Return on a stock beyond what would be the expected return that is predicted by market movements alone.

Part or whole return that is an outlier or not due to systematic influences (market wide influences). Said differently, abnormal returns are above...

Sum of the differences between the expected return on a stock and the actual return that comes from the release of news to the market.

Afunction giving the probability that a value drawn from a distribution will be less than or equal to some specified value.