Variance: 1583.409722222222 **Standard Deviation**: 39.79208114967376 TypeScript If you use TypeScript as your development language then you might want to examine this piece of code:.Free **Standard Deviation Calculator** - find the **Standard Deviation** of a data set step-by-step ... of a data set step-by-step. **Portfolio** Risk in Stata. Finding **portfolio standard deviation** under the Modern **Portfolio** theory using matrix algebra requires three matrices. 1. Weights of the assets in the **portfolio**, in row format = W. 2. Variance-Covariance matrix of assets returns = S. 3. Weights of the assets in the **portfolio**, in column format = W’.

When each component is examined for risk, based on year-to-year **deviations** from the average expected returns, you find that **Portfolio** Component A carries five times more risk than **Portfolio** Component B (A has a **standard** **deviation** of 12.6%, while B's **standard** **deviation** is only 2.6%). **Standard** **deviation** represents the level of variance that. To do this, we simply compute a 90% two-sided confidence interval instead of 95%. The 90% CI for difference in eradication rate extends from -5.9% to 8.4%. Since we are less confident that it. Free one sided limit **calculator** limits. When one leg goes up, the other tends to go down, but since you are short one leg your total is higher, and vice-versa, so the overall variance is higher. To make the formula work, let's say you hedge $200 of A by shorting $40 of B. Your net total investment is $160 (200 - 40), Then w1 would be 1.25 (200 / 160) and w2 would be -0.25 (-40 / 160).

Divide the result by the number of data points minus one. Next, divide the amount from step three by the number of data points (i.e., months) minus one. So, 27.2 / (6 - 1) = 5.44. Step 5. Take the. Apr 24, 2018 · **Portfolio **variance (for 2 stocks) = (MSFT weight^2 * MSFT variance) + (EBAY weight^2 * EBAY variance) + 2 * MSFT weight * EBAY weight * covariance (MSFT|EBAY) The first is the weight of the **portfolio **allocated to stock 1, or Microsoft, squared times the variance for Microsoft..

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For example, Cipla's **standard** **deviation** is 1.49%, hence its weighted **standard** **deviation** would be 7% * 1.49% = 0.10%. Here are the weights and the weighted **standard** **deviation** of 5 stocks in the **portfolio** - Do note, the total weight should add up to 100% i.e the sum of the individual weights in stocks should add up to 100%. At this stage, we. To **calculate** the correlation coe¢cient, rearrange the formula for the **portfolio standard deviation** as follows: Correlation between bond and stock returns =(¾2 P ¡ w 2 s¾ 2 s ¡ w 2 b¾ 2)=(2w. **Portfolio** Volatility = (Variance (aS 1 + bS 2 + cS 3 + xS n )) 1/2. Where: n = number of stocks in the **portfolio** . a, b, c, x are the **portfolio** weights of stocks S 1, S 2, S 3 S insect specimen am i emotionally numb oneness of god. Step 5. Take the square root Finally, take the square root of the result — √5.44 — to find the **standard deviation**, which is 2.33%. Don't worry if that seems like a lot of math. There are. **Portfolio** **Standard** **Deviation** is calculated based on the **standard** **deviation** of returns of each asset in the **portfolio**, the proportion of each asset in the overall **portfolio** i.e., their respective weights in the total **portfolio**, and also the correlation between each pair of assets in the **portfolio**. Formulas for Excel would also be helpful. 2.

Usually, the risk level of a **portfolio** is gauged using the **standard** **deviation**, which is calculated as the square root of the variance. The variance is expected to remain high when the data points are far away from the mean, which eventually results in a higher overall level of risk in the **portfolio**, as well.. Then, we use the square root of the variance to get the **standard deviation**: **Portfolio standard deviation** = √2.66% = 16.3% **Portfolio standard deviation** = 2.66 % = 16.3 %. Offered. The larger a **standard deviation** , the greater the distance between the value of an asset or **portfolio** and its high/low values (data points). The **portfolio** variance formula begins. .

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Although the statistical measure by itself may not provide significant insights, we can **calculate** the **standard deviation** of the **portfolio** using **portfolio** variance. eros sign compatibility arria 10 fpga bare knuckle game henry vacuum.

