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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 of the center of the distribution of the random variable that is the return. [ 1] It is calculated by using the following formula: where. is the return in scenario ; is the probability for the ...
In asset pricing and portfolio management the Fama–French three-factor model is a statistical model designed in 1992 by Eugene Fama and Kenneth French to describe stock returns. Fama and French were colleagues at the University of Chicago Booth School of Business, where Fama still works. In 2013, Fama shared the Nobel Memorial Prize in ...
Stock market prediction. Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on an exchange. The successful prediction of a stock's future price could yield significant profit. The efficient market hypothesis suggests that stock prices reflect all currently available ...
An estimation of the CAPM and the security market line (purple) for the Dow Jones Industrial Average over 3 years for monthly data. In finance, the capital asset pricing model ( CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio .
Or you could look at rolling returns on a yearly basis, which means removing returns for 2006 and recalculating using returns for 2017. This makes it fairly easy to customize rolling returns ...
The Brownian motion models for financial markets are based on the work of Robert C. Merton and Paul A. Samuelson, as extensions to the one-period market models of Harold Markowitz and William F. Sharpe, and are concerned with defining the concepts of financial assets and markets, portfolios, gains and wealth in terms of continuous-time ...
Information coefficient. The information coefficient ( IC) is a measure of the merit of a predicted value. In finance, the information coefficient is used as a performance metric for the predictive skill of a financial analyst. [ 1] The information coefficient is close to correlation in that it can be seen to measure the linear relationship ...
The ERC is an estimate of the change in a company's stock price due to the information provided in a company's earnings announcement. The ERC is expressed mathematically as follows: UR = the unexpected return. a = benchmark rate. b = earning response coefficient. (ern-u) = (actual earnings less expected earnings) = unexpected earnings.
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