Expected return information

The expected return (or expected gain) on a financial investment is the expected value of its return (of the profit on the investment). It is a measure...

Expected shortfall Expected utility hypothesis Expected return Expected loss Unexpected (disambiguation) Expected value (disambiguation) This disambiguation...

market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst q % {\displaystyle...

mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension...

risk–return spectrum. Formally, it is the set of portfolios which satisfy the condition that no other portfolio exists with a higher expected return but...

Expect is an extension to the Tcl scripting language written by Don Libes. The program automates interactions with programs that expose a text terminal...

the expected return on capital has to be higher than the cost of capital. Given a number of competing investment opportunities, investors are expected to...

beta (β) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. CAPM assumes a...

In finance, an abnormal return is the difference between the actual return of a security and the expected return. Abnormal returns are sometimes triggered...

ability of a firm to generate a return on its capital, and since WACC is said to measure the minimum expected return demanded by the firm's capital providers...

variable expected about its mean. A low standard deviation indicates that the values tend to be close to the mean (also called the expected value) of...

the expected value of the logarithm of wealth, which is equivalent to maximizing the expected geometric growth rate. Assuming that the expected returns...

the asset has an expected return of 15% in excess of the risk free rate. We typically do not know if the asset will have this return. We estimate the...

indicates that the project is expected to generate value. Conversely, if NPV shows a negative value, the project is expected to lose value. In essence, IRR...

some objective. The objective typically maximizes factors such as expected return, and minimizes costs like financial risk, resulting in a multi-objective...

risks, volatility and expected return profile. It is common for hedge fund investment strategies to aim to achieve a positive return on investment regardless...

opportunities for arbitrage are exhausted in a given period, then the expected return of an asset is a linear function of various factors or theoretical...

parity condition implies that the expected return on domestic assets will equal the exchange rate-adjusted expected return on foreign currency assets. Investors...

rate Expected return Holding period return Internal rate of return Modified Dietz method Net present value Rate of profit Return of capital Return on assets...

higher its price and the lower is its expected return. In addition, risk-averse investors require higher expected return if the asset's market-liquidity risk...

and dividends, so that the total return index only forms a rough approximation of what a long term investor can expect to keep after taxation. Many stock...

terminology "expected return", although formally the mathematical expected value, is often used interchangeably with the above, where "expected" means "required"...

associated with losses. That is, it is the risk of the actual return being below the expected return, or the uncertainty about the magnitude of that difference...

representation of the capital asset pricing model. It displays the expected rate of return of an individual security as a function of systematic, non-diversifiable...