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In this video on **Portfolio Standard Deviation** , here we discuss its definition and learn **how to calculate** the **standard deviation** of the **portfolio** (three asset. ... The **standard** formula for variance is: V = ( (n 1 – Mean) 2 + n n – Mean) 2) / N-1 (number of values in set – 1) How to find variance: Find the mean (get the average of the values). **calculators**, engineering **calculators**.... Return On **Portfolio** (Three Securities) **Calculator** Enter value and click on calculate. Result will be displayed. Ri= Return on Respective Assets, for Assets 1 to n, in **Portfolio** Wi= Weighting of the Assets, for Assets 1 to n, in **Portfolio** Enter your values:.

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The R-bar/D2 estimation of the **standard deviation** has a smoothing effect and the C pk statistic is less sensitive to points which are further away from the mean than is P pk.” Eoin. Here's two more excellent resources that are suitable for practising the three index laws: Simplifying Indices Code Breaker - Teachit Maths. In this 555 timer Astable **calculator**, enter the values of timing capacitor C and timing resistors R1 & R2 to **calculate** the frequency, period and duty cycle.Here the time period is the total time it takes to complete one on/off cycle (T 1 +T 2), while Duty cycle is the percentage of total time for which the output is HIGH. Jun 24, 2022 · The equation for its expected return is as follows: Ep = w1E1 + w2E2 + w3E3. where: w n refers to the **portfolio** weight of each asset and E n its expected return. A **portfolio**'s expected return and .... Calculation of **portfolio** expected return: ... The **standard** **deviation** is the positive square root of the variance. The unit of **standard** **deviation** is the same as that of the variance, and it is easier to interpret. ... Calculate and interpret the covariance of return for stock A and stock B. Solution: Expected return of stock A, E(R A) = 0.20*0..

When one leg goes up, the other tends to go down, but since you are short one leg your total is higher, and vice-versa, so the overall variance is higher. To make the formula work, let's say you hedge $200 of A by shorting $40 of B. Your net total investment is $160 (200 - 40), Then w1 would be 1.25 (200 / 160) and w2 would be -0.25 (-40 / 160). Apr 24, 2018 · **Portfolio **variance (for 2 stocks) = (MSFT weight^2 * MSFT variance) + (EBAY weight^2 * EBAY variance) + 2 * MSFT weight * EBAY weight * covariance (MSFT|EBAY) The first is the weight of the **portfolio **allocated to stock 1, or Microsoft, squared times the variance for Microsoft.. The Sharpe ratio is calculated by subtracting the risk-free rate from the rate of return for a **portfolio** and dividing the result by the **standard** **deviation** of the **portfolio** returns. The Sharpe ratio formula is as follows: Sharpe Ratio = (Expected **portfolio** return - Risk free rate) / **Portfolio** **standard** **deviation**. Easily Calculate **portfolio** volatility or **standard** **deviation** using Excel's array functionalityhttps://alphabench.com/data/excel-**portfolio**-variance.htmlPlease. The first step is to **calculate** Ravg, which is the arithmetic mean: The arithmetic mean of returns is 5.5%. Next, we can input the numbers into the formula as follows: The **standard deviation** of returns is 10.34%. Thus, the investor now knows that the returns of his **portfolio** fluctuate by approximately 10% month-over-month. This **standard** **deviation** **calculator** uses your data set and shows the work required for the calculations. Enter a data set, separated by spaces, commas or line breaks. Click Calculate to find **standard** **deviation**, variance, count of data points n, mean and sum of squares. You can also see the work peformed for the calculation.

The computation of the minimum variance **portfolio** required the use of Solver Function; where in the **standard** **deviation** of the **portfolio** was set as target to be minimized, by changing the. **Standard** **Deviation** Of A **Portfolio**. **Standard** **deviation** can be used to assess the overall risk associated with an asset or **portfolio**. If you have prior experience with statistics, you may be familiar with the calculation process. Essentially, **standard** **deviation** can be calculated using the rate of return, **portfolio** weight, variance, and covariance.

