This item can be downloaded and used by QuantShare Trading Software. Trading items are of different types. You can use this item and hundreds of others for free by downloading QuantShare. Type: Trading Indicator. Country: All. Market: All. Style: Technical Analysis. Because its value is normalized and it is a dimensionless number, it is very helpful in analyzing and comparing volatility of different stocks. CV is expressed in percentage and its value is always positive.
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Encycl Biostatist. One way to understand whether or not a certain value for the standard deviation is high or low is to find the coefficient of variation , which is calculated as:. In simple terms, the coefficient of variation is the ratio between the standard deviation and the mean. The higher the coefficient of variation, the higher the standard deviation of a sample relative to the mean.
Dataset: 1, 4, 8, 11, 13, 17, 19, 19, 20, 23, 24, 24, 25, 28, 29, 31, Using a calculator, we can find the following metrics for this dataset:.
We can then use these values to calculate the coefficient of variation:. Both the standard deviation and the coefficient of variation are useful to know for this dataset. You will then divide by 4 to get This means that the mean of the sample is In this formula, S is equal to 2. So, 2. You will then divide by This means that the relative standard deviation of the set of numbers is equal to 4. Company XYZ wants to determine the relative standard deviation of a set of numbers that relate to its stock value over the past five years.
The numbers in the sample being used include 25, 23, 27, 29, 32 and The standard deviation for this sample is 5. The first step to determine the relative standard deviation is to find the mean of the sample numbers.
This number is then divided by six the number of values in the sample to get This means that the mean, or average, of the set of numbers is In this problem, S is equal to 5 the standard deviation and x is equal to 27 the mean. So, 5 multiplied by equals
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