3. Statistical Measures of Asset Returns

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17 Terms

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The Sample Mean

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The Median

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The Mode

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Measures of Location

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Percentile

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Interquartile Range

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The Range

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Mean Absolute Deviation

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Variance

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Standart Deviation

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Downside Deviation

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Coefficient of Variation

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Skewness

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Kurtosis

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Covariance

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Correlation

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Spurious correlation

  1. a correlation that occurs by chance in a given dataset;

  2. a correlation caused by both variables being influenced by a third variable;

  3. a correlation resulting from a formula that mixes each variable with a third one.