Investments with a high standard deviation over one year have a lower standard deviation when measured over longer periods.
Other measures also suggest sentiment is running hot, including the spread between bullish and bearish sentiment (37.6 percentage points) and the standard deviation (bullish sentiment is more than one standard deviation above the historical mean).
Bullish sentiment is just slightly above one standard deviation from the historical average and bearish sentiment is within one standard deviation.
FORBES: Why Is Bullish Sentiment Near Two And A Half Year High?
Thus, a reading above 50% for bullish sentiment would be one standard deviation above average and a reading of 41% for bearish sentiment would be one standard deviation above the average.
The standard deviation of returns for quadruple witching expiration weeks is only 2.2% which is considerably less than typical weeks, with a standard deviation of returns of more than 3%.
FORBES: Quadruple Witching Expiration Week Not So Wicked, Except For OpenTable
In addition to the essay section, the Writing section of the SAT tests the deviation between standard written English and the way we actually speak the language.
In STAC (The Securities Technology Analysis Center) benchmarking, Solarflare and IBM achieved a top tested speed of 2.3 million messages per second with a mean latency of 14 microseconds and a standard deviation of latency at 2 microseconds using standard Ethernet and UDP protocols.
FORBES: HPC -- Solarflare Server Adapters Cut Through I/O Bottlenecks
The gray area around the average line shows the two standard deviation range of the data.
December is also the least historically volatile month, with a standard deviation of returns of 3.17%.
It's lost 0.3% a year over three years with a standard deviation of 14%.
Placing asset categories on the efficient frontier requires knowing their historical average return and standard deviation.
This is similar to the CAPM, but with standard deviation standing in for beta.
Or there is no investment with a lower standard deviation for the same expected return.
In statistical terms, optimism is more than one standard deviation above the historical average.
FORBES: AAII Sentiment: Bullish Sentiment Reaches Two-Year High
Ideally, reviews and user reviews should generally fall within a standard deviation of each other.
As participants in any given activity improve across the board, says Mauboussin, the standard deviation shrinks.
FORBES: Ted Williams And The Efficient Market Theory: Why All Stars Seem To Be Getting Worse
The standard deviation is calculated from all of the individual deviations of the data points.
One standard deviation is defined as the price band a security trades in 68% of the time.
It has done somewhat better, losing 0.8% annually the past three years with a 9% standard deviation.
One common yardstick of volatility is standard deviation, which uses annualized monthly returns over time as a baseline.
Pessimism is more than one standard deviation above its historical average, which makes it unusual, but not extraordinary.
FORBES: AAII Survey: What Should Washington Do To Accelerate Growth?
Proof of this can be found in the standard deviation, a measure of how volatile annual returns were.
The last column in the table is also worthy of note, as it shows the standard deviation of returns.
FORBES: Quadruple Witching Expiration Week Not So Wicked, Except For OpenTable
But the fluctuations in inflation in technical terms, a standard deviation of 0.24 have been smaller than ever before (see chart).
Optimism is currently more than one standard deviation beyond its historical average, meaning that this is an unusually high reading.
Rather it is just one standard deviation away from its average, making the current reading atypical, but not an outlier.
Specifically, I look to see whether bullish and bearish sentiment are within or beyond one standard deviation of their averages.
It is also more than one standard deviation below the historical average of 30%, making this an unusually low reading.
Nonetheless, optimism remains more than one standard deviation above its historic average of 39%-a sign that it remains at high levels.
Bearish sentiment is back to being more than one standard deviation above average, making it unusually high, but not extraordinarily so.
FORBES: AAII Survey: Bullish Sentiment Stays Below Historical Average
应用推荐