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Standard Deviation
Dispersion measure of returns; input to many risk metrics
Definition
Standard deviation measures return variability around the mean. Higher values indicate greater volatility. Used in Sharpe ratio, VaR calculations, and portfolio optimization.
Related Topics
#volatility measurement
#risk metric
#statistical dispersion
#portfolio analysis
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Category: Risk
Risk management involves identifying, assessing, and controlling potential losses in investment portfolios.
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