the variance is infinitely large and in the extreme case the probability distribution curve will simply be a horizontal line
a straight, vertical line, i.e., zero variability
This is a very simple statistic to comprehend and to calculate. It takes the frequency distribution method of calculating probability. The statistic is calculated as This statistic is simple to interpret as well. What it calculates is the probability of the portfolio to get a negative return. It can be comprehended that a higher figure would mean a higher probability of fund to do give negative returns.
Probability (and probability based models) are used in business scenarios to make decisions under uncertainty. A good example is maintaining safety stocks of inventory when there is a probability that the demand for product might be higher than the supply. Another application is in financial markets where the returns are not certain so people use probabilities to predict outcomes and hedge against uncertainties.
Assuming a normal distribution of incomes: 2672z = ( 2672 - 3036 ) / 950 = -0.383157895Pr{z
The historical volatility of a stock is the variation of the returns over a period of time (say, over the last twelve months). The variation of the returns is usually taken as the standard deviation of the returns. You need a spreadsheet to calculate historical volatility (see the related link for an example)
a straight, vertical line, i.e., zero variability
This is a very simple statistic to comprehend and to calculate. It takes the frequency distribution method of calculating probability. The statistic is calculated as This statistic is simple to interpret as well. What it calculates is the probability of the portfolio to get a negative return. It can be comprehended that a higher figure would mean a higher probability of fund to do give negative returns.
The Omega Ratio is the probability-weighted gains divided by the probability-weighted losses after a threshold. You need to calculate the first-order lower partial moments of the returns data. This sounds difficult but it's very easy. A spreadsheet to implement this formula can be found at the related link below If the cell range "returns" contain the investment returns, and the cell "threshold" contains the threshold return, then the Omega Ratio is ={sum(if(returns > threshold, returns - threshold,"")) / -sum(if(returns < threshold, returns - threshold, ""))} where the {} represent a matrix formula
Assuming the returns are nomally distributed, the probability is 0.1575.
Probability (and probability based models) are used in business scenarios to make decisions under uncertainty. A good example is maintaining safety stocks of inventory when there is a probability that the demand for product might be higher than the supply. Another application is in financial markets where the returns are not certain so people use probabilities to predict outcomes and hedge against uncertainties.
No it is never too late file any of your past years income tax returns that have NOT been filed completely and correctly.
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In finance, risk of investments may be measured by calculating the variance and standard deviation of the distribution of returns on those investments. Variance measures how far in either direction the amount of the returns may deviate from the mean.
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well first the English robbed all their oil and then complain about the meagre returns they offer in tax cuts and free education and prescriptions.
You will have to complete your income tax returns completely and correctly before you will know the answer that you want.
Risk reflects the chance that the actual return on an investment may be very different than the expected return. One way to measure risk is to calculate the variance and standard deviation of the distribution of returns.Consider the probability distribution for the returns on stocks A and B provided below.StateProbabilityReturn onStock AReturn onStock B120%5%50%230%10%30%330%15%10%320%20%-10%The expected returns on stocks A and B were calculated on the Expected Return page. The expected return on Stock A was found to be 12.5% and the expected return on Stock B was found to be 20%.Given an asset's expected return, its variance can be calculated using the following equation:whereN = the number of states,pi = the probability of state i,Ri = the return on the stock in state i, andE[R] = the expected return on the stock.The standard deviation is calculated as the positive square root of the variance.Note: E[RA] = 12.5% and E[RB] = 20%Stock AStock B