Re: Standard Deviation Problem

[ Q2 03 - Q4 05 Archive ] [ Current Message Board ] [ Archives ] [ Search ]

In Reply to: Re: Standard Deviation Problem posted by Mark on September 03, 2004 at 22:00:36:

: If your first recorded price in an investment is on/after the report
: starting date, then the 2 Standard Dev calculations will be the same.
: There is no factor of time in the standard deviation calculation.

: There is a factor of time in the Div Yld calculation, so even if the
: first price was on/after the starting report date, you would get
: different values for these BTW/INC figures

The logic in treating these differently is eluding me (though I respect your work a great deal and remain open).

Really though, it seems that what is of interest is whether the 'invested' experience with SD varies from 'historical' fund SD. This is similar to (or precisely the same as) those considerations for Yield and Div Yield. No?

Thank you.

Replies:

• Re: Standard Deviation Problem Mark 10:44:03 09/09/04 (2)
  • Re: Standard Deviation Problem Jack 11:39:06 09/09/04 (1)
    • Re: Standard Deviation Problem Mark 12:20:36 09/09/04 (0)