Tag
#volatility
2 articles
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Volatility and Standard Deviation Explained: What They Really Measure
Volatility is the standard deviation of returns, a measure of how widely returns scatter around their average. It captures variability, which is not the same thing as risk.
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What Is the Sharpe Ratio? Excess Return per Unit of Risk, Explained
The Sharpe ratio measures how much return a portfolio earned above the risk-free rate for each unit of total volatility it took on. Higher is generally better.
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