Standard deviation

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Related to Standard deviations: variance, standard error

Standard deviation

The square root of the variance. A measure of dispersion of a set of data from its mean.

Historical Volatility

A measure of a security's stability over a given period of time. While there are various ways to calculate it, the most common way is to compute the average deviation from the average price over the period of time one wishes to measure. The historical volatility is often compared to the implied volatility to determine if a security is overvalued or undervalued. Generally, securities with a higher historical volatility carry more risk. It is also called realized volatility or the standard deviation. See also: Volatility.

standard deviation

A statistical measure of the variability of a distribution. An analyst may wish to calculate the standard deviation of historical returns on a stock or a portfolio as a measure of the investment's riskiness. The higher the standard deviation of an investment's returns, the greater the relative riskiness because of uncertainty in the amount of return. See also risk, variance.

Standard deviation.

Standard deviation is a statistical measurement of how far a variable quantity, such as the price of a stock, moves above or below its average value. The wider the range, which means the greater the standard deviation, the riskier an investment is considered to be.

Some analysts use standard deviation to predict how a particular investment or portfolio will perform. They calculate the range of the investment's possible future performances based on a history of past performance, and then estimate the probability of meeting each performance level within that range.

References in periodicals archive ?
In valuing the first property, the appraiser estimated a standard deviation of $100,000 and assumed a normal bell-shaped curve distribution.
Standard deviation of this distance by applying mathematical statistic laws is computed from the formula
Shows the variation in Variance, Standard deviation and mean of resultant images with respect to Standard deviation of the LOG operator.
The accuracy of measuring mean speed, standard deviation of speed, and turbulence intensity by a low-velocity thermal anemometer (LVTA) can be affected by several error sources defined later in this paper.
As in common in introductory statistics courses, students constructed a few histograms from frequency tables and computed means and standard deviations with a calculator at the beginning of the term.
Using this model, we simulated data from gaussian distributions as sets of four replicates for six calibrators, with the indicated means and standard deviations.
21 standard deviations lower than the white child in math and would be almost exactly even in reading.
The mean and the standard deviation of the sample blank are likely to be dependent on the matrix of the sample blank.
The difference between the standard deviations in the two simulations can perhaps be more easily understood if we express the unconditional variance of [beta] in terms of its conditional distribution.
A dependent samples t-test revealed a significant difference between heart rate standard deviations during mathematics stressor test revealed a significant difference between heart rate standard deviations during mathematics stressor tests before and after high-intensity treatment at the 99% confidence level (p=0.
This source can be understood by looking at the formal definition of the correlation of growth rates, which is the covariance of the growth rates divided by the product of the standard deviations of each of the two growth rates (see box "Correlation as a Measure of Co-movement").

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