# Standard deviation

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## 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 ?
(2a) EXPENSE RATIO =a + [b.sub.1](BOARD QUALITY) + [b.sub.2](CORPORATE CULTURE) + [b.sub.3](MANAGERIAL INCENTIVES) + [b.sub.4](REGULATORY ISSUES) + [b.sub.5](ASSETS) + [b.sub.6](AGE) + [b.sub.7](BROKERAGE AVAILABILITY) + [b.sub.8](CASH FLOWS) + [b.sub.9](DEFERRED LOAD) + [b.sub.10](FRONT END LOAD) + [b.sub.11](FUND FAMILY) + [b.sub.12](FUND FOCUS) + [b.sub.13](INSTITUTIONAL) + [b.sub.14](STOCK) + [b.sub.15](STD DEV) + [b.sub.16](TOTAL RETURN) + [b.sub.17](TURNOVER RATIO) + [b.sub.18](12B-1 PLAN) + e
(2b) EXPENSE RATIO =a + [b.sub.1](STEWARDSHIP GRADE) + [b.sub.2](ASSETS) + [b.sub.3](AGE) + [b.sub.4](BROKERAGE AVAILABILITY) + [b.sub.5](CASH FLOWS) + [b.sub.6](DEFERRED LOAD) + [b.sub.7](FRONT END LOAD) + [b.sub.8](FUND FAMILY) + [b.sub.9](FUND FOCUS) + [b.sub.10](INSTITUTIONAL) + [b.sub.11](STOCK) + [b.sub.12](STD DEV) + [b.sub.13](TOTAL RETURN) + [b.sub.14](TURNOVER RATIO)+ [b.sub.15](12B-1 PLAN) + e
The 2 STD Dev value was < 0.2 to 1.5g/L creatinine.
Tooth Mean###Std Dev###Mean###Std Dev###P- Value Mean Std Dev Mean Std Dev P Value
TABLE 1: Abiotic and biotic data measured in Venice Lagoon and sub-basins in 2003 survey (mean + standard deviation (Std Dev), minimum (Min) and maximum (Max) values).
Graph Showing Mean & Standard Deviation Values of Age Age Groups Age Mean Age Std Dev 15-20 19.25 1.06 21-25 22.90 1.37 26-30 28.13 1.52 31-35 33.35 1.46 36-40 38.07 1.22 41-45 43.00 1.87 46-50 47.43 1.81 51-55 52.88 1.17 56-60 58.00 0.00 Note: Table made from bar graph.
2.16 1.70 0.46 0.87 Average 2.36 2.06 0.31 1.46 Std Dev 0.15 0.22 0.10 0.39 1998 1999 Inflation Difference Spread Inflation January 1.63% 0.08 1.00% 1.73% February 1.44 0.34 1.29 1.67 March 1.38 0.46 1.35 1.79 April 1.44 0.33 1.40 2.28 May 1.69 0.06 1.74 2.09 June 1.62 0.07 2.00 1.97 July 1.68 -0.04 1.69 2.15 August 1.62 -0.12 1.83 2.26 Sept.
Testing in our study with a one-way Welch's ANOVA, an alternate analysis of variance method, systemizing was confirmed to be stronger in men ([M.sub.Men] = 71.82, std dev = 20.79; [M.sub.Women] = 59.90, std dev = 15.56, p < .001): the p value is much less than the threshold 0.05, indicating greater than 95% certainty that this observation occurred beyond random chance.
3 show good agreement across a range of SH values between 2 and 20 g [kg.sup.-1], with standard deviation (std dev) agreements between independent moisture observations within 0.42 g [kg.sup.-1] for SH and a negligible moist bias of approximately 0.01 g [kg.sup.-1].
Std Dev of Net Income 660 .088 .041 .223 -0.68 1.71 Statistics for the prediction year 1986 were computed using three years of data (1983-1985) for 132 firms.

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