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Daily Standard Deviation

  1. #1
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    07-26-2011
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    London,England
    MS-Off Ver
    Excel 2003
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    1

    Daily Standard Deviation

    Dear members,
    I am trying to calculate the daily standard deviation from a column of daily percentage changes in a stocks price. What I would need is a monthly value that calculates the standard deviation of the daily stock prices in the respective month.

    I have attached a simplified version of my excel sheet;
    -Relevant columns are marked blue
    -Column C gives the number of the month so that I can calculate the monthly return
    -I would like to have the standard deviation of each month's daily return similarly to the monthly returns calculated in column H.

    I would we really grateful for any help or hint how it could work!!
    Attached Files Attached Files

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