30 Day Rolling Volatility

Volatility is used as a measure of a security's riskiness. Typically investors view a high volatility as high risk.

Formula

30 Day Rolling Volatility = Standard Deviation of the last 30 percentage changes in Total Return Price * Square-root of 252

YCharts multiplies the standard deviation by the square-root of 252 to return an annualized measure. 252 is the number of trading days in a year.

Related Terms Standard Deviation