Standard Deviation

Standard Deviation shows how much variation or dispersion exists from the average (mean, or expected value). A low standard deviation indicates that the data points tend to be very close to the mean, whereas a high standard deviation indicates that the data points are spread out over a large range of values.

Calculation

The Standard Deviation is calculated as follows:

  1. Calculate the Average Close price for the Period   
  2. Determine each period's deviation (Close less Average Close)
  3. Calculate the square of each Period's deviation
  4. Sum up all the squared deviations
  5. Divide this sum by the Period
  6. Take the square root of this as the standard deviation.

Related Indicators

Historical Volatility

Custom Dates

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Symbol Id Name Exchange Close Price Trade Date
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AAPLAPPLE INC.6/22/2017Nasdaq GS145.63006/22/2017NGSM
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