty of 40.5 percent of charges, an additional $13,770 could have been received.

However, repair does not always mean return to the status quo ante.

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