Historical Volatility

This applies to: Managed Dashboards, Managed Reports

The Historical Volatility function calculates the standard deviation of a set of values over a period. For example, the volatility of stock prices over time.

Syntax

HISTVOL ( d0, Alignment)

Input

The Historical Volatility function requires the following input series:

• d0 - The set of data values for which the Historical Volatility is calculated.

Parameters

The Historical Volatility function requires the following parameter:

• Alignment (Optional) - Hierarchy placeholder to be used as the alignment axis.

Output

The Historical Volatility function generates the following output:

• Historical Volatility - A single value representing the Historical Volatility of the input values.)