Sentences with phrase «terms of standard deviations»

Let's begin with the generally understood percentages for a bell curve (Gaussian probability distribution) in terms of standard deviations (sigmas):

It's harder to quantify the gains on the local level, which the CREDO report frames in terms of standard deviations (s.d.'s) rather than days of learning.

The impact of each intervention component is shown in terms of standard deviations on the horizontal axis.

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.

Raddr's precise definition in terms of the standard deviation after a selected number of years makes sense.

How do the 60/40 vs. 40/60 compare in terms of standard deviation, downside capture, and risk to return (Sharpe)?

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.

The product writ large is designed to reduce a diversified portfolio's correlation to the market, lower standard deviation (thus increasing a portfolio's Sharpe ratio) and ultimately deliver long - term returns in excess of the market.

«Identifying VXX / XIV Tendencies» finds that the Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

And while with more voters the standard deviation becomes larger in absolute terms, it becomes smaller as a percentage of the vote.

Z - scores standardize the data to represent the number of standard deviations above or below the long - term average.

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.

Examining longer - term effects, however, the study's authors found that double - dosed students» scores on the math portion of the ACT (taken in the spring of 11th grade) were 0.15 standard deviations higher, the equivalent of closing roughly 15 % of the black - white achievement gap.

For instance, the median finding across 10 studies of teacher effectiveness estimates that a teacher who is one standard deviation above the average in terms of quality produces additional learning gains for students of 0.12 standard deviations in reading and 0.14 standard deviations in math.

In terms of academic performance, KIPP students» achievement in grade 4 (before entering KIPP) is lower than the district average by 0.09 standard deviations in reading and by 0.08 standard deviations in math, or roughly one - quarter of a grade level in each subject.

To estimate benefits of the policy, we converted our best estimate of the program's impact on reading scores (2.63 percentiles) to its equivalent in standard deviation terms, calculated as 0.09.

A study by the RAND Corporation of students from Louisiana districts affected by the hurricane suggests that these two factors had a short - term net negative effect on evacuees» performance of 0.03 to 0.06 standard deviations.

(In technical terms, the relationships presented for these variables reflect the effect of an increase of one standard deviation in the value of the characteristic in question.)

«So that [they] can more validly and meaningfully describe school - and state - level progress... [they also endorse] reporting performance in terms of scale scores and standard deviations rather than percent proficient» indicators.

As per the full report as well, researchers more specifically found that students who were enrolled in the REACH program gained between 0.13 and 0.17 standard deviations greater gains in mathematics, and (although not as evident or highlighted in the text of the actual report, but within a related table) students who were enrolled in the REACH program gained between 0.10 and 0.05 standard deviations greater gains in reading, although these gains were also less significant in statistical terms.

A Standard deviation of say 20 means that fund will generate plus or minus 20 % from its long term average returns.

In fact, at a 75 % discount to growth on price - to - tangible book value — two standard deviations below the average long - term level — value hasn't been this cheap relative to growth since the peak of the» dotcom» bubble.2 But, is this unpopularity permanent?

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.

One last note: the standard deviation of the error term was 6.3383 %, which helps show that in the short run, the volatility of implied volatility is a larger effect than mean - reversion.

While IJR outperformed MDY in terms of the annualized return, alpha and Sharpe ratio (just slightly), it also had the highest standard deviation (volatility), maximum drawdown and beta of all three ETFs.

And historically the value style has produced slightly higher returns for about the same risk — let's say 14 % to 15 % standard deviation, similar to the index in terms of risk, with slightly higher returns.

Both standard deviation and Sharpe ratio define risk in terms of volatility.

Standard deviation, a statistical term that provides a good indication of volatility, ensures the bands will react to price movements and reflect periods of high and low volatility.

Grouped funds are plotted in terms of 3 year annualized standard deviation versus 3 year compound return

Since 1996, the US CAPE ratio has been above its long - term simple average (16.6) 96 % of the time, and above 24, roughly one standard deviation above its historical norm, more than two - thirds of the time.

It is much more than a measure of correlation — it's regression analysis, and it gives you a better long - term picture than standard deviation.

I would expect long - term stock returns to be in a range of 5.25 % real (15 % standard deviation * 0.35 Sharpe ratio) to 4 % real (2.2 % yield + 1.8 % real payout growth).

Also, note the observation that the long - term Treasury fund, with no credit risk but large term risk, has a higher standard deviation of annual returns than does the high - yield corporate bond fund, which has significant credit risk but much less term risk.

The first is standard deviation, a statistical measure of how much annual returns vary around their long - term average.

For instance, an U.S. investor in Canadian stocks would have experienced real returns with a standard deviation of 16.8 % in local currency, 4.6 % in exchange rate and 18.4 % in U.S. dollar terms.

If each year's stock return were totally independent of the past, the standard deviation would fall in accordance with the square root of N. Even if we were to allow for a short - term memory of two or three years (i.e., momentum), independence would still imply this square root of N behavior.

Yes greater risk profile leads to greater return profile, but not necessarily at reduced risk (if we're talking risk in terms of volatility or standard deviation).

And to quantify that volatility in a mutual fund ETF or portfolio of investments, investors typically turn to standard deviation, a measure that calculates how much an investment's annual return fluctuates around its long - term average annual return.

(3) Black - Scholes calculation based upon certain assumptions for Convertible Security including: MNOV stock price of $ 1.59 as of March 13, 2009; convertible security exercise price of $ 4.00; assumed risk - free interest rate of 0.44 %; one - year term for convertible security; and standard deviation volatility assumption of 69 % based upon MediciNova's 10 - K filed March 17, 2008.

It maintains an approximate normal distribution that accumulates to an average 1.14 % monthly fair return over 600 months, but with a standard deviation of 4.67 %, which is a high level of short - term volatility.

The standard deviation of the residuals from a linear regression to annual averages 1975 - 2007 is 0.472, so we expect a range of variation of roughly + / - 0.94 deg.C from the long - term trend.

Before we proceed, it may be useful to define the term «statistically stationary», the meaning here being that statistical aspects of the weather (means, standard deviation etc.) aren't changing.

For much of the season, the sea ice was tracking close to long - term norms, though it had a precipitous decline in July, and is now almost two standard deviations away from the long - term average.

The MSLP anomaly difference of Tahiti minus Darwin, normalised by the long - term mean and standard deviation of the MSLP difference (Troup, 1965; Können et al., 1998).

You mention» standard deviation of a set of non-random numbers» The numbers were generated on a spreadsheet using Excel's random number generator so they the net result was what, in electronic terms, I would say was real data (signal) and unwanted randomness (noise).

(Top) Time series of the NPI (sea level pressure during December through March averaged over the North Pacific, 30 ° N to 65 ° N, 160 ° E to 140 ° W) from 1900 to 2005 expressed as normalised departures from the long - term mean (each tick mark on the ordinate represents two standard deviations, or 5.5 hPa).

It should be noted that the formula can be used for any level of uncertainty, not just one standard deviation (1 sigma), provided the same level of uncertainty is used for each term.

The mean of all the 8 year trends is close to the long term trend (0.19 ºC / decade), but the standard deviation is almost as large (0.17 ºC / decade), implying that a trend would have to be either > 0.5 ºC / decade or much more negative (< -0.2 ºC / decade) for it to obviously fall outside the distribution.

In terms of model error, Y12 investigated only the relationship between the errors of ensemble mean and standard deviation of model ensemble members.