Examlex
The effectiveness of portfolio diversification can be measured by the coefficient of determination, which is the correlation between excess returns on the market and those on the fund.
Standard Normal Deviate
Another term for Z-score, highlighting its role in standard normal distribution.
Standard Deviation
Standard deviation is a measure used in statistics to quantify the amount of variation or dispersion of a set of values.
Normal Distribution
A symmetrical, bell-shaped distribution of data where most of the observations cluster around the central peak and the probabilities of values taper off equally in both directions from the center.
Mean
The average of a set of numbers, calculated by dividing the sum of all the values by the number of values.
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