Sentence examples for average daily return from inspiring English sources

The average daily return is appr.

FORTE OIL has the highest average daily return (0.000814), while BECO PLC has the lowest average daily return (− 0.00161).

Volatility was a bit higher than the S&P 500 but not significantly so, with an average daily return of 2.4%, versus 1.67% for the index.

UCLA finance professor Avanidhar Subrahmanyam says in a new study that the S&P 500 exceeds its average daily return of 4 basis points by 22 basis points around Rosh Hashanah, the festive Jewish New Year, while underperforming by 29 basis points around Yom Kippur, the solemn Day of Atonement.

Over the same period, yearly average daily returns of Professor Lo's portfolio fell to 0.13percentt from 1.3percentt.

Finally, he computed average daily returns for each index and compared returns on days when eclipses occurred with those on days when they did not.Related items China's eclipse: The solar eclipse in ChinaJul 23rd 2009 ShadowlandsAug 5th 1999The results showed a small but persistent effect.

Most papers on return seasonality compare average daily returns across stocks and time points.

The average daily returns for all commodity futures are either close to zero or negative throughout the study period.

Despite this bias, the descriptive statistics in Table 2 document that buying and selling pressure as well as average daily returns are almost exactly balanced throughout our sample period.

Define the estimation window which avoids the impact of the event, and use the average daily stock return as the daily normal return.

The results in Table 1, Panel A, also show that the statistical significance of the single-day average abnormal daily return is impressive – the average abnormal return is statistically significant in all cases but two (decile 10 on Tuesday and Thursday).