# 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 ?
We calculated minimum, maximum, mean, standard deviation, median and first and third quartiles of the sampling coefficient of variation in the different categories.
Group homogeneity is low in both tests, the coefficient of variation having the value 50% in the initial testing and 53% in the final testing.
Caption: Figure 7--ultrasonic amplitude In A of the extruded rubber compound and the corresponding coefficient of variation for increasing mixing efficiency (increasing pressure P1) for the Shark go; P1 = 35 bar for t [less than or equal to] 15 minutes, and P1 = 50 bar for [greater than or equal to] 20 minutes
The Coefficient of variation (CoV) of individual tooth width in both arches was least in canines but it increased in upper permanent lateral incisors followed by lower permanent central incisors in incisors group, and increased in lower 2nd premolar in premolar group.
This effort arose in response to Vedder's initial attempt at measuring such variation by using the coefficient of variation in either per capita spending on state-provided goods and services, or in spending as a ratio of personal income.
According to (5), the settlement reliability of foundation pile is influenced by safety coefficient FS, the mean value [mathematical expression not reproducible] of calculation model coefficient, coefficient of variation [mathematical expression not reproducible] of the permissible limit of settlement of foundation pile, coefficient of variation [mathematical expression not reproducible] of the calculated settlement of foundation pile, and coefficient of variation [mathematical expression not reproducible] of calculation model coefficient.
Decomposition of the square coefficient of variation ([I.
To determine the individual performance variation, the Coefficient of Variation for all six submaximal stress tests was calculated for each test subject (Figure 2).
The genotypic coefficient of variation (GCV) and phenotypic coefficient of variation (PCV) for days to maturity was higher during spring as compare to autumn season (Table 4).
The coefficient of variation of the longitudinal velocity in structural beams obtained from 8-year-old Pinus elliottii trees was 12.
In a supplementary study, a longitudinal analysis of weekly specimens from 4 normal men, aged 36-59 yr, revealed individual variability (mean coefficient of variation, 19%) and failed to demonstrate any monthly, seasonal, or annual rhythmicity.
The statistical parameters mean, standard deviation, percentage deviation, coefficient of variation and regression for rainfall data have been computed for every year and also for seasonal variation for monsoon (June-October), non monsoon (November-May) and annual periods at mandal levels.
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