Volatility calculator
Annualized volatility from a price series
Paste closing prices to get the standard deviation of daily returns, annualized volatility, and the typical one-day move that implies.
- Annualized volatility
- 10.01%
- Daily standard deviation
- 0.63%
- Prices used
- 15
What the inputs mean
- Closing prices
- Comma or line separated, oldest first. At least three.
Formula
Worked example
20 daily closes drifting from 100 to 108 with 1% swings → About 16% annualized volatility.
Questions people ask
Why multiply by the square root of 252?
Variance scales with time and there are roughly 252 trading days in a year, so the daily standard deviation is scaled by the square root of that count.
Limitations
Every result here is arithmetic on the numbers you enter. It carries no view on any specific security, assumes returns are steady when real returns are not, and ignores taxes, slippage and commissions. Use it to size and sanity-check, not to forecast.
Now run it on a real ticker
Score any name free, then bring the number back here.
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Understand the inputs
Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.