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 ?
For in-person classes, instructors' effects on final exam scores vary more than those on course grades, with a standard deviation of 0.
The calculation of the standard deviation is only meaningful if the data are normally distributed, ie, if they produce a symmetrical bell-shaped curve when plotted.
Figure 1 illustrates a standard normal distribution with a mean of zero and a standard deviation of one.
Primary balance is at historical average minus one standard deviations in 2014-15###20###21###22###21###20###19###17###16
Simply stated, standard deviation shows you how much variance exists in a series of events.
Pagani said that one standard deviation from the average daily amount of television viewed by thetoddlers in this sample (105 minutes) is 72 minutes.
Standard deviations the coordinates of single point i are determined by taking into account Eqs.
Table 1 Macular pigment measurements on four subjects using the Macuscope and MPOD Subject 1 RE LE (Amblyoplc) Macuscope Standard Deviation 0.
Five patients (29%) had a statural growth delay of less than -2 standard deviations for age.
The default parameters, 20 periods and two standard deviations, may be adjusted to suit your purposes.
The x and y axes are marked in standard deviations ([sigma]).
The mean of the standard deviations measured by the four anemometers was calculated.

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