Adulthood is not just one phase of life but comes in stages. Its many facets can be overwhelming, from managing finances and buying a home to achieving work-life balance and maintaining healthy ...

Insights, news and analysis of the crypto market straight to your inbox ...

Microsoft Excel’s mathematical capabilities often go far beyond the needs of most everyday users. However, Excel’s built-in statistical functions make it an essential tool for anyone who works with ...

Like many survival games, crafting better weapons and armor is a key component of Once Human. As you level up and meet more terrifying Deviations, you’ll have to find Standard Parts to craft the items ...

Volatility is troublesome for many investors. Value changes in your stocks, your portfolio, or an index can keep you up at night -- or worse, push you to make emotional decisions you later regret.

TimesMachine is an exclusive benefit for home delivery and digital subscribers. About the Archive This is a digitized version of an article from The Times’s print archive, before the start of online ...

Annualized volatility is calculated as standard deviation times square root of periods. High annualized volatility indicates greater price variability and potential risk. Investors use annualized ...

Paid non-client promotion: Affiliate links for the products on this page are from partners that compensate us (see our advertiser disclosure with our list of partners for more details). However, our ...

The T-Value is a common statistical calculation with a very wide range of applications. In the business world, it can help in making educated financial predictions and projections. For example, a ...

But for investors and financial analysts, the raw standard deviation number isn’t always the most helpful. This is where the concept of annualizing standard deviation comes into play. It allows for a ...

In response to my article, Is the Stock Market Too Concentrated?, which relied upon standard-deviation calculations to assess investment risk, a reader wrote: “My problem [with your argument] is ...