CalculatorsFundamental analysisStocks

Stock Volatility Calculator

Written by admin
Sat Jun 13 2020
stockvolatility
See how MarketXLS helps you take advantage in the markets.
Download Option Templates →
stockvolatility
 

In this article, we will look at how we estimate the volatility based on the history of a stock price movement. With MarketXLS, you can simply use the stock volatility function to turn Excel into the stock volatility calculator.

Volatility comes in various forms and what MarketXLS volatility functions return is the simplest form of volatility. It is calculated by first calculated by the daily return on the stock and then taking the standard deviation on those daily returns. It can serve you well when you are comparing multiple stocks in your portfolio for its volatility.

The example below shows you a simple volatility comparison table of the stocks in a hypothetical portfolio.

stockvolatility

MarketXLS Stock Volatility Functions

MarketXLS provides you with the following functions to quickly calculate the stock volatility without you having to calculate the returns, or download historical stock prices. We perform all those calculations on the MarketXLS server and all you have to do is use this function to get the value.

stock volatility calculator

Some functions have a pre-defined period like seven days, 15 days, nine months, and so on. But you can also use the Stock Volatility Custom dates function to calculate the volatility on the stock returns over a custom historical period as shown below.

MSFT.png” alt=”stock volatility formula” width=”451″ height=”162″ />

Just like, the volatility functions MarketXLS has other functions to calculate the cumulative stock returns using the functions like =StockReturnSevenDays(“MSFT“)

MarketXLS provides you with hundreds of custom functions to help you quickly analyze the stock data. Use these functions as your stock volatility calculator in Excel. Stock volatility simply refers to the severity with which the price of the stock fluctuates on a daily basis. And when comparing various investments this measure could be very useful in making investment decisions.

Beta vs Volatility

Both beta and volatility are measures of risk, sometimes these two may be confused. For example, a stock may have a higher beta and lower volatility when compared to other stock. The main difference between the two is that volatility is the total risk (Market Risk + Firm-Specific risk) whereas the Beta is just the market risk. So, the Beta will tell us the percentage change in the stock return given a one percent change in the return of the market.

Similar to the stock volatility functions you can also use MarketXLS’s CustomBeta functions to calculate the Beta on the stocks.

Stock Beta Functions

Interested in building, analyzing and managing Portfolios in Excel?
Download our Free Portfolio Template
Download Option Templates
Real gdpReal personal consumption expReal private investmentReal govt expenditureReal net exportsReal exportsReal importsFederal receiptsFederal outlaysFederal surplus or deficitFederal debtReal private investment nonresidentialReal private investment residentialReal potential gdpReal personal incomeReal personal consumption exp monthlyRpce durable goodsRpce nondurable goodsRpce servicesPersonal savings rateMonetary baseCurrency in circulationBank reservesMoney supply m1Money supply m2Sp500DjiaWilshire indexVixFinancial stress indexCorporate bond index aaCorporate bond index bbbFederal funds rateTreasury rate 3mTreasury rate 1yTreasury rate 5yTreasury rate 10yTips 5yTips 10yBond yield aaaBond yield baaMortgage rate 15yMortgage rate 30yUs dollar weighted averageUsdollar to euroUsdollar to poundYuan to usdollarCanadiandollar to usdollarYen to usdollarCpiCpi wo food energyCpi foodCpi energyChain price indexChain price index wo food energyGdp price deflatorPpi final demandPpi finished goodsPpi materialPpi crude goodsPpi final demand wo food energyPpi finished goods wo food energyHouse price indexHouse price index 20cityCrude oil priceGasoline priceNatural gas priceIndustrial productionCapacity utilisationInventoriesSales retail foodVehicle sales light weightManufacture orders durablesManufacture orders capital goodsLoansConsumer credit outstandingCorporate profitsHousing startsBuilding permitsResidential constructionEmployees nonfarmEmployees privateEmployees goods producingEmployees service providingEmployees governmentUnemployment rateInitial cliamsAverage weeks unemployedJob openingsHiresSeparationsQuitsLayoffs dischargesHours of productionHourly earningsReal outputPopulationLabor forceLabor force participation rate
Search for a stock

Top MarketXLS Rank stocks

Penske Automotive Group Inc. logo

Penske Automotive Group Inc.

108.01
 
USD
 
-0.39
 
(-0.36%)
84
Rank
Optionable: Yes
Market Cap: 8,953 M
Industry: Auto & Truck Dealerships
52 week range    
72.35   
   119.47
Zim Integrated Shipping Services Ltd logo

Zim Integrated Shipping Services Ltd

64.70
 
USD
 
0.94
 
(1.47%)
80
Rank
Optionable: Yes
Market Cap: 7,792 M
Industry: Deep Sea Freight Transportation
52 week range    
33.71   
   91.23
Universal Logistics Holdings Inc. logo

Universal Logistics Holdings Inc.

24.07
 
USD
 
-0.55
 
(-2.23%)
79
Rank
Optionable: No
Market Cap: 684 M
Industry: Trucking
52 week range    
15.86   
   26.90
NRG Energy Inc. logo

NRG Energy Inc.

45.72
 
USD
 
-0.49
 
(-1.06%)
79
Rank
Optionable: Yes
Market Cap: 10,725 M
Industry: Utilities - Independent Power Producers
52 week range    
31.94   
   46.86
Corteva Inc. logo

Corteva Inc.

59.23
 
USD
 
0.23
 
(0.39%)
79
Rank
Optionable: Yes
Market Cap: 41,692 M
Industry: Agricultural Inputs
52 week range    
40.60   
   62.04
Avnet Inc. logo

Avnet Inc.

46.30
 
USD
 
-0.27
 
(-0.58%)
78
Rank
Optionable: Yes
Market Cap: 4,732 M
Industry: Electronics Distribution
52 week range    
35.71   
   48.75
Universal Corporation logo

Universal Corporation

59.59
 
USD
 
-0.47
 
(-0.78%)
77
Rank
Optionable: Yes
Market Cap: 1,529 M
Industry: Tobacco
52 week range    
46.24   
   63.46
Kronos Worldwide Inc logo

Kronos Worldwide Inc

17.50
 
USD
 
-0.52
 
(-2.89%)
77
Rank
Optionable: Yes
Market Cap: 1,897 M
Industry: Specialty Chemicals
52 week range    
12.06   
   18.48
Boise Cascade L.L.C. logo

Boise Cascade L.L.C.

76.72
 
USD
 
-1.29
 
(-1.65%)
77
Rank
Optionable: Yes
Market Cap: 3,260 M
Industry: Lumber & Wood Production
52 week range    
46.51   
   85.17
Rollins Inc. logo

Rollins Inc.

35.28
 
USD
 
0.95
 
(2.77%)
76
Rank
Optionable: Yes
Market Cap: 17,428 M
Industry: Business Services
52 week range    
28.51   
   40.11

More Features

Stand with Ukraine

As the situation in Ukraine escalates, many of us in MarketXLS are left with emotions too overwhelming to name. If you’d like to show your support, but aren’t sure how to, we want to help make it easier for you to act.

For any amount donated, we’ll extend your MarketXLS subscription for double of the donated amount. Please send proof of your payment to support@marketxls.com to avail the extention

From all of us at MarketXLS, thank you!