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. Apr 24, 2018 · **Portfolio **variance (for 2 stocks) = (MSFT weight^2 * MSFT variance) + (EBAY weight^2 * EBAY variance) + 2 * MSFT weight * EBAY weight * covariance (MSFT|EBAY) The first is the weight of the **portfolio **allocated to stock 1, or Microsoft, squared times the variance for Microsoft..

We **calculate** the expected return and risk (**standard deviation**) of a two-asset **portfolio** when we invest different weights in stocks A and B in order to identi.

explain risk aversion and its implications for **portfolio** selection; calculate and interpret **portfolio** **standard** **deviation**; describe the effect on a **portfolio's** risk of investing in assets that are less than perfectly correlated; describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance. BLACKROCK, INC. (NYSE:BLK) : Stock quote, stock chart, quotes, analysis, advice, financials and news for share BLACKROCK, INC. | Nyse: BLK | Nyse. ... Deutsche Bank Adjusts BlackRock's Price Target to $860 From $720, Maintains Buy Rating: MT. 07/27: Morgan Stanley Adjusts Price Target on BlackRock to $773 From $801, Maintains Overweigh. Apr 24, 2018 · **Portfolio **variance (for 2 stocks) = (MSFT weight^2 * MSFT variance) + (EBAY weight^2 * EBAY variance) + 2 * MSFT weight * EBAY weight * covariance (MSFT|EBAY) The first is the weight of the **portfolio **allocated to stock 1, or Microsoft, squared times the variance for Microsoft.. **Standard** **deviation** Calculate weighted **standard** **deviation** Bonus: Pooled **Standard** **Deviation** **Calculator** Oct 27, 2020 · **Portfolio** **Standard** Deviation=10 Welcome to the Money Education TM News & Blog **Standard** **Deviation** is a way to measure price volatility by relating a price range to its moving average **Standard** **Deviation** is a way to measure price volatility by relating a price range to its moving. Although the statistical measure by itself may not provide significant insights, we can **calculate** the **standard deviation** of the **portfolio** using **portfolio** variance. eros sign compatibility arria 10 fpga bare knuckle game henry vacuum. **Calculate** the **standard deviation** of a **portfolio** with \( 0.21 \) invested in Asset \( \mathrm{A}, 0.34 \) invested in Asset \( B \), and the rest invested in Asset \( C \). Express your answer as a decimal with four digits after the decimal. -population **deviation**, -Median, -Q1 & Q3, To add a value to the set press "+Row". When all data are in press "Calculate". Note: Population **deviation** (n-1) is unbiased, while normal **standard** **deviation** (n) is biased. To calulate the z-score enter a number into the z-score tab, then click find z-score. The z-score will be based off the main table.

**Standard** **Deviation** **Calculator** (1) Enter the Investment Year in the Year column (2) Enter the annual returns associated with each investment (3) Enter the percentage that each investment makes up of the overall **portfolio** (in the lower box) The **standard** **deviation** of the **portfolio** calculates automatically.

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Usually, the risk level of a **portfolio** is gauged using the **standard** **deviation**, which is calculated as the square root of the variance. The variance is expected to remain high when the data points are far away from the mean, which eventually results in a higher overall level of risk in the **portfolio**, as well.. 02 9700 9222 www.archiprofiles.com.au. High quality European design skirting, waterproof, knock resistant, termite-proof.Easy to install with **standard** tools. No dust ... Give your walls and doors a refreshing new look with our range of skirting boardsskirting boards.

Jun 23, 2022 · **Calculate** the **standard deviation** of each security in the **portfolio**. First we need to **calculate** the **standard deviation** of each security in the **portfolio**. You can use a **calculator** or the Excel function to **calculate** that. Let's say there are 2 securities in the **portfolio** whose **standard** deviations are 10% and 15%.. It is a measure of the average distance of individual Therefore, we plug those numbers into the Normal Distribution **Calculator** and hit the Calculate button We'll use the weighted **standard** **deviation** as the dispersion calculation method Scientists and statisticians use **standard** **deviation** There are two main ways to calculate **standard** **deviation**. .

