Friday, July 31, 2009

Microsoft Excel: Calculating Standard Deviations?

In column (A) of an Excel spreadsheet, I have calculated a 150-day simple moving average (sma), updated daily, for each day over a period of 3000 days. In column (B) I want to calculate the corresponding values for 1 standard deviation from the 150-day sma. In Column (C) I want to calculate 2 standard deviations from the 150 sma and in Column D, I want to calculate 3 standard deviations from the 150 sma. What would be the formulas for Columns (B), (C) and (D)? Thank you.

Microsoft Excel: Calculating Standard Deviations?
You probably want to put everything in its own column:





So column A is the average, B is the stdev, column C is your A - B, column D is A + B, column E is A - 2B, etc. If you have the data on some other sheet, you might use conditional formatting to highlight the values that fall outside the 1 SD, 2SD ranges.
Reply:If col A contains the averages and col B has the standard deviations [stdev(range)], then cells C1 through H1 would be:





=A1-B1


=A1+B1


=A1-2*B1


=A1+2*B1


=A1-3*B1


=A1+3*B1





And similarly for cells C2 through H2, C3 through H3, etc.





Hope this helps.
Reply:http://www.convert-me.com/en/
Reply:the excel command for standard deviation is stdev(range) where the range is the list of numbers for which you want to calculate the std





you can easily mulitply 2* that value, 3* that value, or whatever





care should be taken to make sure you are getting the standard deviation you want





the standard deviation of the group of data that is each day's result, is different than the standard deviation of the moving average


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