return difference

return difference

[ri′tərn ‚dif·rəns]
(control systems)
The difference between 1 and the loop transmittance.
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References in periodicals archive ?
The return difference between the Improved and Regular groups ranges from 0.65% to 0.69% indicating that the long-run underperformance of Regular offerings is even more pronounced using this method.
That's a pretty substantial return difference, and it can go both ways.
After that, the return difference will be excluded.
This is not surprising, because the welfare cost of business cycles in my article depends critically on the magnitude of consumption dispersion, which is based on the return difference between equity and risk-free bonds.
Following this approach, two portfolios are formed based on the SEO type, and the significance of the return difference is determined using a two-tailed t-test for the equality of means.
[H.sub.3]: Based on the daily mean return difference between Pairs Trading Portfolio and Long Only Portfolio, Pairs Trading Portfolio will yield higher returns than Long-only portfolios throughout the investment horizons.
Even there, the average return difference was about 2%.
Correlation Between Rate of Return Difference and Capacity Growth Rate Changes
stock index generated a higher return than the Developed Europe index, with a mean monthly return difference of 0.32 percent.
However, whether TIPS or I bonds are best held in a taxable account during the accumulation phase depends primarily on the holder's tax rate, the real return difference between I bonds and TIPS, and the length of the holding period.
By this estimation, the return difference between a stock with a 1.5% spread and a stock with 1% spread (and the same [beta]) is 0.087% per month or roughly 1% per year.
The return difference between the BH policy and the MA method is 136% for the 1-9 MA pair, and only 57% for the 1-149 pair.