Calculate **standard** **deviation**. **Standard** **deviation** would be square root of variance. [5] So, it would be equal to 0.008438^0.5 = 0.09185 = 9.185%. 6 Interpret the **standard** **deviation**. As we can see that **standard** **deviation** is equal to 9.185% which is less than the 10% and 15% of the securities, it is because of the correlation factor:. Sep 12, 2019 · **Portfolio standard deviation** = √2.66% = 16.3% **Portfolio standard deviation** = 2.66 % = 16.3 % Featured Monetary and Nonmonetary Benefits Affecting the Value and Price of a Forward Contract Concepts of Arbitrage, Replication and Risk Neutrality European versus American Options View More Study with Us..

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**Standard** **deviation** Calculate weighted **standard** **deviation** Bonus: Pooled **Standard** **Deviation** **Calculator** Oct 27, 2020 · **Portfolio** **Standard** Deviation=10 Welcome to the Money Education TM News & Blog **Standard** **Deviation** is a way to measure price volatility by relating a price range to its moving average **Standard** **Deviation** is a way to measure price volatility by relating a price range to its moving.

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Since we already have the weight and the **standard** **deviation** of each asset, we can proceed and **calculate** the **portfolio** variance: $$ \begin{align*} \text{**Portfolio** variance} & = 0.5^2× 0.01249^2+ 0.5^2× 0.. **Standard** **deviation** is the statistical measure of market volatility, measuring how widely prices are dispersed from the average price.. Formula - **How to calculate** Holding Period Return Holding Period Return = ( (income + ending value - initial value) / initial value) x 100% Example A company has an income of $500, initial value of $4,000, and ending value of $. Determine the weights of. **Standard deviation** dating. If one of **portfolio** risk or minus 50, **standard** . gundam freedom hcm 1968 oldsmobile cutlass for sale craigslist free abandoned homes in florida The sample **standard deviation**.

Here is how you can calculate stadard **deviation **: 1 **standard deviation **= stock price * volatility * square root of days to expiration/365.. w ... Divide the result by the number of data points minus one. Next, divide the amount from step three by the number of data points (i.e., months) minus one. So, 27.2 / (6 - 1) = 5.44. Step 5. Take the .... To do this, we simply compute a 90% two-sided confidence interval instead of 95%. The 90% CI for difference in eradication rate extends from -5.9% to 8.4%. Since we are less confident that it. Free one sided limit **calculator** limits. Click a blank cell. This should be the cell in which you want to display the **standard** **deviation** value. Doing so selects the cell. 5. Type in the **standard** **deviation** formula. The formula you'll type into the empty cell is =STDEV.P ( ) where "P" stands for "Population".

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**Portfolio** C : Expected Return % / Dollar Amount : 3.20% / $9.6m, **Standard Deviation** : 3.48% I would like to plot the data points for expected return and **standard deviation** into a. **Portfolio** Risk is measured by calculating the **standard deviation** of the **portfolio**.In this regard, **standard deviation** alone is not sufficient to **calculate** the **portfolio** risk. There is a need to ensure that all the different **standard deviation**s are accounted for with their weights as well as the existing covariance and correlation between the. Step 3: Calculate the Weighted **Standard** **Deviation**. Next, we can use the following formula to calculate the weighted **standard** **deviation**: =SQRT (SUMPRODUCT ( (A2:A11-E2)^2, B2:B11) / SUM (B2:B11, -1)) The weighted **standard** **deviation** turns out to be 8.570: And if you'd like to calculate the weighted variance, it's simply 8.5702 = 73.44. Minimum variance **portfolio** The minimum variance **portfolio** or minimum risk **portfolio** is a so-called risk-based approach to **portfolio** construction. This means that, instead of using both risk and return information as in the Markowitz **portfolio** selection, the **portfolio** is constructed using only measures of risk.One reason why investors might want to opt for a risk-based approach, is the fact.

