Sentences with phrase «divided by the standard deviation»

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

They normalize an interval return by subtracting the average return for all such intervals in the sample period and then dividing by their standard deviation.

We focus on gross compound annual growth rate (CAGR), gross maximum drawdown (MaxDD) and rough gross annual Sharpe ratio (average annual return divided by standard deviation of annual returns) as key performance statistics for the Top 1, equally weighted (EW) Top 2 and EW Top 3 portfolios of monthly winners.

Cohen's d is defined as the difference between two means divided by a standard deviation of the pooled groups or of the control group alone.

The effect size of this difference is.81 and was computed by subtracting the mean of the comparison group from the mean of the experimental group and dividing by the standard deviation of the comparison group (Cohen 1977).

By using risk - adjusted yield — computed as 12 - month trailing yield divided by the standard deviation of yield — the higher weight is placed on securities with more stable yields.

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 show a relationship between excess return and risk, this number is then divided by the standard deviation of the portfolio's annualized excess 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 measured.

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

A measure that indicates the average return minus the risk - free return divided by the standard deviation of return on an investment.

What is the reason for dividing by the standard deviation?

If you look at that chart, the normalizing by dividing by standard deviation and then taking the difference, is not like super advanced math.

They take the temperature anomaly at each location and divide it by the standard deviation for that location to determine how many standard deviations away from normal the temperatures at that location were.

To avoid these two artificial parameters, as a final step we have standardized the quantities by subtracting the mean and dividing by the standard deviation of each series shown, for the whole period 1909 - 2003.»

All series were standardized by subtracting the mean and dividing by the standard deviation of each series shown for the period 1971 - 2000.»

Not exact matches

For each decile, we've subtracted the 1986 - 2016 average price / revenue ratio for that decile, dividing the result by the standard deviation of valuations in that decile (again from 1986 - 2016).

They measure changes in analyst earnings forecast dispersion (standard deviation divided by mean) based on data from I / B / E / S as the difference between current dispersion and dispersion two months ago.

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.

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

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).

We define the coefficient of variation as the standard deviation of the population divided by its mean.

> Because principals differ in the generosity and degree of variation in the ratings they give, we placed all the ratings on the same scale by subtracting from each teacher's rating the average rating given by that teacher's principal and then dividing by the principal's standard deviation.

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).

For this comparison, Sharpe is defined as fund annualized percentage return (APR) minus 90 - day TBill APR divided by fund annualized standard deviation STDEV, all over the same period, which is lifetime of fund (or back to January 1962).

Standard deviations were derived by subtracting the actual values from their estimates, squaring, adding, dividing by 58 and then taking the square root.

* To arrive at that number, I simply divided the monthly standard deviation for the 70/30 portfolio by the standard deviation for the 100 % stock portfolio.

Stocks were then ranked based on their 1 year sharpe ratio, or the annualized return of a stock divided by its annualized standard deviation of the weekly returns.

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 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.

He took each proxy record (typically composed of values rising over time), treated it as a normal distribution, computed a standard deviation, and then divided the values from that proxy by its SD to yield «standardized» values.

But the SEM is standard deviation of the results divided by the number of measurements... so your individual errors are indeed accounted for, whether they are random or are from other sources.

Mannian PC methodology divides each series by its standard deviation in the calibration period.

Hedges» d was the mean of the control group (X C) subtracted from the mean of the experimental group (X E), divided by the pooled standard deviation (s) and multiplied by a correction factor for small sample sizes (J).

In the absence of serial correlation the standard deviation of this trend estimate is the standard deviation of the period - to - period changes in temperature divided by the square root of the number of periods in the interval.

Stippling denotes regions where the multi-model ensemble mean divided by the multi-model standard deviation exceeds 1.0 (in magnitude).

Frequency of occurrence (y axis) of local temperature anomalies divided by local standard deviation (x axis) obtained by counting gridboxes with anomalies in each 0.05 standard deviation interval.

The data curves were obtained by binning the local anomalies divided by local standard deviation into intervals of 0.05 (i.e., by counting the number of grid boxes having a ratio within each successive 0.05 interval).

The second link below shows the delta T divided by delta F over the 1900 - 2005 period with the minus and plus 2 standard deviations.

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.

To estimate effect sizes, Cohen d was computed by dividing the unstandardized coefficients for intervention effects (accounting for level 1 and level 2 covariates) by the within - group standard deviation.40, 41 Estimates of within - group standard deviation were computed using the raw data for waking cortisol level (to examine the intervention effect on the intercept) and raw data for waking to bedtime change in cortisol level (to examine the intervention effect on the slope).

An effect size refers to the difference in mean scores between 2 populations (eg, children referred with ADHD vs nonreferred children) divided by an estimate of the individual standard deviation.

Standard scores were derived by subtracting the mean score from the observed score and dividing the amount by the standard deviation for that distribution ofStandard scores were derived by subtracting the mean score from the observed score and dividing the amount by the standard deviation for that distribution ofstandard deviation for that distribution of scores.