A measure of how spread out data values are around the mean, defined as the square root of the variance
a measure of the variation, or spread, of individual measurements; a measurement which indicates how far away from the middle the statistics are; usually denoted by the lower case s for sample data; mathematically equal to the square root of variance
statistical measurement used to mark the accidental error or mistake in the results of an experiment
Standard deviation is the statistical measure of the degree to which an individual value in a probability distribution tends to vary from the mean of the distribution It is widely applied in modern portfolio theory, where the past performance of securities is used to determine the range of possible future performance, and a probability is attached to each performance Generally speaking, the greater the degree of dispersion, the greater the risk = (σ2)1/2 σ2 = variance
(Ticaret) A measure of the spread or dispersion of a data population around a mean, as calculated by taking the variation of each number from the mean, squaring it, averaging the result (by dividing by n-1, or one less than sample size), and finding the square root
Standard deviation is a measure of the variation of a random variable; namely, the square root of the average squared deviation of the mean
A statistical term: s, the square root of the variance s2, i e , the square root of the mean of the squares of the measured deviations from the mean value
A statistic used as a measure of the dispersion or variation in a distribution, equal to the square root of the arithmetic mean of the squares of the deviations from the arithmetic mean. a number in statistics that shows by how much members of a mathematical set can be different from the average set
A statistical measure of the dispersion of observation values in a data set Calculated by determining the square root of the variance
A measure of the volatility of a fund's total returns This measures the fluctuation of the fund's monthly return, above and below the mean, usually over a 5-year period The higher the standard deviation number, the more a fund's returns vary from month to month
A statistic which measures the variability or dispersion of a set of data It is calculated from the deviations (distances) between each data value and the sample mean, and is often represented by the letter "s" The more disperse the data is, the larger the standard deviation The standard deviation squared is called the variance For data which follows a normal distribution, approximately 68% of all data will fall within one standard deviation of the sample mean, 95% of all values will fall within two standard deviations, and 99 7% of all data will fall within three standard deviations For data from any distribution, AT LEAST 75% of all values fall within plus and minus two standard deviations, while AT LEAST 89% fall within three standard deviations
A measure of a frequency distribution's variability The greater the variability, the larger the value of the standard deviation To obtain the standard deviation, one must calculate the difference between the value of each individual item in the population and the population mean, square these differences, add them, divide the sum by the total number of items, and finally, extract the square root
A statistical volatility measure that describes the range in which prices fluctuate The greater the standard deviation, the greater the volatility of the price movement It is believed that the actual stock price will vary within one standard deviation in both directions, plus or minus, about the securities' expected return with a 67% probability This is a part of the TaraFolioTM engine's risk computations, which represents a deviation about the expected return on securities or portfolios
A measure of the dispersion of random error about the mean value If a large number of measurements or observations of the same quantity are made, the standard deviation is the square root of the sum of the squares of deviations from the mean value divided by the number of observations less one
A measure of the variability of a distribution of scores The more the scores cluster around the mean, the smaller the standard deviation In a normal distribution, 68% of the scores fall within one standard deviation above and one standard deviation below the mean
A measure of the variability of the population This value is often symbolized by the Greek letter sigma, s It also represents the variability of a sample, in which case the symbol S is used The sample standard deviation is most often a good estimate of the population standard deviation If the population follows a normal distribution, then approximately 68% of the sample will be within one standard deviation of the mean and 95% will be within 2 standard deviations The square of the standard deviation is called the variance
The most widely used measure of dispersion of a frequency distribution, equal to the positive square root of the variance
A measure of a fund's volatility derived by looking at its range of historical returns The higher the standard deviation, the greater the potential for volatility Say a fund has an average annual return of 12% and a standard deviation of 20 By adding and subtracting 20 from 12, you can figure what the fund's high and low returns have been in two-thirds of the time periods over the past three years In this case, the high would have been +32% (12+20) By multiplying the standard deviation by two and doing the same calculations, you can figure the fund's high and low returns for 95% of its history See "7 Steps to Picking A Good Fund " BACK TO TOP