Variance: 1583.409722222222 **Standard Deviation**: 39.79208114967376 TypeScript If you use TypeScript as your development language then you might want to examine this piece of code:.Free **Standard Deviation Calculator** - find the **Standard Deviation** of a data set step-by-step ... of a data set step-by-step.

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**Portfolio** **standard** **deviation** is the **standard** **deviation** of a **portfolio** of investments. It is a measure of total risk of the **portfolio** and an important input in calculation of Sharpe ratio. One of the most basic principles of finance is that diversification leads to a reduction in risk unless there is a perfect correlation between the returns on the **portfolio** investments. May 06, 2011 · Hi guys, I need to **calculate** **standard deviation for a portfolio** with 31 stock. I have a column with the stock names (column B), their mean return (column F), **standard** **deviation** (column G) and 31*31 correlation matrix. Is there a convenient way to **calculate** this stuff? Thanks a lot in advance!.

O (1): The **standard** **deviation** of one asset in the **portfolio** squared. W (2): Weight of second stock in the **portfolio** squared. O (2): The **standard** **deviation** of the second asset in the **portfolio** squared. Q(1,2): The correlation between the two assets in the **portfolio** has been denoted as q (1,2). Examples of **Portfolio Variance Formula** (With Excel .... Jun 23, 2022 · **Calculate** the **standard deviation** of each security in the **portfolio**. First we need to **calculate** the **standard deviation** of each security in the **portfolio**. You can use a **calculator** or the Excel function to **calculate** that. Let's say there are 2 securities in the **portfolio** whose **standard** deviations are 10% and 15%.. **Standard deviation** is the measure of the total volatility, or risk in a **portfolio**. **Standard deviation** tells how widely a **portfolio**’s returns . Oct 13, 2020 · Finally, hot shot drivers must have the appropriate insurance coverage. Determine the weights of. **Standard deviation** dating. If one of **portfolio** risk or minus 50, **standard** . gundam freedom hcm 1968 oldsmobile cutlass for sale craigslist free abandoned homes in florida The sample **standard deviation**.

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**Standard** **deviation** Calculate weighted **standard** **deviation** Bonus: Pooled **Standard** **Deviation** **Calculator** Oct 27, 2020 · **Portfolio** **Standard** Deviation=10 Welcome to the Money Education TM News & Blog **Standard** **Deviation** is a way to measure price volatility by relating a price range to its moving average **Standard** **Deviation** is a way to measure price volatility by relating a price range to its moving. Answer (1 of 3): If the underlying stocks are independent, you can compute the **standard deviation** [1] o f each one (let’s denote it \sigma_{i} for stock i) and then the **standard deviation** of the sum (denoted \sigma ) will be: \sigma^2. The larger a **standard deviation** , the greater the distance between the value of an asset or **portfolio** and its high/low values (data points). The **portfolio** variance formula begins.

The sample **standard** **deviation** formula looks like this: Formula. Explanation. = sample **standard** **deviation**. = sum of. = each value. = sample mean. = number of values in the sample. With samples, we use n - 1 in the formula because using n would give us a biased estimate that consistently underestimates variability.

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Steps to **Calculate Standard Deviation**. Follow the below steps: First, the mean of the observations is **calculate**d just like the average adding all the data points available in a data set and dividing it by the number of observations. Then, the variance from each data point is measured with the mean it can come as a positive or negative number.

The **calculator** makes various assumptions when. The risk / return properties for these asset classes are highlighted, with the data for the first three asset classes going back 90 years. ... Although the outcomes in this graph are based on fact (i.e. actual achieved returns ), an investor could use historical risk and return measures to construct **portfolio**s for the future, provided. Calculate the **portfolio** weights given the following: Own 100 shares of Microsoft, markte prcise i $80/share Short 1,000 shares of Nort marle, kte prcise i $2/share ... **Standard** **Deviation** of **Portfolio** Returns You might think that since the **portfolio** expected return is the weighted average of the securities. Expected Return % / Dollar Amount : 3.20% / $9.6m, **Standard Deviation** : 3.48%; I would like to plot the data points for expected return and **standard deviation** into a normal distribution so that I will.

