abnormal returns

abnormal returns
The component of the return that is not due to systematic influences (market-wide influences). In other words, the abnormal returns is the difference between the actual return and that is expected to result from market movements (normal return). Related: excess returns. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Abnormal returns — Part of the return that is not due to systematic influences (market wide influences). In other words, abnormal returns are above those predicted by the market movement alone. Related: excess returns. The New York Times Financial Glossary …   Financial and business terms

  • Abnormal return — In finance, an abnormal return is the difference between the actual return of a security and the expected return. Abnormal returns are sometimes triggered by events. Events can include mergers, dividend announcements, company earning… …   Wikipedia

  • Returns — may refer to: *Nostoi ( Returns ), a lost ancient Greek epic *Election returns, denoting the resulting tallies of election ballotsIn economic, financial, and marketing affairs: *Return (finance), referring to the benefit derived from an… …   Wikipedia

  • Abnormal Return — A term used to describe the returns generated by a given security or portfolio over a period of time that is different from the expected rate of return. The expected rate of return is the estimated return based on an asset pricing model, using a… …   Investment dictionary

  • Excess returns — Also called abnormal returns, returns in excess of those required by some asset pricing model. The New York Times Financial Glossary …   Financial and business terms

  • excess returns — Difference between an asset s return and the riskless rate. Sometimes confused with abnormal returns, returns in excess of those required by some asset pricing model. Bloomberg Financial Dictionary …   Financial and business terms

  • Доходность сверх нормы — (ABNORMAL RETURNS) Часть доходности, полученная не в результате каких либо систематических общерыночных явлений. Иными словами, доходность сверх нормы выше доходности, определяемой исключительно движением рынка …   Финансы и биржа: словарь терминов

  • Efficient-market hypothesis — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • efficient market hypothesis — States that all relevant information is fully and immediately reflected in a security s market price, thereby assuming that an investor will obtain an equilibrium rate of return. In other words, an investor should not expect to earn an abnormal… …   Financial and business terms

  • Go-Go Fund — A slang name for a mutual fund that has an investment strategy that focuses on high risk securities in an attempt to capture above average returns. A go go fund s aggressive approach usually involves holding large positions in growth stocks. Go… …   Investment dictionary

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