# 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 ?
A linear regression (Regression) model was also developed and estimation from the model was compared with the target output to find the MSE, r, CE and STDDEV. The derived equation from the Regression model was found to be equal to:
--I => Tcoil, Text and stddev. This means that the current through the coil strongly impacts the two temperatures and the standard deviation of the force.
stddev - [square root of [l.summation over (b-1)][(b - mean).sup.2] P(b)
The results for StdDev are shifted in contrast to MaxDist and higher convergence rates are reached (Figure 2(a)).
Firm risk is controlled for using the standard deviation of stock returns for the period 220 to 21 days prior to the announcement date, STDDEV, and by dummy variables for Moody's bond ratings A or higher, Baa, Ba, and B.
The average PSNR for test images after annotation embedding JPEG quality PSNR (RGB) PSNR (Cr in YCbCr) factor Average / Stddev Average / Stddev 10 44.66dB / 1.12 43.59dB / 0.99 30 44.49dB / 1.06 43.62dB / 1.00 50 44.54dB / 1.07 43.63dB / 1.00 70 44.62dB / 1.06 43.63dB / 0.99 95 (default) 44.61dB / 1.03 43.69dB / 0.99 Table 3.
Furthermore, the standard deviation (StdDev) of the ROI pixels was recorded for heterogeneity representation.
Most data fields in a pivot table are displayed as a sum or count, but there are a total of 11 calculation functions available: Average, Count, CountA, Max, Min, Product, StdDev, StdDevP, Sum, Var, VarP.
The risk variable was obtained from a factor analysis of seven variables: LOSS = an indicator variable taking the value of 1 if net income is negative and 0 otherwise; QOP = an indicator variable taking the value of I if audit opinion is a departure from the standard unqualified report and 0 otherwise; CA = current assets deflated by total assets; DAR = total liabilities deflated by total assets; ROE = net income deflated by book value of equity; STDDEV = standard deviation of daily stock returns for year t; and IAR = industry-adjusted stock returns for year t.
Summary of the measured Context-store accessing overhead Set 1 (sec) Set 2 (sec) Ave [+ or -] 4.194 [+ or -] 0.083 4.197 [+ or -] 0.093 error (sec) StdDev (sec) 0.457 0.511 Set 3 (sec) Set 4 (sec) Ave [+ or -] 4.177 [+ or -] 0.123 4.028 [+ or -] 0.066 error (sec) StdDev (sec) 0.676 0.363 Set 5 (sec) Ave.

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