"Standard Deviation" Essays and Research Papers

51 - 60 of 500

tere bin

which the performance of portfolio in a given period of time is measured. In Sharpe index, three things must be known:  the portfolio return,  the risk free rate of return - use the average return (over the given period of time).  the standard deviation of the portfolio – it is measure the systematic risk of the portfolio. The ratio describes how much excess return you are receiving for the extra volatility that you endure for holding a riskier asset Properly compensated for the additional...

Premium Investment, Capital asset pricing model, Modern portfolio theory 562  Words | 3  Pages

Open Document

Mutual Fund Case Study

September 1994 Net Assets $1,060,000,000 Current NAV $13.59 5-Year Average Return 18.95% Annual Holdings Turnover 13% Total Expense Ratio 1.69% Max 12b1 Fee 0% Max Front End Sales Load 0% Max Back End Sales Load 0% Alpha 17.96 Beta 0.43 Standard Deviation 12.39 Analysis Matthews Asian G&I Fund is considered a value fund that seeks both capital appreciation and current income. Matthews fund is relatively large with a giant $1.06 billion in assets. This has allowed Matthews fund to diversify...

Premium Mutual fund, Separately managed account, Hedge fund 1720  Words | 7  Pages

Open Document

Value-Weighted Total Returns (with Dividends) on 25 Fama-French

Fama-Macbeth (1973) CAPM test on size and value effects. The average return and standard deviations are shown in Table I: Table I: Average returns and standard deviations of the 25 portfolios, from 07/1926 to 09/2012. There are a total of 1035 observations. | Portfolios | 1(Low) | 2 | 3 | 4 | 5 (High) | 6(Low) | 7 | 8 | 9 | 10(High) | Mean Return | 0.73 | 1.09 | 1.30 | 1.45 | 1.67 | 0.87 | 1.23 | 1.31 | 1.36 | 1.47 | Standard dev. | 12.19 | 10.54 | 9.19 | 8.61 | 9.54 | 7.96 | 7.85 | 7.32 | 7.59 |...

Premium Median, Arithmetic mean, Standard deviation 640  Words | 3  Pages

Open Document

Omis 41 Statistics Study Guide

confidence intervals verses point estimates? The sample mean is a point estimate (single number estimate) of the population mean – Due to sampling error, we know this is off. Instead, we construct an interval estimate, which takes into account the standard deviation, and sample size. – Usually stated as (point estimate) ± (margin of error) • What is meant by a 95% confidence interval? That we are 95% confident that our calculated confidence interval actually contains the true mean. • What is the...

Premium Arithmetic mean, Standard deviation, Statistical hypothesis testing 858  Words | 4  Pages

Open Document

Quantitative Estimation of Sugars to Soft Drinks

Trial 5 | Trial 6 | Trial 7 | | Glucose Concentration | Transmission (%)± 0.1 | Transmission (%)± 0.1 | Transmission (%)±0.1 | Transmission (%)± 0.1 | Transmission(%)±0.1 | Transmission (%)±0.1 | Mean (anomalous data not included) ±0.1 | Standard Deviation | 0.00 | 100.0 | 100.0 | 100.0 | 100.0 | 100.0 | 100.0 | 100.0 | 0.0 | 0.25 | 83.8 | 99.9 | 85.9 | 80.9 | 5.8 | 90.9 | 88.3 | 7.5 | 0.50 | 84.8 | 73.0 | 75.5 | 52.4 | 5.2 | 83.3 | 73.8 | 13.0 | 0.75 | 85.1 | 90.6 | 67.3 | 71.5...

Premium Standard deviation, Concentration, Arithmetic mean 1207  Words | 5  Pages

Open Document

FINC5001_Major_Assignment

risk for two stock portfolio. We have chosen to examine Woolworths Limited (Woolworths Limited 2013), and Cochlear Limited (Cochlear 2013). We first discuss about Mean-Variance Analysis and how it is concerned with evaluating the mean, standard deviation and covariance of individual stocks (Markowitz 1952). Next, we discuss Capital Asset Pricing Model and how it is concerned with determining the market risk premium associated with higher expected return for individual stocks (Sharpe 1964)....

Premium Investment, Portfolio, Standard deviation 679  Words | 4  Pages

Open Document

Statistics essay

Statistics site” “The quantities most commonly used to measure the dispersion of the values about their mean are the variance and its square root, the standard deviations. The variance is calculated by determining the mean, subtracting it from each of the sample values (yielding the deviation of the samples), and then averaging the squares of these deviations.” Statistics 3 According to Tanner, D. E., & Youssef–Morgan, C. M. (2013), “When certain conditions prevail, the sample can be a mechanism...

Premium Null hypothesis, Confidence interval, Statistics 714  Words | 3  Pages

Open Document

Ranwang Chapter3

02+16.04+16.05+16.01+16.02+16.02+16.03+16.01+16+16.07)/12=16.03 (b) Calculate the sample standard deviation. =0.0193 3.2. The bore diameters of eight randomly selected bearings are shown here (in mm): 50.001, 50.002, 49.998, 50.006, 50.005, 49.996, 50.003, 50.004 (a) Calculate the sample average. (50.001+50.002+ 49.998+50.006+50.005+49.996+50.003+50.004)/8=50.001 (b) Calculate the sample standard deviation. =3.2186 3.4. Consider the furnace temperature data in Exercise 3.3 (The nine measurements...

Premium Arithmetic mean, Standard deviation, Normal distribution 364  Words | 3  Pages

Open Document

Effect of temperature and SDS concentration on cell membranes of beet root cell

using the standard curve formula. The curve was prepared by plotting various known betacyanin concentrations with their respective absorbance. The concentrations were calculated using the formula x=y/0.0084. Where x is the independent variable representing betacyanin concentration (µM) and y is the dependent variable representing betacyanin absorbance (460nm). Data was collected from the same studies done by other people and the mean and standard deviation calculated. The mean data and standard deviation...

Premium Cell membrane, Lipid bilayer, Beet 1723  Words | 7  Pages

Open Document

Psy/315 Week 3- Individual Assignments

c) Sum of square deviations is 56. d) Variance is 2.666 or 2.7 e) Standard deviation is 1.632 or 1.6 12. a) Mean is 1312.4 or 1312 b) Median is 1361 c) Sum of square deviations is 76092.2 d) Variance is 15218.44 e) Standard deviation is 123.363 13. a) Mean is 3.166 b) Median is 3.25 c) Sum of square deviations is 0.44738 d) Variance is 0.074 e) Standard deviation is 0.272 16. a) Governor-Mean is 43 and Standard deviation is 5.916 CEO- Mean...

Premium Normal distribution, Mean, Standard deviation 608  Words | 3  Pages

Open Document

Become a StudyMode Member

Sign Up - It's Free