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 ?
The column for all companies shows that volatility tends to have a negative relation to liquidity, as indicated by the statistically insignificant STDEV coefficient.
Table 1 Fall and Spring Perry Levels (CCI) Treatment Control Perry Level (CCI) Fall Spring Fall Spring 250-299 2 (13%) 4 (15%) 1 (4%) 300-349 6 (40%) 5 (33%) 10 (37%) 11 (41%) 350-399 5 (33%) 7 (47%) 10 (37%) 13 (48%) 400-449 2 (13%) 2 (13%) 3 (11%) 2 (7%) 450-500 1 (7%) Table 2 Fall and Spring Data for CCI and SBI Sample Treatment (n = 42) (n = 15) Variable Mean StDev Mean StDev CCI Fall 342.
Stdev is the time-series mean of the cross-sectional standard deviation.
Failure Loads of Specimens Tested under in-plane Shear Loading Scheme Samples Failure Loads (N) number CTR JFC MDF 1 9228 49006 21809 2 10043 47921 22324 3 13575 53834 22442 4 9051 51127 22366 5 9367 47192 22908 Average 10253 49816 22370 Stdev 1895 2692 391 CV 18 5 2 Table 3.
Nonetheless, the pair's relative value, which can be quite volatile, remains close to the lower end of the 2 StDev corridor, and hence we maintain the call for the coming month.
T-test of two independent samples result: Wound reduction rate Two-Sample T-Test and CI Sample N Mean StDev T-Value P-Value control 164 4.
Equal sample size from each industry (proportionate to their respective population size) Study Period 2001-2009 Criteria Non-financial firms Excluding very small firms (having net sales less than 100 million) Excluding firms having negative net worth in more than one year Excluding firms with unavailable data for one or more consecutive years Excluding firms in losses for more than one consecutive Selection of firms with preferably better dividend payment record Table 2 Earnings (PKR Millions) Year Mean Stdev Max Min 2001 299 1,162 10,859 -1.
Table 1: Cross-Sectional Dataset Summary Variable Observations Mean Stdev Min Max gini3 32 0.
Result further shows that Mean and StDev of popularity have got major by the two parties (PPP and PML (N)) in terms of having majority in all the provinces of country.