The seminar introduces the descriptive statistics that are commonly used to summarise the historical characteristics of financial data: the sample moments of returns distributions, ‘downside’ risk statistics, and measures of covariation (e.g. correlation) between two random variables.

 

At the end of Intrinsic Value's training seminar in descriptive statistics the participant should be able to:

􀂅  Describe various forms of Data.

􀂅  Discuss Graphical representation of data.

􀂅  Explain the concept of The Moments of a Distribution.

􀂅  Define,  Discuss  and  Calculate   the    Measures  of   Location  or  Central

     Tendency.

􀂅  Define, Discuss and Calculate the Measures of Dispersion.

􀂅  Calculate Historical Volatility from Returns Data.

􀂅  Define,  Discuss   and   Calculate   Negative   Semi-variance  and Negative

     Semi-deviation.

􀂅  Define, Discuss and Calculate Skewness.

􀂅  Define, Discuss and Calculate Kurtosis.

􀂅  Describe Bivariate Data.

􀂅  Discuss Covariance and Covariance Matrix.

􀂅  Discuss Correlation Coefficient and Correlation Matrix.

􀂅  Calculate the volatility of a portfolio.