Coefficient of Variation


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Coefficient of Variation

A measure of investment risk that defines risk as the standard deviation per unit of expected return.

Coefficient of Variation

In statistics, the ratio of the standard deviation of a series of data points to the expected return. In investing, the coefficient of variation is used to measure the volatility (represented by the standard deviation) to the expected return on an investment. A lower coefficient of variation indicates a higher expected return with less risk. See also: Beta.
References in periodicals archive ?
Table 1 reveals that the coefficient of variation in own-source and assigned revenue stands at a rather high level of 1.
The coefficient of variation, as an indicative of the overall liquid distribution in the intermediate header, is generalized as a function of liquid mass flux [G.
M], and [pi], we compute the respondent-specific mean, standard deviation, and coefficient of variation.
In an evaluation of 15 eucalyptus clones that were between 5 and 6 years old, the modulus of elasticity obtained in the static bending of the specimens showed a coefficient of variation of 14 percent (Trugilho et al.
j] is hospital j's coefficient of variation over monthly Caesarean sections rates for a maximum of 60 months before, and a maximum of 60 months after the introduction of new diagnostic technology.
99 * Tabular report of reliability statistics: Descriptive statistics, Standard Deviation (S), 95% Confidence Limits (95% CL), Change in Mean, Coefficient of Variation (CV) and Intra Class Correlations (ICC).
At the mandal level the mean annual rainfall along with the coefficient of variation values were calculated for 51 mandals.
The phenotypic coefficients of variation were higher than the genotypic coefficient of variation for all the character studied.
We first calculated the coefficient of variation (CV) for each song variable to calculate PIC values.
Systemic risk in the Study is the coefficient of variation of loss ratio for a large book of business.
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