A measure of the variation in a distribution, equal to the square root of the arithmetic mean of the squares of the deviations from the arithmetic mean, ie. the square root of the variance.

Discover the importance of residual standard deviation in regression analysis. Learn its calculation and role in measuring predictability and model accuracy.

Historically, investors quantified risk in terms of standard deviation, more commonly referred to as volatility. Standard deviation is the most widely used measure of risk in the investing world. The ...

In response to my article, Is the Stock Market Too Concentrated?, which relied upon standard-deviation calculations to assess investment risk, a reader wrote: “My problem [with your argument] is ...

In statistics, the average amount a number varies from the average number in a series of numbers. THIS DEFINITION IS FOR PERSONAL USE ONLY. All other reproduction requires permission.