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 ?
Significant differences compared between treatments and control groups were presented as means [+ or -] STDEV with different minuscules.
The ~70nm (stdev 8nm) change in pore size between collapsed and swollen state of the PNIPAM chains obtained in this work is similar to pore changes reported in the literature, using the Hagen-Poiseuille's equation and using plasma-induced grafting [3, 12, 17, 26].
Indeed, over the entire 1933-2011 period, presidents averaged a measly .06 references to Social Welfare Rights per 1,000 words of address (stdev = .06), about half the attention they gave to either Constitutional Rights and Liberties (mean = .11, stdev = .09) or Democratic Rights and Liberties (mean = .12, stdev = .10).
Table 1 Mean Heart Rates (HR) and Mean Percentages of Maximum Heart Rate (%MaxHR) After Each Stage of the High Intensity Dance Performance Fitness Test and Mean Blood Lactate (BLa) Readings at Completion of the Test HR Stage (Stdev) % MaxHR BLa (Stdev) 1 171.8 ([+ or -] 3.1) 87 2 177.0 ([+ or -] 3.5) 90 3 184.3 ([+ or -] 5.7) 94 4 183.3 ([+ or -] 5.8) 93 8.8 ([+ or -] 4.8)
This means that Russia is currently trading close to 2 StDev below its 1Y average relative values against Turkey, China and India.
Process Capability of Diameter XY Process Data LSL 11.85 Target * Sample Mean 12.15 Sample N 99 StDev (Within) 0.0393678 StOev (Overall) 0.0393678 Potential (Within) Capability C p 1.27 C PL 0.88 C PU 1.66 C pk 0.88 Overall Capability P p 1.27 P PL 0.77 P PU 1.43 P pk 0.77 C pm * Performance Observed PPM < LSL 10101.01 PPM < USL 0.00 PPM < Total 10101.01 Exp.
Basic statistical functions such as: min (the lowest value of the set of values), max (maximum value of the set of value|, average (arithmetic mean arguments), stdev (standard deviation), median (middle value of a group of numbers), var (variance values), mode (most frequently occurring value in a group of numbers) were used.
HybridGA PBILb5 MHs Avrg Stdev Avrg Stdev [X.sub.1] 0.5048 0.0242 0.5613 0.1011 [X.sub.2] 0.0029 0.0001 0.0038 0.0003 [Y.sub.1] 200.0000 0.0000 399.1398 130.0818 f(x, y) 49.9355 1.6789 67.2216 4.8174 mas[g.sub.I] -0.0018 0.0024 -0.0050 0.0000 PBILw5 PBILw5m MHs Avrg Stdev Avrg Stdev [X.sub.1] 0.6247 0.1176 0.6333 0.1587 [X.sub.2] 0.0037 0.0004 0.0038 0.0005 [Y.sub.1] 370.3226 142.7784 400.8602 164.3949 f(x, y) 68.2111 5.5543 70.2185 5.9409 mas[g.sub.I] -0.0050 0.0000 -0.0050 0.0000 PBILw1 PBILw10 MHs Avrg Stdev Avrg Stdev [X.sub.1] 0.6344 0.1558 0.5914 0.1302 [X.sub.2] 0.0038 0.0004 0.0038 0.0004 [Y.sub.1] 405.1613 157.4620 424.0860 151.7861 f(x, y) 69.9382 4.6033 69.4287 5.3346 mas[g.sub.I] -0.0050 0.0000 -0.0050 0.0000 TABLE 2: Optimum results of AOP2.
Summary of responses on the methods and extent of SWM information and education campaign Methods of IEC Rural Mean Stdev Public information thru meetings 3.08 (S) 1.24 Additional Information Freq % General assembly on regular schedule 158 63.7 Special meeting with concerned residents 68 27.4 Meeting of village officials only 32 12.9 No appropriate effort for IEC 26 10.5 Focus group discussion 2.67 (S) 1.37 Additional Information Freq % Open forum in general assembly 17 6.9 Discussion with the purok Pres.
EXCEL 2007 was used for all calculations (MEAN, STDEV, SEM, r values, average increase in weight and length per day, condition factor and specific growth rate, etc) and to make the graphs.
fraco 22(*) 20(*) p-valor Teste J-Hansen ortogonal 0.04(*) 0.27 p-valor Teste Wu-Hausman Exogeno 0.76 * significativos segundo os criterios descritos acima Tabela B.2 Austeridade fiscal e os spreads ** Modelo 1' JPMorgan Moody's #obs 2110 2026 R2 0.83 0.86 mean stdev mean stdev Divida 0.311(*) 0.03 0.351(*) 0.027 AF -1.503(*) 0.725 -1.505(*) 0.781 VIX 0.092(*) 0.021 0.083(*) 0.019 Modelo 2' JPMorgan Moody's #obs 2110 1990 R2 0.83 0.86 mean stdev mean stdev Divida 0.313(*) 0.03 0.353(*) 0.027 AF -0.068(*) 0.03 -0.073(*) 0.031 VIX 0.068(*) 0.024 0.062(*) 0.023 * signifie ativos a 5%.
Results Untreated Steel Hardness Hardness Modulus Depth Vickers Gpa Gpa nm test 1 288 3.05 317 1697 test 2 298 3.16 213 1695 test 3 364 3.85 241 1542 test 4 328 3.47 268 1610 test 5 329 3.47 308 1601 test 6 354 3.75 282 1550 average 327 3.46 272 1616 stdev 30 0.31 40 68 Results S-170 Hardness Hardness Modulus Depth Vickers Gpa Gpa nm test 1 554 5.86 287 1272 test 2 776 8.21 287 1106 test 3 724 766 340 1124 test 4 630 6.67 283 1205 average 671 7.1 299 1177 stdev 85 0.90 24 66 Results SCW20 Hardness Hardness Modulus Depth Vickers Gpa Gpa nm test 1 616 6.52 694 1171 test 2 577 6.11 511 1218 test 3 704 7.45 731 1101 test 4 645 6.83 498 1159 test 5 693 7.34 332 1147 average 647 6.85 553 1159 stdev 53 0.56 162 42