SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?


To: Jack of All Trades who wrote (37678)1/20/2000 8:25:00 AM
From: Terry Whitman  Read Replies (1) | Respond to of 99985
 
Good point on the std. dev. I had to pull out the book to recall how to figure them, <g> but here they are:

Since sample size, n < 20 , a range estimate calculation is used.
Calculations of the daily std. dev's produce the following:

MON avg. = -2.1, s.d. = 9.3
TUE avg. = -9.1, s.d. = 24.6
WED avg. = +7.5, s.d. = 13.0
THR avg. = +11.0, s.d. = 15.0
FRI avg. = +12.0, s.d. = 26.1

The high std. dev. values show how volatile the market has been over the last 13 weeks, particularly on tuesdays and fridays.

Regards,
TW