Sentences with phrase «lower average standard deviation»

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

Not exact matches

These conditions comprise the following: S&P 500 overvalued with the Shiller P / E (the ratio of the S&P 500 to the 10 - year average of inflation - adjusted earnings) greater than 18; overbought with the S&P 500 within 3 % of its upper Bollinger band (2 standard deviations above the 20 - period average) at daily, weekly, and monthly resolutions, more than 7 % above its 52 - week smoothing, and more than 50 % above its 4 - year low; overbullish with the 2 - week average of advisory bullishness (Investors Intelligence) greater than 52 % and bearishness below 28 %; and yields rising with the 10 - year Treasury bond yield higher than 6 - months earlier.
These upper and lower bands are set above and below the moving average by a certain number of standard deviations of price, thus incorporating volatility.
«From the brief report it is not clear what the levels of disease mtDNA are in the various tissues of the offspring, although the average is relatively low, nor is it clear whether the + / -0.92 % is standard deviation, standard error or a confidence interval, although we assume standard deviation.
We find that online applicants come from colleges where the average student's SAT math score is 30 points or about 0.2 standard deviations lower than students from in - person applicants» colleges.
Hanushek writes that the NRC's average estimated impact of test - based accountability at 0.08 of standard deviations of student achievement «may well be too low
We estimate that an 8th grader who attends school with 200 other 8th - grade students will score 0.04 standard deviations lower in both math and English than he would if he attended a school with 75 other 8th graders, the average cohort size for a K — 8 school.
Conversely, late entrants at district schools had dramatically lower average 4th - grade test scores than on - time enrollees: 0.30 and 0.32 standard deviations lower in reading and math, respectively (in both cases, 0.29 standard deviations below the district average).
In terms of academic performance, KIPP students» achievement in grade 4 (before entering KIPP) is lower than the district average by 0.09 standard deviations in reading and by 0.08 standard deviations in math, or roughly one - quarter of a grade level in each subject.
We observe that there is virtually no relationship between the relative affluence of the overall student body of the school and the SES test score gap in that school: schools serving primarily high - SES students and those serving primarily low - SES students have the same average SES test score gaps (around 0.8 standard deviations) in both third and fifth grades.
The typical high - SES student in this sample scored about 0.6 to 0.7 standard deviations above the state average (depending on grade considered), while the typical low - SES student in the sample scored about 0.1 to 0.2 standard deviations below the state average.
Among schools where high - SES students fall back around 0.2 standard deviations relative to the state average between third and fifth grades, there are some schools where low - SES students lose only around 0.1 standard deviation of relative ground, and others where low - SES students lose nearly 0.4 standard deviations of relative ground.
At these low - performing schools, test scores fell by an average of.3 standard deviations after Act 10's implementation, with a larger effect in the second year after the law's implementation than in the first.
[23] This means that students attending a high - achieving school will tend to score around 1.5 standard deviations higher, on average, than students attending a low - achieving school.
Reforms raised relative funding in the low - income districts by about $ 500 per pupil, which implies that increasing funding by $ 1,000 per pupil — about 10 percent of average funding over the period — raises test scores by 0.16 standard deviations.
The average low - performing teacher in math in a Florida school serving mostly - middle class kids is just two - hundredths of a standard deviation better than an equally laggard peer in school serving poor kids, according to a 2010 study from the National Center for Analysis of Longitudinal Data in Education Research.
These are the calculations of sales rank information displayed on the book's details page that show lowest, highest, averages, and standard deviation for that book's sales rank.
Trade: Sell U.S. government bonds when credit appetite is high, as signaled by the CAI being more than one standard deviation above its 50 - day moving average, and buy when it is low, or more than one standard deviation below its 50 - day moving average.
Lower beta and standard deviation stocks overperform on average.
It has a low standard deviation of 0.51 while its average maturity is 0.93 years.
With Bollinger Bands (plotted at standard deviation levels above and below moving averages), stock prices tend to stay within the upper and lower bands.
This often serves as the benchmark in most portfolio discussions and has been around for ages as the go - to portfolio.The average rate of return on this portfolio since 1972 has been of 5.8 % with a low standard of deviation of 11.6 %.
The fund has low standard deviation amongst its peer at 1.63 against category average of 1.99.
The average rate of return on this portfolio since 1972 has been 5.8 % with a low standard of deviation of 11.4 %.
The fund has low standard deviation amongst its peers at 1.75 against category average of 1.99.
This one shows an average rate of return since 1972 of 5.8 % with a low standard of deviation of 11.4 %.
With an average rate of return since 1972 of 5.8 % and a low standard of deviation of 11.6 %, this portfolio has been a stable winner over the past decades.
The chart above shows the Bollinger Bands plotted on GBP / JPY, with standard parameters of a 20 - period SMA and upper and lower bands plotted at two standard deviations away from the moving average.
Bollinger Bands are showing the volatility of the price by plotting two bands, the upper and lower band, two standard deviations away from a simple moving average (SMA).
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.
[13] Although assumptions regarding lower discount rates suggest higher estimates of the SCC than do higher discount rates, the associated standard deviations are, on average, also notably higher.
The child must have average intelligence or better, and achievement scores that are significantly (generally one standard deviation) lower.
After all, if the average amount of visitation given to a child is but five days a month, the standard deviation from such a low average is insignificant.
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