Average return, variance, & the standard deviation

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• Stock return, variance and standard deviation

  What is the variance of the stock's returns? c. What is the standard deviation of the stock's returns? NOTE: Notice that the average return and standard deviation must be entered in percentage format .

• Standard deviation and coefficient of variation

  In order to calculate the standard deviation, we need to first calculate the variance.

• Expected return, standard deviation and coeff of variation

  Below average 0.2 (5) Average 0.4 16 Above average 0.2 25 Strong 0.1 60 1.0 Calculate the stock's expected return, standard deviation and coefficient of variation.

• Average return, variance, standard deviation

  Standard deviation = square root (variance) = square root (3.90%) = 19.75% The solution explains how to calculate average return, variance and standard deviation.

• Coefficient of variation

  we first calculate the variance Variance = Sum ((Expected return - return)^2 X associated probability) Variance = ((15%-(-60%))^2X0.1 + (15%-(-10%)^2X0.2 + (15%-15%)^2X0.4+(15%-40%)^2X0.2+(15%-90%)^2X0.1) Variance = 0.1375 Standard Deviation = square

• Calculating average and standard deviation of the returns

  Solution to given problem demonstrate the working of formulas to calculate average, standard deviation, variance and correlation coefficient of the returns.

• Average returns, the variances and the standard deviations

  ={ΣY 2 - n(Mean) 2 }/(n-1)= 0.05647 =(0.313-5*0.132^2)/(5-1) standard deviation =√Variance= 23.76% =√0.05647 Answer: Average return= 13.20% Variance= 0.05647 Standard deviation= 23.76% The expert

• Calculating Expected Return from a Stock's Distribution

  Please refer to the EXCEL for calculation expected return = SUM(Return Rate*Probability) = 23.4% Variance = SUM[(Return Rate-Expected rate)^2 *Probability]] = 0.0295 Standard deviation = SQRT(Variance) = 17.2% coefficient of variation = Standard deviation

• Computation of Return, Variance and Standard Deviation

  184827 Annual Return, Variance and Standard Deviation 1) From the following information, compute the average annual return, the variance, standard deviation,and coefficient of variation for each asset.

• Average Return, Std Deviation, Coefficient, Co-variance

  The expert examines the average return, standard deviation, coefficient and co-variance