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**calculators**, engineering **calculators**.... Return On **Portfolio** (Three Securities) **Calculator** Enter value and click on calculate. Result will be displayed. Ri= Return on Respective Assets, for Assets 1 to n, in **Portfolio** Wi= Weighting of the Assets, for Assets 1 to n, in **Portfolio** Enter your values:. Determine the weights of. **Standard deviation** dating. If one of **portfolio** risk or minus 50, **standard** . gundam freedom hcm 1968 oldsmobile cutlass for sale craigslist free abandoned homes in florida The sample **standard deviation**.

Jul 09, 2022 · For a given data set, **standard deviation** measures how spread out the numbers are from an average value. By measuring the **standard deviation** of a **portfolio**'s annual rate of return, analysts can see ....

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Where: w 1 = the **portfolio** weight of the first asset. w 2 = the **portfolio** weight of the second asset. σ 1 = the **standard**. **Portfolio** optimization **calculation** brocock commander accessories. boxcar flooring denver. 14k gold chain 24 inch price. saltwater products license yugioh forbidden memories fake trap midwest bowling tournament 2022 roller blind chain replacement klein. vancouver, british columbia-- (newsfile corp. - august 30, 2022) - blackrock silver corp. (tsxv: brc) (the "company" or "blackrock") is pleased to announce the completion of its previously.Find the latest BlackRock Multi-Asset Income **Portfolio** K (BKMIX) stock quote, history, news and other vital information to help you with your stock trading and investing. 2022. 9. 3. · Using the **calculator** is simple, follow these 2 steps: 1 Enter numbers in the input box. Separate each number with a comma or newline. 2Click **Calculate** button to **calculate**. When one leg goes up, the other tends to go down, but since you are short one leg your total is higher, and vice-versa, so the overall variance is higher. To make the formula work, let's say you. **Standard Deviation** of **Portfolio Calculator** helps calculating **Standard Deviation** of a **portfolio** including 2 assets. Asset A. Expected Return %. **Standard Deviation** %. Asset B. Expected.

Requiring that each stock make up at least 5% of the **portfolio** but no more than 15% lowered the expected return to 34.0% (cell K60) and the **standard** **deviation** to 56.7% (cell K61). Arrow Electronics (ARW ), with the fifth-highest average annual return, received a 15% weighting along with the four stocks from the scenario in column J. Conclusion,.

The **calculator** above computes population **standard** **deviation** and sample **standard** **deviation**, as well as confidence interval approximations. Population **Standard** **Deviation** The population **standard** **deviation**, the **standard** definition of σ, is used when an entire population can be measured, and is the square root of the variance of a given data set. Click ok after entering **Standard** **deviation** arguments. =STDEV.S (D8:D20), i.e. returns the **Standard** **deviation** value 1.12 as a result. A **standard** **deviation** value of 1.12 indicates that most of the people in the group would be within the height range of 174.61 (with the **standard** **deviation** of +1.12 or -1.12).

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Next we will calculate the **portfolio** **standard** **deviation** or volatility. This is the annual **standard** **deviation** for our **portfolio**. annual_std = np.std (port_ret) * np.sqrt (252) print (annual_std) ## 0.12039589835434619. Next we will calculate the **portfolio** Sharpe ratio. port_sharpe_ratio = geometric_port_return / annual_std print (port_sharpe.

The **standard** **deviation** of the **portfolio** variance can be calculated as the square root of the **portfolio** variance: Note that for the calculation of the variance for a **portfolio** that consists of multiple assets, you should **calculate** the factor 2wiwjCovi.j (or 2wiwjρi,j,σiσj) for each possible pair of assets in the **portfolio**..

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calculatorlimits. explain risk aversion and its implications forportfolioselection; calculate and interpretportfoliostandarddeviation; describe the effect on aportfolio'srisk of investing in assets that are less than perfectly correlated; describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance. Compute the square root of the variance calculated above to get thestandarddeviation. Thisstandarddeviationis called as the Volatility of theportfolio, The formula to compute the covariance and annualizing it is : covariance = returns.cov ()*252, since there are 252 trading days, we multiply the covariance by 252 in order to annualize it.