Annualize sample standard deviation of entered logarithmic price returns.
It makes the prices, cash flows, rates, time periods, weights, and model conventions explicit so you can inspect an entered scenario without hidden live-market assumptions.
Calculation structure
Follow the stated model and units
Volatility = sample SD[ln(priceₜ÷priceₜ₋₁)] × √observations per year.
Visual explanation
See how the inputs become the result
Oldest observation→Selected window→Latest statisticOrder and lookback length both affect the resultVolatility = sample SD[ln(priceₜ÷priceₜ₋₁)] × √observations per year.
Read the estimate correctly
Use the result within its boundaries
Prices 100, 101, and 99 provide two log returns; entering 252 observations per year annualizes their sample standard deviation.
At least three positive, equally spaced prices are required to produce two log returns for a sample standard deviation.
Quick guide
How to use this calculator
Enter observations in chronological order and choose the visible period or convention.
Use prices and volumes with consistent units and equally spaced periods where required.
Read the formula and seeding convention before comparing results with another platform.
Calculation method
Calculation method
Volatility = sample SD[ln(priceₜ÷priceₜ₋₁)] × √observations per year.
Technical indicators are deterministic transformations of entered historical data. Approximate floating results are explicitly formatted as estimates.
Worked example
Worked example
Prices 100, 101, and 99 provide two log returns; entering 252 observations per year annualizes their sample standard deviation.
Volatility = sample SD[ln(priceₜ÷priceₜ₋₁)] × √observations per year.
Supported inputs
Precision and limits
Visible input limits
Lists accept up to 2,000 fixed-decimal rows. Period fields disclose their whole-number limits. Approximate indicators reject observations whose significant differences cannot be represented reliably at their entered scale.
No live market data
The page does not fetch prices, volumes, corporate actions, exchange calendars, or benchmark data. Enter adjusted or unadjusted observations deliberately.
Decision boundary
Indicators describe entered history. They do not predict price direction, identify a suitable trade, measure every risk, or recommend an investment.
Calculator-specific assumptions
At least three positive, equally spaced prices are required to produce two log returns for a sample standard deviation.
