Standard deviation

(SD). Standard deviation measures the spread of data around their mean. The standard deviation is the square root of the variance.

Standard deviation is used widely as a measure of risk, because it is relatively easy to calculate, compare and combine with the standard deviations of other variables.

See also

• Coefficient of variation
• Correlation coefficient
• Mean
• Mean deviation
• Normal frequency distribution
• Pearson's Coefficient of Skew
• Risk
• Sigma
• Value at risk
• Variance
• Volatility