Standard deviation

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Related to Standard deviation: variance

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 ?
Impact of a one standard deviation increase in Math I teacher quality on likelihood of taking Math II Overall 5 In-person classes 6 Online classes 3 Impact of a one standard deviation increase in Math I teacher quality on credits earned in 6 months Overall 0.
The limiting parameters of the introduced meter are: rate of measurements up to 410 per second or standard deviation about 7.
In summary, range, interquartile range, and standard deviation are measures of variability within a set of data.
The st_dev is the approximate standard deviation calculated in the second step.
Combination of B1-B4 using one-half Standard deviation shocks###136###146###159###148###137###128###99###62
In Rhythm Functions C2 Scale the Control subjects presents a mean punctuation of 1,71 with a standard deviation of 1,90, and the mean for intervention group is 3,72 with a standard deviation of 2,79, being this difference statistically significant (df = -3,722; [rho] = ,011).
In the high IL-6 group, the birth weight standard deviation was -0.
For estimate of accuracy of the suggested method formulas to compute standard deviation of spatial coordinate of physical surfaces are derived.
Simple statistics: the mean, standard deviation, stability ratio and the trend
It can be seen from Table 1 that the standard deviations of the macular pigment measurements obtained with the Macuscope were approximately half those of the MPOD, indicating less variation in measurements and greater reliability.
Five patients (29%) had a statural growth delay of less than -2 standard deviations for age.
This method involves calculating for each image pixel the mean and the standard deviation of the gray level value of the neighboring pixels that are found in a window of a predefined size.

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