Re: [CANSLIM] Standard Deviations Data

From: "Norman Boyd" <theboyd@tisd.net>
Subject: Re: [CANSLIM] Standard Deviations Data
Date: Thu, 13 Feb 2003 18:30:48 -0600

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Jack got it right.  By definition Standard Deviation is a measure of how the
observations are scattered around the average of all observations.  2/3 of
all observations fall between 1 standard deviation and the average.  1/3 of
the observations fall outside the standard deviation.  The larger the
standard deviation the more scattered are the observations, on average.
High standard deviation means less predictability, usually.

I think:-)

norm

- ----- Original Message -----
From: "Jack" <jtenz@yahoo.com>
To: <canslim@lists.xmission.com>
Sent: Thursday, February 13, 2003 6:45 AM
Subject: Re: [CANSLIM] Standard Deviations Data


> Dave, I would be looking for a standard deviation over
> time, a year would be max.
>
> I read an AAII article about measuring stock/portfolio
> risk using standard deviation. It determines the
> amount by which most actual returns varied around the
> average return over a period of time, which provides a
> volatility measurement. The higher the standard
> deviation, the greater the volatility.  Apparently
> it's an alternative to the beta measurement.
>
> I did some searching and didn't find and sites with
> this info. Thought I would check with this super
> canslim support group. Some analysis paralysis while
> waiting for the market to turn around.
>
> Thanks
>
>
>
>
> --- Davellil5@aol.com wrote:
> > Jack, what standard deviation (sigma) are you
> > looking for, intra-day sigma or
> > sigma between closing prices over time?  And what do
> > you want to use the
> > sigma to test?
> >
> > Dave
> >
> > -
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> email.
>
>
> =====
> Jack
>
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