Volatility Calculator
Turn a price or return series into periodic and annualised volatility. Educational only, not trading or investment advice.
Quick answer
Volatility is the sample standard deviation of periodic returns (divide by n - 1). Annualised volatility = per-period volatility x sqrt(periods per year). Prices are first converted to simple or log returns.
Volatility Calculator
Oldest first. Commas, spaces or new lines.
252 daily, 52 weekly, 12 monthly.
Annualised Volatility
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Volatility per Period
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Mean Return per Period
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Mean Return (annualised)
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Returns Used
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Return per period (%)
Educational only. This is not trading or investment advice, and past volatility does not predict future volatility.
Returns Table
| Period | Price | Return (%) |
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Assumptions & method
- Prices are converted to returns: simple = Pₜ ÷ Pₜ₋₁ − 1, log = ln(Pₜ ÷ Pₜ₋₁). Returns entered directly are treated as simple periodic percentages.
- Volatility per period = sample standard deviation of returns (divide by n − 1). Annualised volatility = per-period volatility × √(periods per year).
- Mean return per period is the arithmetic average; annualised mean = average × periods per year (simple scaling, no compounding).
- Assumes equally spaced observations and returns that are independent from period to period. At least 2 returns (3 prices) are required; up to 500 values are accepted.
- Not included: dividends, costs, taxes, or forward-looking measures such as implied volatility. Results describe past data only and are not trading or investment advice.
Results are estimates based on the figures you enter. They are not guarantees and not financial advice.
What volatility measures
Volatility summarises how much an asset's returns bounce around their average. Paste a series of prices or periodic returns and the calculator finds the sample standard deviation of the returns for one period, then scales it by the square root of the periods per year to give an annualised figure you can compare across assets and timeframes. It also reports the average return and lists every return, so you can see which periods drive the result. Volatility is a backward-looking description of your data: it does not tell you the direction of future moves or the worst case.