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SD

It stands for standard deviation; a measure of dispersion of a set of data from their mean. It a statistic...

Standard Deviation

A measure of dispersion of a set of data from their mean. It a statistic that measures how a collection...

Heteroskedasticity

The variation in volatility that arises when the standard deviation of a rate/ price has, itself, a standard deviation. Heteroskedasticity...

CV

It stands for coefficient of variation; a statistical measure that captures the dispersion of data points in a data series...

CoV

It stands for coefficient of variation; a statistical measure that captures the dispersion of data points in a data series...

Coefficient of Variation

A statistical measure that captures the dispersion of data points in a data series in relation to the mean. In...

Shortfall Risk

A type of portfolio risk that measures the likelihood that the actual return on the portfolio would drop below a...

Sigma

It generally denotes volatility expressed or represented as a percentage. For example, "one sigma level" refers to the real change...

Variance Swap

An agreement to exchange the realized variance rate between the time of entering into the agreement and expiration date, based...

Volatility

A measure of fluctuation in the price movement of an asset (usually, a tradable asset such as a stock) over...