Sentences with phrase «average standard deviation»

The buy — write strategies, like the low - vol strategies, were less volatile than the S&P 500, having average standard deviations of 9 % and 12 %, respectively, compared to the benchmark's standard deviation of 16 %.

The 5 - day average standard deviation for global AAM is 1.2 x1025 kg m2 s - 1 and for the global tendency is 1.4 x1019 kg m2 s - 2.

Divide the current month average standard deviation by the 12 - month average of averages to get a lookback interval factor.

Generally, quantitative funds have a higher average return and a lower average standard deviation than qual funds.

There is also the continued lack of certainty associated with lower discount rates quantified by their high average standard deviations, as was the case with the outdated Roe — Baker distribution.

Variation in the study was evaluated by examining the statistical average standard deviation in different measurement diagrams.

As long as the returns of the assets within the portfolio are not perfectly correlated, the standard deviation of the portfolio must be less than the average standard deviation of the assets.

Instead of the averages, you use individual student scores and still divide by the average standard deviation, thus quickly determining which students still need to develop their understanding.

For all the 15 - year periods from 1928 through 2014, the S&P had an average standard deviation of 18.2 %.

The four - fund combination's average standard deviation was 22.5 %.

In Edwin J. Elton and Martin J. Gruber's book «Modern Portfolio Theory and Investment Analysis,» they concluded that the average standard deviation (risk) of a single stock portfolio was 49.2 percent, while increasing the number of stocks in the average well - balanced portfolio could reduce the portfolio's standard deviation to a maximum of 19.2 percent (this number represents market risk).

[19] Tables 5 — 8 show estimates of the average SCC as well as the average standard deviation across all five scenarios for two more recent choices of ECS distributions compared to the outdated Roe — Baker distribution used by the IWG.

The average standard deviations are also interesting, quantifying the uncertainty associated with these probability distributions.

The average standard deviation of the variation across these six programs was 27 %.