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  2. Abnormal return - Wikipedia

    en.wikipedia.org/wiki/Abnormal_return

    In finance, an abnormal return is the difference between the actual return of a security and the expected return.Abnormal returns are sometimes triggered by "events." Events can include mergers, dividend announcements, company earning announcements, interest rate increases, lawsuits, etc. all of which can contribute to an abnormal return.

  3. Event study - Wikipedia

    en.wikipedia.org/wiki/Event_study

    Thereafter, the method deducts this 'normal returns' from the 'actual returns' to receive 'abnormal returns' attributed to the event. Event studies, however, may differ with respect to their specification of normal returns. The most common model for normal returns is the 'market model' (MacKinlay 1997).

  4. Jensen's alpha - Wikipedia

    en.wikipedia.org/wiki/Jensen's_alpha

    In finance, Jensen's alpha [1] (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. It is a version of the standard alpha based on a theoretical performance instead of a market index.

  5. Security characteristic line - Wikipedia

    en.wikipedia.org/wiki/Security_characteristic_line

    Negative abnormal returns (α): Below-average returns that cannot be explained by below-market risk Security characteristic line (SCL) is a regression line, [ 1 ] plotting performance of a particular security or portfolio against that of the market portfolio at every point in time.

  6. Personal bankruptcies are up. When does it make sense to file?

    www.aol.com/personal-bankruptcies-does-sense...

    Return to pre-COVID numbers. Personal bankruptcy filings averaged about 750,000 a year before COVID-19, but dropped off a cliff during the pandemic, thanks to government aid.

  7. Post–earnings-announcement drift - Wikipedia

    en.wikipedia.org/wiki/Post–earnings...

    For firms that report good news in quarterly earnings, their abnormal security returns tend to drift upwards for at least 60 days following their earnings announcement. Similarly, firms that report bad news in earnings tend to have their abnormal security returns drift downwards for a similar period. This phenomenon is called post-announcement ...

  8. Single-index model - Wikipedia

    en.wikipedia.org/wiki/Single-index_model

    r it is return to stock i in period t r f is the risk free rate (i.e. the interest rate on treasury bills) r mt is the return to the market portfolio in period t is the stock's alpha, or abnormal return is the stock's beta, or responsiveness to the market return

  9. The Troubled-Teen Industry Has Been A Disaster For Decades. It's Still Not Fixed.