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mean/ std

mean/ std# Business - 商学院

s*r2007-09-19 07:09

1 楼

there is statistics variable, which is mean/std, what name of it? the higher
the better or the lower the better? Thanks.

v*y2007-09-19 07:09

2 楼

and you expect people to answer questions like this?

higher

【在 s*****r 的大作中提到】

: there is statistics variable, which is mean/std, what name of it? the higher
: the better or the lower the better? Thanks.

s*d2007-09-19 07:09

3 楼

questions like these.

【在 v*******y 的大作中提到】

: and you expect people to answer questions like this?
:
: higher

x*42007-09-19 07:09

4 楼

if you are talking about mean over std of an asset's return, it is called
sharp ratio. the higher the better. it means that for a given unit of risk
you are taking, how much expected return you are going to get...

higher

【在 s*****r 的大作中提到】

: there is statistics variable, which is mean/std, what name of it? the higher
: the better or the lower the better? Thanks.

v*y2007-09-19 07:09

5 楼

so u are smart

【在 s**d 的大作中提到】

: questions like these.

s*d2007-09-19 07:09

6 楼

Not really, but thanks for noticing :)
Sorry if my post offended you.
stud

【在 v*******y 的大作中提到】

: so u are smart

s*r2007-09-19 07:09

7 楼

this statistic value is called something similiar to correlation covariance,
or so. but could find it in my book...

【在 x********4 的大作中提到】

: if you are talking about mean over std of an asset's return, it is called
: sharp ratio. the higher the better. it means that for a given unit of risk
: you are taking, how much expected return you are going to get...
:
: higher