The Standard Deviation is a term used in statistics. The term describes how much the numbers if a set of data vary from the mean. The syntax to calculate the Standard Deviation is as follows: ...

With Descriptive Statistics, compute measures like mean and standard deviation. For instance, use it to plot three-sigma bands for stock P/E ratios. Correlation analysis between asset classes can ...

To calculate beta from the inputs, divide the portfolio's (or stock's) co-variance by the benchmark's variance. For the benchmark, these values are equal, hence its beta equals one. For my data ...

Combining the slope and standard deviation offers a clear picture of growth relative to risk. To calculate the K-ratio, divide the slope of the equity curve by the standard deviation of returns.

Continue reading → The post How to Calculate the Beta of a Portfolio appeared first on SmartAsset Blog. Investors, whether beginner or seasoned professionals, all have a threshold for risk.

The Treynor ratio and the Sharpe ratio are financial metrics that use different approaches to evaluate the risk-adjusted ...