AbsoluteReturnMeasures Class

Provides absolute return measures for sequences of financial returns.

Inheritance Hierarchy

SystemObject
Altaxo.Calc.FinancialAbsoluteReturnMeasures

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

Syntax

public static class AbsoluteReturnMeasures

The AbsoluteReturnMeasures type exposes the following members.

Methods

	Name	Description
	CompoundReturn	Compound monthly return, 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 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.