Struct AbnormalReturn 

pub struct AbnormalReturn {
    pub day: i32,
    pub raw_return: f64,
    pub expected_return: f64,
    pub abnormal_return: f64,
    pub car: f64,
}

A single day’s abnormal return observation within an event window.

Fields

day: i32

Day relative to the event (negative = before, 0 = event day, positive = after).

raw_return: f64

Observed log-return of the security on this day.

expected_return: f64

Expected return (benchmark return as market model proxy).

abnormal_return: f64

Abnormal return: raw_return - expected_return.

car: f64

Cumulative abnormal return from the start of the window up to and including this day.

Trait Implementations

impl Clone for AbnormalReturn

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AbnormalReturn

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.