STDDEV — Standard deviation

Syntax

STDDEV(series)
STDDEV(seriesList)

Inputs and results

A single series returns one number. A series list returns a one-column matrix, with one standard deviation per series in list order.

Example

x = LOGDIFF(SERIES_SINCE(INDPRO,20010101))
STDDEV(x)

Notes and interpretation

This is a summary over the supplied observations, not a rolling statistic. The result uses the same units as the input. For fractional log changes, multiply by 100 to express the standard deviation in percent log-change units. No annualization is applied by this command.