AbsoluteReturnMeasuresLossMean Method

Average loss, or loss mean. This is a simple average (arithmetic mean) of the periods with a loss. It is calculated by summing the returns for loss periods (return < 0) and then dividing the total by the number of loss periods.

Namespace: Altaxo.Calc.Financial
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)

Syntax

Copy

public static double LossMean(
	this IEnumerable<double> data
)

Parameters

data IEnumerableDouble: The sequence of periodic returns.

Return Value

Double
The arithmetic mean of all negative returns.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerableDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Remarks

http://www.offshore-library.com/kb/statistics.php

Reference

AbsoluteReturnMeasures Class

Altaxo.Calc.Financial Namespace