StockFetcher Forums · Indicators and Measures · Standard Deviation<< >>Post Follow-up
980 posts
msg #30755
1/22/2004 4:12:57 PM

Standard Deviation

Parameters Period
Avg Period
Usage Standard Deviation(10)
Normalized Standard Deviation(15)

Average Standard Deviation(10,5)
Average Normalized Standard Deviation(15,3)

Description The standard deviaition is a statistical measure indicating how much a set of data is changing over a given period of time. StockFetcher provides two different standard deviation measures (along with a simple moving average of each.) The normalized standard deviation divides the standard deviation results by the average of the closing prices as an attempt to perform some normalization to the values.
Fetcher[show stocks where the standard deviation(10) reached a new 1 month high]

Fetcher[show stocks where the normalized standard deviation(10,5) crossed above the average normalized standard deviation(10,5)]

StockFetcher Forums · Indicators and Measures · Standard Deviation<< >>Post Follow-up

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