Sentences with phrase «of standard deviations of»

And researchers do not help, tending to talk in terms of standard deviations of achievement and effect sizes, phrases that simply have no meaning outside of the rarefied world of research.

We report our results in terms of standard deviations of student test scores.

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.»

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.

Calculate the average of the standard deviations of daily returns over the last 60 trading days for the individual risky assets (all except Cash).

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

Student performance in the classes of its graduates trailed by 6 percent of a standard deviation those of the graduates of the University of Central Florida.

When those two factors are taken into account, the positive effect of cognitive skills on annual economic growth becomes somewhat smaller, but is still 0.63 percentage points per half of a standard deviation of test scores.

For example, given that the price return of a bond is determined by the bond's duration and yield change, a bond portfolio constructed using the volatility measure of standard deviation of price return could be biased toward bonds with short duration.

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

The Levy - Gunthorpe standard deviation is superior to calculating the annualized standard deviation of returns as the product of the standard deviation of the monthly returns multiplied by the square root of 12.

At right, the model diversity, defined a the ratio of the standard deviation of all models from their corresponding mean values.

Estimates of the standard deviation of Outlook values for September 2009 run at 0.3, 0.4, 0.4, 0.5, and 0.5 million square kilometers.

I took a look at the relationship of 101 year window of standard deviation of the Yamal RCS series to the same window for mean and count and concluded that the magnitudes of the standard deviation go with the means and not with the counts — providing I did my R code and calculations properly.

I suspect I've got the calculation of standard deviation of the least - squares fit wrong.

If you calculate the slope of each of the five land use runs, and then calculate an unbiased estimate of the standard deviation of the slopes from runs # 2 through # 5, then the slope of run # 1 may very well be outside the 95 % inclusive probability window.

In a study of maize irrigation in Illinois under profit - maximising conditions, it was found that a 25 % decrease of annual precipitation had the same effect on irrigation profitability as a 15 % decrease combined with a doubling of the standard deviation of daily precipitation (Eheart and Tornil, 1999).

Not exact matches

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.

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.

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.

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.

Bank of America meanwhile views the push as a step toward aligning itself with marketplace standards and not as a deviation from sensible governance.

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.

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.

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.

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.

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.

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 %.

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.

Annual standard deviation of return for the fund calculated over a three - year period.

Ideally, investors want to take three factors into account in portfolio construction: the expected return for each asset, the expected risk (normally expressed as the standard deviations of return) and the co-movement of each asset.

PESPX has an R - squared of 77 percent, a beta of 0.97, and a standard deviation of 11.0 percent.

Standard deviation is a measure of return volatility computed using monthly returns for the last three years.