Sentences with phrase «many standard deviations»

Bollinger Bands ® are a Simple Moving Average with standard deviations of that moving average acting as the outer «bands,» or short - term support and resistance zones.

The group's outperformance relative to the staples, down more than 11 percent this year, is currently near two standard deviations outside the average for the past 30 years.

Technically, we calculated z - scores for each state on each measure, which rescales each variable based on its average and standard deviation.

According to Grantham, the housing market is close to two standard deviations above its historical norm, making the bubble signal clear.

At Google, an audit of their pay practices by the Department of Labor found «systemic compensation disparities against women pretty much across the entire workforce,» showing, one official has said, six to seven standard deviations between pay for men and women in nearly every job category.

The gap between the earnings yield on the S&P and Baa corporate bonds is over two standard deviations in favour of stocks.

The company's name comes from the statistical symbols for «mean» and «standard deviation,» and conference rooms are named after statistical distributions.

Timmer: You know, the last two years until the January high, were really extraordinary times for the market, and I fear that investors got spoiled by that, because the S&P was up I think 52 % in two years and in 2017 the volatility — the standard deviation of those returns — was at an all - time low of 3.9.

According to Blake, his fund has a standard deviation of 8.83 %, barely more than the S&P 500.

What's more, gold is looking oversold, down two standard deviations for the 60 - day period, which has historically signaled a good buying opportunity.

As for last week's market activity, Jones said that on Thursday we saw a five standard deviation (that's a volatility measure) kind of movement in one day.

More so than other stock pickers, low - volatility fund managers focus on metrics like beta, standard deviation and Sharpe ratios.

Standard deviation looks at a particular stock's ups and downs over time; the smoother those bumps are, the better.

With sentiment indicators buoyant, margin debt close to historic levels and indices trading close to their 2 standard deviation based on forward PE over five years, investors need to be mindful that a correction can easily unfold.

It's stocks with a low standard deviation and a low beta that interest Masson most.

Volatility profiles based on trailing - three - year calculations of the standard deviation of service investment returns as of February 28, 2017.

At the same time, USCOX had relatively lower risk than many of its peers, with a monthly standard deviation of between 3 and 4 percent.

On average, 2.40 unique equities experienced a mini flash crash between 9:30 — 9:33 during the period, with a standard deviation of 1.51 unique equities.

In the three - minute windows between 9:30 and 9:33 during the control period, we detect a mean of 2.50 mini flash per day, with a standard deviation of 1.65 mini flash crashes.

The meta - analysis, published online today in the Proceedings of the National Academy of Sciences, concluded that teaching approaches that turned students into active participants rather than passive listeners reduced failure rates and boosted scores on exams by almost one - half a standard deviation.

The y - axis measures the 12 - month return, while the x-axis measures monthly standard deviation, or, more generally, risk.

The more variable the returns, the larger the standard deviations.

Standard deviation simple tells us how much of a range there is around the average the majority of the time.

According to White and Grantham, a portfolio composed of 50 percent energy and metals, 50 percent all other equities, had a standard deviation that's 35 percent lower than the S&P 500 Index.

Bonds have a historical standard deviation closer to 7.5 %.

The way that finance professionals measure volatility is through standard deviation.

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.

Stocks have historically had a standard deviation of around 20 %.

According to DFA data, the annual standard deviation of the premium, at 12.9 %, is 2.6 times the size of the 4.8 % annual premium itself (for the period 1927 through 2017).

Volatility represented by annualized standard deviation of monthly returns for Institutional shares, all other share classes will vary, from first month - end after inception (2/28/89).

The chart below shows the rolling 30 - day standard deviation of a 60/40 portfolio broken down between stocks and bonds.

A higher standard deviation indicates a wider dispersion of past returns and thus greater historical volatility.

While the annual standard deviation of the S&P 500 Index was about 15 % per year, the MSCI Emerging Markets Index's standard deviation was about 23 % per year.

The more variable the returns, the larger the standard deviation.

Standard deviation does not indicate how an investment actually performed, but it does indicate the volatility of its returns over time.

On a bell - curve, about 95 % of your observations will be within two standard deviations one way or another, so only about 2.5 % of your observations will be beyond «two sigma» on the upside.

Standard deviation is annualized.

There is a formula that lets you estimate the CAGR if you already know the simple average and the standard deviation:

In the example at the top of the page, the simple average is 25 % and the standard deviation is 75 % (since the data points of +100 and -50 lie at a distance of 75 away from the simple average); in this case the estimate gives the exact answer of zero for the CAGR:

Portfolio risk is measured using standard deviation, which is a statistical measure of how much a return varies over an extended period of time.

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

In general, a higher standard deviation means greater volatility.

Technically, gold still appears oversold, down almost one standard deviation now.

With an annual standard deviation of 20, an 8 % average return means that stocks will return between -8 % and +28 %...

Therefore the alpha for ICVT is 10.11 % in comparison to the Bloomberg Barclays U.S. Aggregate Index and it offers relatively low risk with a standard deviation of 4.72 %.

The others are beta, standard deviation, R - squared and the Sharpe ratio.

With a standard deviation of nearly 15, that P / E drops to 23 in 2018 and 20 in 2019 while analysts estimate an average earnings growth rate in 2018 of around 8.5 percent and 2019 of around 8 percent.

If we take a look at the numbers another way, by price to sales, the average 2017 forward ratio is around 5.95 with a standard deviation of around 3.5.

Tracking errors are reported as a «standard deviation percentage» difference.

Expressed as a percentage, the greater the standard deviation, the greater the risk.