rate of return

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rate of return

[′rāt əv ri′tərn]
(aerospace engineering)
Aircraft relative to its base, either fixed or moving.
References in periodicals archive ?
Based on the monthly averages obtained, we used the calculation of monthly logarithmic returns, an approach that allowed us to standardize the data, which is essential for the intended statistical analysis.
Market log excess return: sum of daily logarithmic total stock returns of the CRSP[R] value-weighted stock market index from Friday through Thursday, minus the logarithmic return on a 1-week eurodollar investment undertaken at the beginning of the 7-day investment period (Thursday, close of business).
The procedure is repeated for n = 7 and so on until n equals one-half the number of observations of the logarithmic return time series.
The discrete logarithmic returns [r.sub.t] take values from an alphabet with cardinality [OMEGA]:
The daily percentage logarithmic returns are calculated as:
In this paper, we analyze the logarithmic returns for the daily price changes.
In Table 3, it can be noticed that for all analyzed indexes and securities of two companies, KGHM and BPH, average logarithmic returns are significantly bigger than zero in the subperiod P4 (the increase of WIG).