Sentences with phrase «measured by the standard deviation»

«As measured by standard deviation, the iShares Gold Trust, an ETF that owns physical gold, has been more volatile than the Standard & Poor's 500 index.»

It compares the return above the risk - free rate earned as compared to the corresponding risk assumed by the portfolio, as measured by standard deviation.

First up are the teams which spur the most disagreement between voters as measured by standard deviation.

First up are the teams which spur the most and least disagreement between voters as measured by standard deviation.

Variability in mood was measured by the standard deviation of these daily mood scores across each condition.

Risk is measured by the standard deviation.

The risk of this combination, I should add, was lower (measured by standard deviation) than that of either U.S. or international small - cap blend stocks by themselves.

I also have had a lower amount of volatility (as measured by standard deviation of day - over-day returns) then my benchmark index (the S&P / TSX Composite Index).

The efficient frontier is a curve which represents all the points where for a given level of risk (as measured by standard deviation) of a portfolio you are achieving the optimal rate of return.

Volatility is measured by standard deviation, which indicates how much a portfolio's returns vary from year to year.

The volatility of the fund, measured by the standard deviation of monthly returns, was slightly higher than that of the reference ETF portfolio.

A classic 1968 paper by professors J.L. Evans and S.H. Archer, for example, concluded that a portfolio of 10 randomly chosen stocks would have similar risk, as measured by standard deviation, to the market as a whole.

The world - wide portfolio more than doubles the 40 - year return of the S&P 500 at less risk when measured by standard deviation and the worst five - year period.

Furthermore, the volatility of the dividend - growing stocks, as measured by their standard deviation, was 13 % versus the non-dividend-paying stocks was 23 %.

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

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

It beat its Russell 2000 ® index benchmark in one -, three -, five - and ten - year periods as well as since inception through 2013, at a comparable risk level measured by a standard deviation of returns.

Risk, when measured by standard deviation, is minimized with a 50 % allocation to the DRS.. The Sharpe ratio, which is the most commonly used measure of risk / return trade - off, is maximized at around a 70 % allocation to the DRS.

This is a very interesting variation for aggressive investors who want to seek even higher returns without much additional risk, (at least as measured by standard deviation.

During the 1978 - 2017 time frame, the S&P 500 Index returned 11.81 % with a risk factor of 15.20 %, as measured by standard deviation, whereas the Barclays Bond Index returned 6.99 % with a standard deviation of only 4.19 %.

Volatility is measured by the standard deviation of five years of weekly total returns in local currency.

* As measured by the Standard Deviation (volatility) of our monthly returns versus the TSX Composite.

As measured by standard deviation, the iShares Gold Trust, an ETF that owns physical gold, has been more volatile than the Standard & Poor's 500 index.

[The fund's managers] earned customers an average of 6.8 % a year over the past decade, better than 98 % of their fund's Morningstar peers — and with roughly 25 % less risk, as measured by standard deviation.

Additionally, value stocks have been more volatile over time, as measured by standard deviation.

* Volatility (measured by standard deviation) for MARKIT CDX.NA.HY 5 - year TOTAL RETURN INDEX, a benchmark for the high yield CDS market, has from its 2007 inception through June 30, 2014 ranged from 6 % to 14 % compared to 4 % to 16 % for the Barclays U.S. Corporate High Yield Index and 11 % to 46 % for the S&P 500 ®.

Bonds typically have much lower volatility (measured by the standard deviation of their returns) than stocks, which make them suitable for the more risk - averse investors.

But the real impact is in the risk reduction we see in the form of much lower volatility as measured by standard deviation at 9.48 percent.

Also, despite lower volatility (measured by the standard deviation) the RealBeta ™ of the fund was higher than that over the broader evaluation period.

The average variability in monthly returns for the CAN SLIM screen has been 8.8 %, as measured by standard deviation.

Doing this «correctly» substantially squeezes out risk (as measured by standard deviation), while not compromising returns very much.

The calculations display a number that represents how much the active manager's returns exceeded its proper passive benchmark, adjusted for risk (measured by standard deviation).

In recent years, the volatility, or significant fluctuations in share prices, which used to characterise property shares, has largely disappeared, In fact, measured by standard deviation methods, listed property is fast becoming one of the least volatile asset classes.

Not exact matches

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.

Previous experiments with beams and containers appeared to give sharply different neutron lifetimes, the most precise measurement using a bottle trap differs by almost four standard deviations from that measured in a beam.

Their peers» average test scores are about 0.15 standard deviations higher, and the new schools have higher - quality teachers, measured in terms of the fraction of teachers with less than three years» experience, the fraction that are new to the school that year, the percentage of teachers with an advanced degree, and the share of teachers who attended a «highly competitive» college as defined by the Barron's rankings.

My best estimate is that it lowers test scores for both boys and girls by approximately 4 percent of a standard deviation and has even larger effects on various measures of student engagement.

«Extensive research shows that... valid and reliable measures of teacher effectiveness,» have yet to be generated, she says, blithely putting on ignore important work by Thomas Kane, Eric Hanushek, and Raj Chetty and his colleagues, which shows that students learn in any given year somewhere between 10 and 20 percent of a standard deviation more if they have an especially effective teacher rather than a very ineffective one.

We therefore report the estimated effects of a one standard deviation increase in the amount of competition faced by a given public school by each measure.

A simple cost calculation gives the improvements in student achievement (measured again in standard deviations) that could, by the Picus and Odden estimates of benefits, be expected for a $ 100 addition to spending per pupil from each of the separate programs.

If we then turn to the labor market, a student with achievement (as measured by test performance in high school) that is one standard deviation above average can later in life expect to take in 10 to 15 percent higher earnings per year.

On a composite measure of their responses, there was no evident change in teacher - reported support after year one of the SIG award, but by the second year, SIG teachers reported significant increases in support (0.26 standard deviations) that grew even greater by in the third year (0.41 standard deviations).

The approach adopted by Jacobsen would suggest that it has: measured as a share of the 8th - grade standard deviation, the black - white gap has declined from two standard deviations to one.

The achievement of a nationwide sample of 4th and 8th grade students with the same racial make - up as Chicago students, as measured by the National Assessment of Educational Progress (NAEP), increased roughly 0.25 standard deviations in math during the 1990s, though there was no gain in reading.

By definition, gifted is considered to be two standard deviations or above on a standard measure of intelligence.

The author estimates measures of value added for a subset of elementary teachers and show that charter movers were less effective than other mobile teachers and colleagues within their sending schools, by 3 to 4 percent of a student - level standard deviation in achievement.

We track short - term pain by looking at a fund's maximum drawdown, its Ulcer index which measures the depth and duration of a drawdown, its standard deviation and downside deviation.

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

Although statisticians like to measure risk by standard deviation, I don't think this is a very relevant guide to the way human beings actually experience risk.

It doesn't matter if you measure risk by standard deviation of returns, beta, or credit rating (with junk bonds).