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Webster's New World Finance and Investment Dictionary » standard deviation
standard deviation
standard deviation definition - finance
The
degree that a single value in a group of values varies from the mean (average)
of the distribution. Standard deviation is a statistical measure that uses past
performance of an investment or portfolio to determine the potential range of
future performance and assess the probability of that performance. Standard
deviations can be calculated for an individual security or for the entire
portfolio.
Webster's New World Finance and Investment Dictionary Copyright © 2003 by Wiley Publishing, Inc., Indianapolis, Indiana.
Used by arrangement with John Wiley & Sons, Inc.
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