A measure of the dispersion of a set of data from its mean, calculated as the square root of the variance. The more spread apart the data, the higher the deviation.
 | | | Standard Deviation | | Standard deviation is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. If the data points are further from the mean, there is higher deviation within the data set. | | | Breaking it Down: | | In the financial services industry, standard deviation is one of the key fundamental risk measures that... Read More | | | Related to "Standard Deviation" | | | | | | | Volatility | | In other words, volatility refers to the amount of uncertainty or risk about the size of changes in a security's value. Read More | | | | Mean-Variance Analysis | | The process of weighing risk against expected return. Mean variance analysis is a component of modern portfolio theory, which assumes investors make rational decisions, and that for increased risk they expect a higher return. Read More | | | | | Dispersion | | A statistical term describing the size of the range of values expected for a particular variable. Read More | | | | Standard Error | | The standard deviation of the sampling distribution of a statistic. Standard error is a statistical term that measures the accuracy with which a sample represents a population. Read More | | | | | | | | | | Follow Us: |  |  | | | | | | |
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