HomeFinance & EconomicsInvestingWhat is Standard Deviation?
Finance & Economics·2 min·Updated Mar 11, 2026

What is Standard Deviation?

Standard Deviation

Quick Answer

It is a statistical measure that shows how much individual data points in a set differ from the average. In finance, it helps investors understand the volatility of an investment's returns.

Overview

Standard deviation is a way to measure the amount of variation or dispersion in a set of values. When the values are close to the mean, the standard deviation is low, indicating that the data points tend to be very close to the average. Conversely, a high standard deviation means that the values are spread out over a wider range, which can indicate greater risk or volatility in the context of investing. In investing, standard deviation is commonly used to assess the risk associated with an investment's returns. For example, if two stocks have the same average return but one has a higher standard deviation, that stock is considered riskier because its returns are less predictable. Investors often look at standard deviation to make informed decisions about which investments to choose based on their risk tolerance. Understanding standard deviation can help investors balance their portfolios. By including investments with different levels of standard deviation, they can manage risk while still aiming for good returns. For instance, a conservative investor might prefer assets with lower standard deviations, while an aggressive investor might accept higher standard deviations for the potential of higher returns.


Frequently Asked Questions

Standard deviation is calculated by taking the square root of the variance, which is the average of the squared differences from the mean. This involves finding the mean of the data set, subtracting the mean from each data point to find the differences, squaring those differences, averaging them, and then taking the square root.
A high standard deviation indicates that the data points are spread out over a wider range of values. In investing, this means that the returns of an asset are more volatile and less predictable, which can represent a higher risk.
No, standard deviation cannot be negative. It is a measure of spread and is always zero or positive, with zero indicating no variation in the data set.