ONTOLOGY EXPLORER
annualized standard deviation
<https://spec.edmcouncil.org/fibo/ontology/FND/Utilities/Analytics/AnnualizedStandardDeviation>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "annualized standard deviation" |
| subClassOf | StandardDeviation |
| subClassOf | _:c14n1667 |
| definition | "standard deviation for some measure over a specific reference period" |
| explanatoryNote | "Standard deviation applied to the annual rate of return of an investment provides insights on the historical volatility of that investment. The greater the standard deviation of the price of a security, the greater the volatility. Multiplying monthly standard deviation by the square root of twelve (12) is an industry standard method of approximating annualized standard deviations of monthly returns." |
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