Sentences with phrase «by standard deviation calculated»

However, annualized risk, as measured by standard deviation calculated based on monthly total return for the same period stood at 15.25 %.

Not exact matches

It is calculated by taking a fund's excess return over that of the three - month Treasury bill divided by its standard deviation.

The Sharpe ratio is calculated by subtracting the risk - free rate - such as that of the 3 - month U.S. Treasury Bill - from the rate of return for a portfolio and dividing the result by the standard deviation of the portfolio returns.

Calculate daily realized volatility of IEF as the standard deviation of daily total returns over the past 21 trading days, multiplied by the square root of 252 to annualize.

The summary angular data in Table 3 includes both arithmetic means with standard deviations, as well as mean directions with circular standard deviations calculated by treating our data as vectors [43].

Haldanes were calculated as h =[ (ln (x2) / sln x2) − (ln (x1) / sln x2)-RSB- / g, where ln (x1) and ln (x2) are the ln - transformed sample means of head length at the beginning and the end of the study period, respectively, sln x1 and sln x2 are the pooled standard deviations of ln (x1) and ln (x2), respectively, and g is the number of generations between the beginning and the end of the study period (years divided by generation length).

When they calculate the simple correlation between income and math achievement, Helen Ladd's approach, they find that a $ 4,000 increment (a 50 percent increase in the $ 8,000 average income reported by the families in this study) in the income of the poor family will lift student achievement by 20 percent of a standard deviation (close to a year's worth of learning in the middle years of schooling), a substantial impact that seems to support the Broader, Bolder claims.

Effect sizes (Cohen's d) for middle school students versus preservice teacher candidates were calculated by subtracting the mean of the second from the first and dividing the result by the pooled standard deviation (as in Cohen, 1988).

From these data, the researchers calculated a 10 percent increase in student test scores of an average principal who improved her «demonstrated abilities in all 21 responsibilities by one standard deviation» (p. 3).

He added that the most successful effects the report calculated showed that NCLB programs moved student performance by eight hundredths of the standard deviation, or from the 50th to the 53rd percentile.

Different versions of risk are usually measured by calculating the standard deviation of the historical returns or average returns of a specific investment.

Volatility (measured by standard deviation) is now my only missing variable, so I calculate it using the following formula:

Because of the asset correlations, the total portfolio risk, or standard deviation, is lower than what would be calculated by a weighted sum.

Another way to look at the results of the AAII screens is to calculate compound annual returns divided by standard deviation for each series of results from 1998 to 2012.

The calculated performance number can be volatility adjusted, in which case the model adjusts the asset return performance by calculating the average daily return over the timing period divided by the standard deviation of daily total returns over the volatility window period.

To investigate, we consider two measures of U.S. stock market volatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Index (VIX).

Calculated by annualizing the standard deviation of the fund's daily returns over the 1 - year period ended as of the date of the calculation.

It is calculated by subtracting the risk - free rate from the rate of return for a portfolio and dividing the result by the standard deviation of the portfolio returns.

The volatility of a pair is measured by calculating the standard deviation of its returns.

The Sharpe ratio is calculated for a time series by dividing the mean period return (daily, monthly, yearly), in excess of the risk free rate, by the standard deviation of such returns.

Standard Deviation (StdDev (x)-RRB- Now that we have calculated the excess return from subtracting the risk - free rate of return from the return of the risky asset, we need to divide this by the standard deviation of the risky asset being mStandard Deviation (StdDev (x)-RRB- Now that we have calculated the excess return from subtracting the risk - free rate of return from the return of the risky asset, we need to divide this by the standard deviation of the risky asset being Deviation (StdDev (x)-RRB- Now that we have calculated the excess return from subtracting the risk - free rate of return from the return of the risky asset, we need to divide this by the standard deviation of the risky asset being mstandard deviation of the risky asset being deviation of the risky asset being measured.

It is calculated by taking a fund's excess return over that of the three - month Treasury bill divided by its standard deviation.

The Levy - Gunthorpe standard deviation is superior to calculating the annualized standard deviation of returns as the product of the standard deviation of the monthly returns multiplied by the square root of 12.

, but the most likely interpretation, and the one borne out by looking at their Table IIa, is that sigma is calculated as the standard deviation of the model trends.

There was also a finding of misconduct in 2010 in which the respondent admitted that he had «increased statistical significance of the calculated means and standards of deviation [sic] of the... data presented by discarding certain experimental data and thus presented data that was falsified.

This can be seen by downloading the data from Mauna Loa or elsewhere, detrending it, calculating the standard deviation of the detrended data, and comparing that to the anthropogenic flux.

We also check the validity of the rank histogram approach by comparing the model - data difference with the ensemble spread through calculating the root mean square model - data difference (RMSE), and the standard deviation of the ensemble (SD).

Effect sizes were calculated as treatment minus control means for RCTs, and post-treatment minus pretreatment means for before and after studies, divided by the pooled standard deviation, and weighted by sample size.

Between - group effect sizes were calculated by subtracting the mean change from pretreatment to posttreatment in the wait - list group from the mean change in the CBCT group, dividing by the associated pooled standard deviation, and adjusting for small sample size.

We calculated effect sizes by dividing the mean difference between the trial arms by the pooled standard deviation.

Predicted values for these interactions were calculated from the regression equation by substituting scores one standard deviation above and below the mean (Aiken & West, 1991; Cohen et al, 2001).

We calculated the frequencies, weighted proportions, means, and standard deviations (SDs) of demographic characteristics by sex.