Dispersion
A term used in statistics that refers to the location of a set of values relative to a mean or average level. Investopedia Says:
In finance, dispersion is used to measure the volatility of different types of investment strategies. Returns that have wide dispersions are generally seen as more risky because they have a higher probability of closing dramatically lower than the mean. In practice, standard deviation is the tool that is generally used to measure the dispersion of returns. Related Terms:
Coefficient Of Variation
Mean
Standard Deviation
Statistically Significant
Variance
Volatility |