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AbsoluteReturnMeasures Class

[Missing <summary> documentation for "T:Altaxo.Calc.Financial.AbsoluteReturnMeasures"]

Inheritance Hierarchy
SystemObject
  Altaxo.Calc.FinancialAbsoluteReturnMeasures

Namespace: Altaxo.Calc.Financial
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public static class AbsoluteReturnMeasures

The AbsoluteReturnMeasures type exposes the following members.

Methods
 NameDescription
Public Extension MethodCompoundReturn Compound Monthly Return or Geometric Return or Annualized Return
Public Extension MethodGainMean Average Gain or Gain Mean This is a simple average (arithmetic mean) of the periods with a gain. It is calculated by summing the returns for gain periods (return 0) and then dividing the total by the number of gain periods.
Public Extension MethodLossMean Average Loss or LossMean 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.
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See Also