Absolute |
[Missing <summary> documentation for "T:Altaxo.Calc.Financial.AbsoluteReturnMeasures"]
public static class AbsoluteReturnMeasures
The AbsoluteReturnMeasures type exposes the following members.
Name | Description | |
---|---|---|
CompoundReturn | Compound Monthly Return or Geometric Return or Annualized Return | |
GainMean | 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. | |
LossMean | 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. |