standard deviation

Definition
A statistical measure of the historical volatility of a mutual fund or portfolio, usually computed using 36 monthly returns. More generally, a measure of the extent to which numbers are spread around their average.




standard deviation is ...
... part of the
Mutual Funds, Stocks and Technical Analysis subjects.


Related Terms

covariance -
Black-Scholes Option Pricing Model -  More
relative volatility -  More
bollinger bands, information ratio, Sharpe ratio, tracking error, volatility, Sortino ratio, dispersion, residual standard deviation, efficient surface


standard deviation appears in the definitions of these other terms on BusinessDictionary.com

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