RETURNS
Log Return
Creates an additive continuously compounded return measure.
Formula
r = ln(P1/P0)
Variables: P0 initial price; P1 ending price
What it means
Creates an additive continuously compounded return measure.
Example
A price move from 100 to 105 has a log return of ln(1.05), about 4.88%.
How to interpret it
This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.
Related Formulas
BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.