Standard deviation (StDev)

How widely prices spread around their average, in price units.

Formula

σ = √(Σ (P − mean)² ÷ N)

How to use it

Volatility in price units, useful for sizing stops and band widths.

In Kereon

Charts · Superchart. Default 20, population deviation.

Also called: std dev, stdev, sigma, deviation.

Related terms

The whole glossary · Investing tools