Standard Deviation help - Google Docs Editors Community
Standard deviation calculation with the elimination of the min and max average values
Is it possible? Standard deviation formula that excludes 0 values.
google sheets - googleFinance calculating the standard deviation of a stock over a time period - Web Applications Stack Exchange
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I am trying to eliminate the best and worst average data set ( each consists of 6 numbers) when calculating the stedv of my data set. I saw that there was a TrimMean and was wondering if there was a similar formula for stdev. Also, how would someone formulate this to remove the row of data that has the max and min average values in the stdev calculation? Thanks in advance for the help
Hi, bit of a sheets novice here with a puzzle.
I'm trying to create a formula that will calculate the standard deviation for a row of values while excluding any cell with a value of 0.
For those unfamiliar with standard deviation, it's the average distance any value from a set of numbers is from the average value of the entire set. For example, in a data set of '5, 5, 5' the standard deviation would be 0 as the average is 5.
The sheet I'm working has row 8 with values of 12, 12, 12, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.
I was able to get an average formula that excludes 0s using 'average if' of =averageif(8:8,"<>0")
No luck however with standard deviation. Options I've tried:
=STDEV(IF(8:8,>0)) gives #ERROR!
=STDEV(8:8,"<>0") gives #VALUE!
=STDEV(IF(8:8<>0,8:8)) gives a value that does not exclude 0s
Big thanks in advance for anyone willing to spend time helping me try to make this work!
I believe I figured it out.
It's:
=STDEV(INDEX(GoogleFinance("GOOGL","all",WORKDAY(TODAY(),-50),TODAY()),,3))
Here is a formula for computing historical stock volatility using log price changes (returns) over the last 50 days (B is the ticker column):
=STDEV(arrayformula(LN(
query(GoogleFinance($B2,"close",WORKDAY(TODAY(),-50),TODAY()),"select Col2 label Col2 ''")/
query(GoogleFinance($B2,"close",WORKDAY(TODAY(),-51),WORKDAY(TODAY(),-1)),"select Col2 label Col2 ''")
)))*SQRT(252)
You need to use query() to remove the header from GoogleFinance results.
Notice that a stock gaining 1% every day will have a high price variance (the original question) but low (zero) volatility of returns.
Hi all,
I'm a bit confused by Sheet's stddev calculation.
I have 5000 data points, true or false, converted to 0 and 1s. There are 243 True and the rest are False.
I thought this would be a binomial so the stddev should be sqrt(5000*p(1-p)) = 15.2 where p = .0486.
But sheets is giving me sqrt(p(1-p)) = .215.
Am I thinking about this the wrong way or is sheets doing a funny calculation?
Simplified, as in the data has already been rounded into discrete categories.
https://imgur.com/4hQXLoL
I was able to find the mean easy enough, but to get the Standard Deviation my method was just to align a line graph over the bar graph of the real data, which got it decently close (visually). Before I'd use =transpose(split(rept([category]&",",[population]))) to expand the data set and then run STDEV on the set, but this is 100K+ entries and it seemed wasteful to keep that up in the future... (also REPT is limited to 32,000 characters, there are more than one category with a higher population than this)
Here's the raw in a spreadsheet already: https://docs.google.com/spreadsheets/d/1OMBXKSilBOub0gKofrXTg5tL1FsLPaJ3OypN9tfffRQ/edit?usp=sharing