Learn the differences between Z-Score and Standard Deviation. Discover how they are calculated and used to evaluate market volatility effectively.

A measure of the variation in a distribution, equal to the square root of the arithmetic mean of the squares of the deviations from the arithmetic mean, ie. the square root of the variance.

Discover essential metrics like alpha, beta, and Sharpe ratio for evaluating mutual fund risk-return tradeoffs. Learn how to assess potential returns and risks effectively.

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 ...