Not exact matches
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.
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.
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).
«For every one percent of a public school's students who leave for a charter,» concludes Mr. Winters, «reading proficiency among those who remain increases
by about 0.02
standard deviations, a small but not insignificant
number, in view of the widely held suspicion that the impact on local public schools... would be negative.»
If you believe as we do that risk can not be adequately explained
by a single
number such as
standard deviation of return, but is rather the potential for the respective portfolios to face future capital impairment, it becomes important to compare the fundamental character of the manager's portfolio to that of the benchmark.
* 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.
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.
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).
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.
As a test of whether 1.5 mK is significant, one could ask what
standard deviation can be achieved
by replacing the three AGW parameters
by seven new shape parameters (in addition to the three I used, thereby bringing the total
number of shape parameters to ten).
In Scott's method, the bin width wk is given
by 3.49 × σ / m1 / 3, where σ and m, respectively indicate the
standard deviation of ΔS and
number of random observations (Scott 1979).
Averaging more years reduces the
standard deviation by the square root of the
number of years, so
by the time you average ten years the
standard deviation for a decade is down to 0.03 degrees.
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.
Given»n' measurements and a measurement error with a
standard deviation of»S», the uncertainty scales with the
number of measures
by:
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).