Abnormal returns

Abnormal returns
Доходность сверх нормы
. Часть доходности, полученная не в результате каких-либо систематических общерыночных явлений. Иными словами, доходность сверх нормы - выше доходности, определяемой исключительно движением рынка. См. также Excess returns . Инвестиционная деятельность .

Англо-русский экономический словарь.

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Смотреть что такое "Abnormal returns" в других словарях:

  • 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 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).… …   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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