Cumulative frequency analysis — is the applcation of estimation theory to exceedance probability (or equivalently to its complement). The complement, the non exceedance probability concerns the frequency of occurrence of values of a phenomenon staying below a reference value.… … Wikipedia
Return period — A return period also known as a recurrence interval is an estimate of the interval of time between events like an earthquake, flood or river discharge flow of a certain intensity or size. It is a statistical measurement denoting the average… … Wikipedia
cumulative abnormal return — ( CAR) Sum of the differences between the expected return on a stock ( systematic risk multiplied by the realized market return ( realized return)) and the actual return often used to evaluate the impact of news on a stock price. Bloomberg… … Financial and business terms
Cumulative abnormal return (CAR) — Sum of the differences between the expected return on a stock and the actual return that comes from the release of news to the market. The New York Times Financial Glossary … Financial and business terms
cumulative total return — The actual performance of a fund over a particular period. Bloomberg Financial Dictionary … 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
Stock option return — calculations provide investors an easy metric for comparing stock option positions. For example, for two stock option positions which appear identical, the potential stock option return may be useful for determining which position has the highest … Wikipedia
Rate of return — In finance, rate of return (ROR), also known as return on investment (ROI), rate of profit or sometimes just return, is the ratio of money gained or lost (whether realized or unrealized) on an investment relative to the amount of money invested.… … Wikipedia
Compound Return — The rate of return, usually expressed as a percentage, that represents the cumulative effect that a series of gains or losses have on an original amount of capital over a period of time. Compound returns are usually expressed in annual terms,… … Investment dictionary
Magellan Fund — The Fidelity Magellan Fund (MUTF: FMAGX) is a US domiciled mutual fund from the Fidelity family of funds. It is perhaps the world’s best known actively managed mutual fund. On January 14, 2008, Fidelity announced that the fund would be re opened… … Wikipedia
