Stock Standard Deviation Calculator
Review rolling standard deviation of closing prices for supported stocks. Values use the stock’s price units, not annualized return percentages.
Calculate Standard Deviation
What is Stock Standard Deviation?
Standard deviation is a statistical measure that quantifies the amount of variation or dispersion in a set of values. When applied to stock prices, it measures how much a stock's price fluctuates from its average price over a given period. A higher standard deviation indicates greater price dispersion over that window. A lower value does not make future prices predictable or establish that the investment is safe.
Price standard deviation is used in indicators such as Bollinger Bands. By contrast, the Sharpe Ratiouses return variation; raw price standard deviation from this page cannot be substituted for its denominator.
How to Use This Stock Standard Deviation Calculator
- 1
Enter a Stock Ticker
Type a provider-supported stock symbol (e.g., AAPL, MSFT, TSLA) in the ticker input field.
- 2
Select Your Period
Choose a lookback period (10, 20, 30, 50, 100, or 200 bars). The selected timeframe determines whether those are daily, weekly, or monthly observations.
- 3
Choose a Timeframe
Select daily, weekly, or monthly timeframe depending on your analysis needs.
- 4
Analyze the Results
Review the standard deviation chart, statistics summary, and price overlay to understand the stock's volatility profile.
Why Use Our Stock Standard Deviation Calculator?
Real Market Data
Requests historical indicator values from FMP through a cached endpoint. The available history and delay depend on the instrument and timeframe.
Interactive Charts
Visualize standard deviation trends over time and overlay them with price data to identify volatility patterns and regime changes.
Volatility Analysis
Compare the latest indicator value with its returned history: mean, minimum, maximum, empirical percentile, and a five-observation trend comparison.
Flexible Parameters
Customize the calculation period and timeframe to match your trading style, from short-term day trading to long-term investing.
Price Dispersion and Return Volatility
Multiplying a price standard deviation by √252 does not produce annualized return volatility. Return volatility requires a series of returns and an annualization convention appropriate to their frequency. This page does not calculate that measure.
Standard Deviation in Portfolio Management
Portfolio risk calculations use return variances and covariances, not raw price standard deviations. Their estimates depend on the observation window and correlations and do not guarantee future returns or losses.
For separate return and risk-budget calculations, see the portfolio standard deviationand position sizes tools. The raw price dispersion displayed here does not by itself determine a suitable trade size or stop-loss distance.
Frequently Asked Questions
What does this calculator measure?
It displays the FMP rolling standard deviation of closing prices, in the same price units as the stock. It is not the standard deviation of percentage returns or annualized return volatility.
How is the lookback applied?
The period is a number of bars at the selected daily, weekly, or monthly timeframe. The provider calculates the indicator; this page summarizes the valid returned observations without reconstructing its sample or population convention.
Can I compare the values across stocks?
Raw price standard deviations depend on price level and currency. A value of 5 on one stock is not directly comparable with 5 on another. Use consistently calculated return volatility for a percentage-based comparison.
What do percentile and trend mean?
Percentile is the share of returned valid indicator values at or below the latest value. Trend compares the last five values with the preceding five, using a 10% change threshold. These describe the returned history and do not predict future moves.
Does a low value mean a stock is safe?
No. It indicates a narrower historical price spread over the chosen window. It does not measure all investment risks or establish a future price range, expected return, or suitable position size.
Is the tool free and live?
The page is free to use without registration. Calculate sends a request for cached provider data; it is not a streaming feed. Symbol coverage, available history, and data delays vary.
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