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Gain / Loss Standard Deviation
Does anyone know how to calculate gain standard deviation
or loss standard deviation? The definitions are below but I am not sure how to do it in excel if I have a column of numbers. Gain Standard Deviation - Similar to standard deviation, except this statistic calculates an average (mean) return for only the periods with a gain and then measures the variation of only the gain periods around this gain mean. This statistic measures the volatility of upside performance. Loss Standard Deviation - Similar to standard deviation, except this statistic calculates an average (mean) return for only the periods with a loss and then measures the variation of only the losing periods around this loss mean. This statistic measures the volatility of downside performance. Thank you. |
#2
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Gain / Loss Standard Deviation
JW,
With your Gains and losses in A1:A10, for example, array enter (enter with Ctrl-Shift-Enter) Gain Standard Deviation =STDEV(IF(A1:A100,A1:A10,"")) Loss Standard Deviation =STDEV(IF(A1:A100,A1:A10,"")) These work because STDEV ignores text values. HTH, Bernie MS Excel MVP "JW" wrote in message ... Does anyone know how to calculate gain standard deviation or loss standard deviation? The definitions are below but I am not sure how to do it in excel if I have a column of numbers. Gain Standard Deviation - Similar to standard deviation, except this statistic calculates an average (mean) return for only the periods with a gain and then measures the variation of only the gain periods around this gain mean. This statistic measures the volatility of upside performance. Loss Standard Deviation - Similar to standard deviation, except this statistic calculates an average (mean) return for only the periods with a loss and then measures the variation of only the losing periods around this loss mean. This statistic measures the volatility of downside performance. Thank you. |
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