Intraday Return

Posted in Finance, Accounting and Economics Terms, Total Reads: 898

Definition: Intraday Return

Intraday Return can be defined as the total return generated by a stock in regular trading hours on any particular day. Intraday return contributes more towards the total returns generated in a day than overnight return.

There are two types of daily return from a particular stock which are intraday return and overnight return. Overnight return constitutes the change in price from one closing day to the opening price of next trading day. 

The intraday return maximisation can be done through Intraday Momentum Index developed by Tushar Chande. The intraday return can be maximised by using technical analysis which involves candlestick analysis, Relative Strength Index (RSI), Bollinger bands, Fibonacci Retracement etc. The investors use technical analysis to find out whether stock is under bought or overbought so that they can decide whether to invest or not.

Intraday return is a significant factor for investors as there is a difference between the values at the end of the day and the overnight value. It is a good way of getting gaining with buying/selling the same stock.

Hence, this concludes the definition of Intraday Return along with its overview.

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