Ads
related to: how to calculate financial variance statistics example- View Quick Demo
Meet Changes in Business Demands
with Confidence. Watch the Demo.
- AI in Finance
Ability for Machines to Augment
Tasks Performed by Finance Teams.
- Financial Management
Innovations that Keep Finance
One Step Ahead. View Our Demo.
- Can Your ERP Do This?
Drive Value with a System Built
for Modern Finance Leaders.
- Solutions for Finance
AI & Machine Learning at the Core
for Future-Ready Finance Solutions.
- CFO AI Indicator Report
Learn About the Four Steps to
Expedite Time to Value with AI.
- View Quick Demo
Search results
Results From The WOW.Com Content Network
Volatility (finance) In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices. Implied volatility looks forward in time, being derived from the market price ...
The 5% Value at Risk of a hypothetical profit-and-loss probability density function. Value at risk (VaR) is a measure of the risk of loss of investment/Capital. It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day. VaR is typically used by firms and ...
Expected shortfall (ES) is a risk measure —a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst of cases. ES is an alternative to value at risk that is more sensitive to the shape of the ...
The variance is the square of differences of measurements from the mean divided by the number of samples. The standard deviation is the square root of the variance. The standard deviation of the continuously compounded returns of a financial instrument is called volatility.
Markowitz model. In finance, the Markowitz model ─ put forward by Harry Markowitz in 1952 ─ is a portfolio optimization model; it assists in the selection of the most efficient portfolio by analyzing various possible portfolios of the given securities.
In statistics, a moving average (rolling average or running average or moving mean[1] or rolling mean) is a calculation to analyze data points by creating a series of averages of different selections of the full data set. Variations include: simple, cumulative, or weighted forms. Mathematically, a moving average is a type of convolution.
The variance of a random variable is the expected value of the squared deviation from the mean of , : This definition encompasses random variables that are generated by processes that are discrete, continuous, neither, or mixed. The variance can also be thought of as the covariance of a random variable with itself:
Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them.