📉  Return Distribution

Return Distribution#

The distribution of asset returns, central to financial risk modelling.

Important

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What it is#

A return distribution is the probability distribution of an asset’s (or portfolio’s) returns over a period — the range of possible returns and how likely each is. From a price series \((S_0, \dots, S_n)\), the simple return is

\[R_t = \frac{S_t - S_{t-1}}{S_{t-1}}\]

(or, equivalently for many purposes, the log return).

Why it matters#

Every downside-risk measure is read off this distribution — for instance, Value-at-Risk is a tail quantile of it. Model the return distribution and you can price risk.

The reality: fat tails#

Empirical returns are not normal — they have heavy tails and skewness, so extreme moves happen far more often than a Gaussian predicts. Assuming normality understates tail risk; heavy-tailed (Student-t) or location-scale models fit better.


Theme: Risk & Probabilistic Forecasting  ·  All terminology



See also

Source article Adapted (context, re-expressed) in our own words from: Return Distribution (insightful-data-lab.com).

Tags: purpose: reference topic: terminology level: advanced