Abnormal returns

In stock market trading, abnormal returns are the differences between a single stock or portfolio's performance in regard to the average market performance (usually a broad index s.a. the S&P 500 and EURO STOXX 50 or a national index like the Nikkei 225) over a set period of time. For example if a stock increased by 5%, but the average market only increased by 3%, then the abnormal return was 2% (5% - 3% = 2%). If the market average performs better than the individual stock then the abnormal return will be negative.
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The component of the return that is not due to systematic influences (market-wide influences). In other words, abnormal returns are above those predicted by the market movement alone. Related: excess returns.