Standard Deviation (SD)

SD(Vector, Periods)

Overview
Standard Deviation is a common statistical calculation that measures volatility. Many technical indicators and risk management techniques rely on standard deviations as part of their calculation.

Example

set SD_ALI = SD(CLOSE,10)

SD_ALI will output the 10 day standard deviation or volatility of Ayala Land’s closing price. If you wish to get the annualized SD, simple multiply it by the square root of 250 trading days.

To annualize the SD:
set annualSD = sqrt(250) * SD_ALI

annualSD will output the annual standard deviation of ALI based on its 10 day standard deviation