Sunday, 14 August 2011
How does the expected standard deviation of portfolio return calculated?
StarGuy121 Question : How is the expected standard deviation of portfolio return calculation
I've already decided to try to do this for hours Reply
Reply Jj O past performance of the standard deviation ... 1: Compute a simple moving average is terugkeer2: Calculate the differences between each data point and averaged. 3. Calculate the square of this verschillen4. sum of the squares is verschillen5. part of the sum of the squares is the average number of periods to achieve "Variance" 6 calculate the square root of this variance to establish the standard deviation.
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