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Standard Deviation Calculations

To calculate the approximate standard deviation of a stock's price movement, use the following formula:

standard deviation calculation

Short Cuts
Time Divide by
1 Day 19.11
1 Week 7.22
31 days 3.43

Example
Stock Price $789.45
Volatility 26.3%
Calendar Days 31
30 day Standard Deviation = $789.45  x  0.263  /  3.43 = $60.53

Excel spreadsheet Download an Excel spreadsheet to do these calculations for you.


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