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金融建模Financial modelling

1. Descriptive statistics
1.1 Measurement of location and dispersion
1、描述性统计
1.1测量位置和色散

Mean      71.72
Median      73.80
Variance      83.66
Standard Deviation       9.15
Figure 1: the calculation of share price from the 1/1/2012 to 1/1/2015
As can be seen in the Figure 1, the mean is 71.72, Median is 73.80, Variance is 83.66 and standard deviation is 9.15. The result of Procter& Gamble (stock symbol is PG) company is reflection from the 1/1/2012 to 1/1/2015.

The financial meaning term of the mean and median is that the mean is a statistical term which is associated with the center of the distribution of a series.In addition, the median is the middle value, i.e. the value splits the distribution into two equal halves.Mean is an important concept in statistics. It is the most common measure of central tendency of value, in order to determine the equilibrium point of a set of data.In statistics and probability theory, the median is used to divide a sample of the population or a probability distribution of values into upper and lower two parts. These samples usually include population, the probability of financial data. For a limited set of numbers, we can observe the value of all the high and low to find a sort of middle of a median. If there is an even number of observations, usually takes the average of the middle two values as the median. A number of the most centralized half the value is less than the median and up to half of the value is greater than the median. If the number of values above and below the median were less than half the number of concentrate must then several values equal to the median. For a limited number of data, they median is a number: these data in half the data is larger than it is, while the other half of the data is smaller than it. A limited number of data to calculate the median is: all of the same data is sorted by size. If the number of data is odd, then the median is the middle of the data group data; if the number of data is an even number, the arithmetic mean of the middle two bits of data is in the group of data.

1.2 Portfolio Statistics

Riskisthevariabilityofthereturnsfromanassetovertime.The standard deviation and the variance of the returns are a measure of the total risk of an asset. If one asset has higher variance than another asset, the former asset is risker than the latter. Since standard deviation is a reflection of the dispersion of a set of measurements of statistical indicators. Refer to the statistical results within a certain time error fluctuations in amplitude. The smaller the standard deviation, the deviation from the average value of less, and vice versa.In p论文英语论文网提供整理，提供论文代写英语论文代写代写论文代写英语论文代写留学生论文代写英文论文留学生论文代写相关核心关键词搜索。