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  2. Geometric mean - Wikipedia

    en.wikipedia.org/wiki/Geometric_mean

    The average percentage growth is the geometric mean of the annual growth ratios (1.10, 0.88, 1.90, 0.70, 1.25), namely 1.0998, an annual average growth of 9.98%. The arithmetic mean of these annual returns – 16.6% per annum – is not a meaningful average because growth rates do not combine additively.

  3. Compound annual growth rate - Wikipedia

    en.wikipedia.org/wiki/Compound_annual_growth_rate

    Compound annual growth rate (CAGR) is a business, economics and investing term representing the mean annualized growth rate for compounding values over a given time period. [1] [2] CAGR smoothes the effect of volatility of periodic values that can render arithmetic means less meaningful. It is particularly useful to compare growth rates of ...

  4. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    This estimate is sometimes referred to as the "geometric CV" (GCV), [19] [20] due to its use of the geometric variance. Contrary to the arithmetic standard deviation, the arithmetic coefficient of variation is independent of the arithmetic mean. The parameters μ and σ can be obtained, if the arithmetic mean and the arithmetic variance are known:

  5. Kelly criterion - Wikipedia

    en.wikipedia.org/wiki/Kelly_criterion

    Using the Kelly criterion and based on the odds in the experiment (ignoring the cap of $250 and the finite duration of the test), the right approach would be to bet 20% of one's bankroll on each toss of the coin, which works out to a 2.034% average gain each round. This is a geometric mean, not the arithmetic rate of 4% (r = 0.2 x (0.6 - 0.4 ...

  6. Rate of return - Wikipedia

    en.wikipedia.org/wiki/Rate_of_return

    The geometric average return is equivalent to the cumulative return over the whole n periods, converted into a rate of return per period. Where the individual sub-periods are each equal (say, 1 year), and there is reinvestment of returns, the annualized cumulative return is the geometric average rate of return.

  7. Törnqvist index - Wikipedia

    en.wikipedia.org/wiki/Törnqvist_index

    A Törnqvist or Törnqvist-Theil price index is the weighted geometric mean of the price relatives using arithmetic averages of the value shares in the two periods as weights. [1] The data used are prices and quantities in two time-periods, (t-1) and (t), for each of n goods which are indexed by i.

  8. Exponential growth - Wikipedia

    en.wikipedia.org/wiki/Exponential_growth

    Many pairs (b, τ) of a dimensionless non-negative number b and an amount of time τ (a physical quantity which can be expressed as the product of a number of units and a unit of time) represent the same growth rate, with τ proportional to log b. For any fixed b not equal to 1 (e.g. e or 2), the growth rate is given by the non-zero time τ.

  9. Doubling time - Wikipedia

    en.wikipedia.org/wiki/Doubling_time

    For example, with an annual growth rate of 4.8% the doubling time is 14.78 years, and a doubling time of 10 years corresponds to a growth rate between 7% and 7.5% (actually about 7.18%). When applied to the constant growth in consumption of a resource, the total amount consumed in one doubling period equals the total amount consumed in all ...