Abnormal return: related pages
Excess return
The amount by which the return on an investment is greater than the risk free rate of return.
Absolute return
An absolute return is the actual amount of money made by an investment ; the actual gain as a percentage of the amount invested.
Expected return
The average of all possible returns an investment will produce, weighted by probability.
Real return
The return on an investment, less the reduction in its value as a result of inflation.
Relative returns
The return on an investment less the market return.
Risk premium
The difference between the rate of return on a security (or a market or an investment) and the risk free rate of return.
CAGR (compound annual growth rate)
The average growth rate over a period of several years: the geometric average of annual growth rates.
Copyright Graeme Pietersz © 2005-2019
