Follow along with the video below to see how to install our site as a web app on your home screen.
Note: This feature may not be available in some browsers.
What, exactly, do you mean by “the standard deviation between two stocks”?san-br wrote: Is there a way to calculate the standard deviation between 2 stocks on the BAII Plus?
S2000: eg Assume two stocks are perfectly negatively correlated. Stock A has a standard deviation of 10.2% and stock B has a standard deviation of 13.9%. What is the standard deviation of the portfolio if 75% is invested in A and 25% in B? ie of the portfolioS2000magician wrote:
What, exactly, do you mean by “the standard deviation between two stocks”?san-br wrote: Is there a way to calculate the standard deviation between 2 stocks on the BAII Plus?
Pardon, meant portfolio, eg Assume two stocks are perfectly negatively correlated. Stock A has a standard deviation of 10.2% and stock B has a standard deviation of 13.9%. What is the standard deviation of the portfolio if 75% is invested in A and 25% in B?Degree_of_leverage wrote:
Hi San-br,
yes you can.
2nd + 7 will get you to the Data Worksheet.
Input the data points for the Xs and Ys.
2nd + 8 will bring you to the Stat Worksheet.
Scroll down and you will see
n = number of data points.
Xbar = Mean of X
Sx = Sample Std Dev of X
Sigmax = population Std Dev of X.
This repeats for the Ys
There are more figures if you continue to scroll but the best one to know is r, this is the correlation coefficient.
Hope this helps.
What do you mean by the bold? The expected value is a constant (like mu), which has zero variance (and naturally, standard deviation is zero).san-br wrote:
Hi -
Is there a way to calculate the standard deviation between 2 stocks on the BAII Plus?
Also, is the standard deviation for the expected value Sx or sigma x when using 2nd Data?
Thanks