rate of return

(redirected from Log return)
Also found in: Thesaurus, Financial, Encyclopedia.

rate of return

n
(Banking & Finance) finance the ratio of the annual income from an investment to the original investment, often expressed as a percentage
Collins English Dictionary – Complete and Unabridged, 12th Edition 2014 © HarperCollins Publishers 1991, 1994, 1998, 2000, 2003, 2006, 2007, 2009, 2011, 2014
ThesaurusAntonymsRelated WordsSynonymsLegend:
Noun1.rate of return - the amount returned per unit of time expressed as a percentage of the cost
return on invested capital, return on investment, ROI - (corporate finance) the amount, expressed as a percentage, that is earned on a company's total capital calculated by dividing the total capital into earnings before interest, taxes, or dividends are paid
rate - a magnitude or frequency relative to a time unit; "they traveled at a rate of 55 miles per hour"; "the rate of change was faster than expected"
Based on WordNet 3.0, Farlex clipart collection. © 2003-2012 Princeton University, Farlex Inc.
Translations

rate of return

n (Fin) → tasso di rendimento
Collins Italian Dictionary 1st Edition © HarperCollins Publishers 1995
References in periodicals archive ?
for the normalized log return. (In our notation this is a GC(0, 1; 0, 0, [bar.s]/6, [bar.k]/24) distribution; see Section 2.) The notation emphasizes that in this case the coefficient of [He.sub.3](x) turns out to be Pearson's skewness coefficient s divided by 6, and the coefficient of [He.sub.4](x) the excess kurtosis coefficient [bar.k] divided by 24.
The distribution of the log return series is fat tailed since the kurtosis is greater than 3 as given in Table 1.
In this part of the empirical analysis we use a 2724 day log return moving window to evaluate the daily VaR for our data sample.
where [??] is skewness, n--the sample size equal 24, [x.sub.i] - an i-month excess log return, [bar.x]--an average 24-month excess log return, and [[??].sup.2]--the sample variance.
Campbell (1991) decomposes the log return on equities into following three components:
[H.sub.0]= Daily log return of a specific trading day equals the daily log return of the other trading days
From there on, the app will automatically log return visits and notify the user when a reward is earned, sending a notification to their locked mobile screen.
Set [[??].sub.+] and [l.sub.+] as the standard deviation and length of log return series, and set [[??].sub.-] and [l.sub.-] as the standard deviation and length of log return series.
where [[micro].sub.t] denote the conditional mean and [h.sub.t] is the conditional variances and [[eta].sub.t] is a standardized error and [r.sub.t] = ln([x.sub.t]/[x.sub.t-1]) is log return.
We calculate the expected log return for the beneficiaries, the shortfall probability, that is, the likelihood of the pension payment falling below the promised level and the expected loss given shortfall.
The average monthly log return for the benchmark in the period from January 2005 until August 2009 was 0.3%.
That ECM model centered around one cointegrating relationship between consumption (in terms of real consumable output) and the cumulative real interest yield, or the compound real log return over time of the spread between 3-month and 10-year government bond yields, often used as a measure of the real interest rate (Keeler, 2001).