Sentences with phrase «standard deviation of returns shows»

Not exact matches

«Cost benefit estimates,» say the authors, «show that taxpayers paid 51 dollars per student for an experienced teacher to retire in return for an increase in test scores of 1 percent of a standard deviation — a negligible amount.»

The results are consistent with other studies that show a substantial return (up to 50 percent of a standard deviation on standardized achievement tests) to achievement from observed classroom quality, with greater effects often accruing to children with higher levels of risk and disadvantage.

The following chart shows rolling volatility (measured as a standard deviation of two years of monthly returns) and accompanying statistics for the portfolio:

However, the Fact Card for CGL quotes data from 1994 that shows the standard deviation of gold returns is actually slightly lower in Canadian dollars (14.69 %) than in US dollars (15.15 %).

The chart shows that the annualized standard deviation of the least popular quartile was 20.18 %; the most popular quartile, by comparison, actually had a much higher annualized standard deviation of 28.35 % — suggesting that this measure of unpopularity actually gives higher returns with less risk.

The table shows the returns and standard deviations of various portfolios.

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.

This one shows an average rate of return since 1972 of 5.8 % with a low standard of deviation of 11.4 %.