BROOKFBH 462 Standard Deviation vs. Information Ratio

7D8 Stock  EUR 15.57  0.05  0.32%   
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BROOKFBH 462 PRSNU has current Standard Deviation of 2.99. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.

Standard Deviation

=

SQRT(V)

 = 
2.99
SQRT = Square root notation
V =   Variance of BROOKFBH 462 returns

BROOKFBH 462 Standard Deviation Peers Comparison

BROOKFBH Standard Deviation Relative To Other Indicators

BROOKFBH 462 PRSNU is rated third in standard deviation category among its peers. It is currently under evaluation in information ratio category among its peers reporting about  0.01  of Information Ratio per Standard Deviation. The ratio of Standard Deviation to Information Ratio for BROOKFBH 462 PRSNU is roughly  123.16 
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
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