Recent content by dragonman

Ok, so we basically said the same thing. I referred to the final result (after multiplying 4.08 by 3.46) and you referred to the 3.46 itself. Thanks for the clarification.

I multiplied the monthly STD (4.08) by SQRT(12) and the result was 14.14%. Could you please elaborate how did you reach 3.46? Thanks.

I strated this thread after I initially didn't get specific responses to my questions in other forums (I also stated it in my original message). As my questions relate to very specific issues, and as I didn't know in which forums I can find people with knowledge in this subject, I wanted to...

Thanks. If I want to annualize the 4.08% STD would I multiply it by 12 and make a square root to the result (so it would be 14.13%)? Also, I want to make sure that the Sharpe ratio is usually calculated based on the annualized STD figure (and not the monthly STD figure). Please correct me if...

I would appreciate any response to my follow-up question, thanks.

I would appreciate any response to my questions, thanks.

Could you please see if my calculations are correct given the data that I mentioned in my examples? I ask because I'm really not familiar with such calculation, thanks.

Hi, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio. I know it does not necessarily relate to options but I asked in other forums and I didn't received yet concrete answers. 1. Is a standard deviation of a stock portfolio generally...

Hi, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio: 1. Is a standard deviation of a stock portfolio generally expressed as % (i.e., by measuring the deviation of the stock portfolio's return from its average return)? For instance...

Hi, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio: 1. Is a standard deviation of a stock portfolio generally expressed as % (i.e., by measuring the deviation of the stock portfolio's return from its average return)? For instance...

Hello, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio: 1. Is a standard deviation of a stock portfolio generally expressed as % (i.e., by measuring the deviation of the stock portfolio's return from its average return)? For...