Japan Post Standard Deviation vs. Information Ratio

5JP Stock  EUR 8.65  0.10  1.14%   
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Japan Post Bank has current Standard Deviation of 2.5. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.

Standard Deviation

=

SQRT(V)

 = 
2.5
SQRT = Square root notation
V =   Variance of Japan Post returns

Japan Post Standard Deviation Peers Comparison

Japan Standard Deviation Relative To Other Indicators

Japan Post Bank is rated fifth in standard deviation category among its peers. It is rated below average in information ratio category among its peers reporting about  0.01  of Information Ratio per Standard Deviation. The ratio of Standard Deviation to Information Ratio for Japan Post Bank is roughly  70.70 
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
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