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 ?
In the present study, mean and standard deviation of cholesterol/HDL for A positive blood group is 3.53 [+ or -] 0.48, for B positive blood group is 3.92 [+ or -] 0.68, for B negative blood group is 4.46 [+ or -] 0.49, for AB positive blood group 4.40 [+ or -] 0.84, O positive blood group 3.97 [+ or -] 0.49, and A negative blood group, mean is 3.58.
Against ER dimension greater positive attitude of respondents of the rural area with mean value 3.78 as compared to 3.53 mean value of urban area is indicated by the data given in table 5 while, 0.805 and 0.707 standard deviation values of urban and rural area respectively indicate greater dispersion among the views of respondents.
Mean and standard deviation of birth weights of male babies were 3.0403 and 0.3063 respectively and in female babies were 3.0236 and 0.3067 respectively.
The average wetted depth of inline is 10.91 cm with standard deviation of 0.58 cm and the coefficient of variation is 5.33 % and the average wetted depth of online is 12.11 cm with standard deviation of 1.46 cm and the coefficient of variation is 12.02 %.
Teaching Math I at least once before is associated with an increase in instructional effectiveness of 0.03 standard deviations, measured by students' grades.
Therefore, it is enough to collect a set of frequency measurements, that are started randomly, to estimate the expected values of error and standard deviation of the frequency measurements.
Afterward, the frequency histogram standard deviation is calculated as a symbol representing the pavement surface texture to be used to detect pavement segregation.
I had a measured extreme spread of 52 fps and a standard deviation of 20.2, both pretty high numbers when compared to the rest of the field.
The mean average rating for the item that states, "I feel guilty leaving my small children at home." was found to be 3.56 with the standard deviation of 1.40.
In valuing the first property, the appraiser estimated a standard deviation of $100,000 and assumed a normal bell-shaped curve distribution.
The volatility can be estimated by two approaches, either it can be computed by taking the standard deviation of the historical returns (HSD) over the recent past (Taleb, 1997) or by calculating implied volatility (IV) (Latane and Rendleman, 1976) from the observed spot option prices by solving Black and Scholes pricing model.
In fact, standard deviation, which reflects the variance both above and below the mean, measures both downside risk and upside potential.

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