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Standard deviation |
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Definition of Standard deviationStandard deviationThe square root of the variance. A measure of dispersion of a set of data from their mean. Standard DeviationA statistical term that measures the dispersion of a variable standard deviationthe measure of variability of data around Standard deviationA measure of the variation in a distribution, equal to the standard deviationSquare root of variance. Another measure of volatility.
Related Terms:Black-Scholes option-pricing modelA model for pricing call options based on arbitrage arguments that uses Correlation coefficientA standardized statistical measure of the dependence of two random variables, Opportunity setThe possible expected return and standard deviation pairs of all portfolios that can be Portfolio opportunity setThe expected return/standard deviation pairs of all portfolios that can be Reward-to-volatility ratioRatio of excess return to portfolio standard deviation. RiskTypically defined as the standard deviation of the return on total investment. Degree of uncertainty of Standardized normal distributionA normal distribution with a mean of 0 and a standard deviation of 1. Standardized valueAlso called the normal deviate, the distance of one data point from the mean, divided by VarianceA measure of dispersion of a set of data points around their mean value. The mathematical VolatilityA measure of risk based on the standard deviation of investment fund performance over 3 years. Z scoreStatistical measure that quantifies the distance (measured in standard deviations) a data point is from coefficient of variationa measure of risk used when the standard deviations for multiple projects are approximately Bollinger band chartA financial chart that plots actual asset data along VarianceThe dispersion of a variable. The square of the standard deviation. Volatilitya. Another general term for sensitivity. b. The standard deviation volatilityA measure of the amount of change in the daily price of a security over a specified period of time. It is Uusually given as the standard deviation of the daily price changes of that security on an annual basis. Committee, AIMR Performance Presentation Standards Implementation CommitteeThe Association for Investment Management and Research (AIMR)'s Performance Presentation standards Implementation Gold exchange standardA system of fixing exchange rates adopted in the Bretton Woods agreement. It Gold standardAn international monetary system in which currencies are defined in terms of their gold Standard errorIn statistics, a measure of the possible error in an estimate. Statement of Financial Accounting Standards No. 8This is a currency translation standard previously in Statement of Financial Accounting Standards No. 52This is the currency translation standard currently Standard costsA budget cost for materials and labour used for decision-making, usually expressed as a per unit cost that is applied to standard quantities from a bill of materials and to standard times from a Cost Accounting Standards Board (CASB)a body established by Congress in 1970 to promulgate cost accounting ethical standarda standard representing beliefs about moral expected standardstandard set at a level that reflects what ideal standarda standard that provides for no inefficiencies perfection standardsee ideal standard practical standarda standard that can be reached or slightly standarda model or budget against which actual results are standard costa budgeted or estimated cost to manufacture standard cost carda document that summarizes the direct standard cost systema valuation method that uses predetermined standard error of the estimatea measure of dispersion that reflects the average difference between actual observations and expected results provided by a regression line standard overhead application ratea predetermined overhead rate used in a standard cost system; it can be a separate variable or fixed rate or a combined overhead rate standard quantity allowedthe quantity of input (in hours or some other cost driver measurement) required at standard for the output actually achieved for the period Standard costA predetermined cost that is based on original engineering designs and Standard & Poorâ€™s Composite IndexIndex of the investment performance of a portfolio of 500 large stocks. Also called the Gold StandardA fixed exchange rate system in which a currency is directly convertible into gold. Contract Work Hours and Safety Standards ActA federal Act requiring federal contractors to pay overtime for hours worked exceeding 40 per week. Fair Labor Standards Act of 1938A federal Act creating standards of overtime Part standardizationThe planned reduction of similar parts through the standardization Standard containersCommon-sized containers that are used to efficiently move, Appraisal ratioThe signal-to-noise ratio of an analyst's forecasts. The ratio of alpha to residual standard Efficient portfolioA portfolio that provides the greatest expected return for a given level of risk (i.e. standard
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