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Dispersion (finance) : ウィキペディア英語版
Dispersion (finance)

Dispersion is a measure for the statistical distribution of portfolio returns. It is the asset-weighted standard deviation of individual portfolio returns within a comparable client group (composite) from the composite return.
==Types of dispersion==
Dispersion is of the following types:
# Range
# Variance
# Standard deviation
# Mean absolute deviation
# Quartile deviation
A more extensive list is at Statistical dispersion.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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