Mean returns attempt to quantify the relationship between the risk of a portfolio of securities and its return. It assumes that while investors have different risk tolerances, rational investors will always seek the maximum rate of return for every level of acceptable risk. It is the mean, or expected, return that investors try to maximize at each level of risk.
Investment dictionary. Academic. 2012.
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mean return — See: expected return … Financial and business terms
Geometric mean return — Also called the time weighted rate of return, a measure of the compounded rate of growth of the initial portfolio market value during the evaluation period, assuming that all cash distributions are reinvested in the portfolio. It is computed by… … Financial and business terms
geometric mean return — Also called the time weighted rate of return, a measure of the compound rate of growth of the initial portfolio market value during the evaluation period, assuming that all cash distributions are reinvested in the portfolio. It is computed by… … Financial and business terms
Arithmetic mean return — An average of the subperiod returns, calculated by summing the subperiod returns and dividing by he number of subperiods. The New York Times Financial Glossary … Financial and business terms
arithmetic mean return — An average of the subperiod returns, calculated by summing the subperiod returns and dividing by the number of subperiods. Bloomberg Financial Dictionary … Financial and business terms
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Return on equity — (ROE) measures the rate of return on the ownership interest (shareholders equity) of the common stock owners. It measures a firm s efficiency at generating profits from every unit of shareholders equity (also known as net assets or assets minus… … Wikipedia
Mean Reversion — A theory suggesting that prices and returns eventually move back towards the mean or average. This mean or average can be the historical average of the price or return or another relevant average such as the growth in the economy or the average… … Investment dictionary