How do I annualize a standard deviation
 

Given my data and assuming 260 trading days per year, what are the
annualized standard deviations appropriate for assessing the risk on a 1
year investment.
"I have a spreadsheet with historical data"

Good info he


www.ucd.ie/statdept/shanewhelan/
actinvest/pmadditionalread.doc

(Space intentional)

ttfn benm

To all friends,

This file contains virus.

Don't do this to your friends. It is very unethical.

Please keep this forum sacred.

-------------------------------------------------
to annualise SD, just use your daily SD multiply by SQRT
(260).
Hope this helps.

-----Original Message-----
Good info he


www.ucd.ie/statdept/shanewhelan/
actinvest/pmadditionalread.doc

(Space intentional)

ttfn benm
.

To all friends,

The file in the last reply contains virus.

Pls don't do this to your friends. It is very unethical.

Keep this forum sacred.

-------------------------------------------
to anuualise SD, use your daily SD multiply it by
SQRT(260).

Hope this helps.


-----Original Message-----
Good info he


www.ucd.ie/statdept/shanewhelan/
actinvest/pmadditionalread.doc

(Space intentional)

ttfn benm
.