--- title: "stdev" description: "Calculate the rolling standard deviation of a target column within a given window size" keywords: - quantitative - rolling - stdev --- import HeadTitle from '@site/src/components/General/HeadTitle.tsx'; import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem'; Calculate the rolling standard deviation of a target column within a given window size. Standard deviation is a measure of the amount of variation or dispersion of a set of values. It is widely used to assess the risk and volatility of financial returns or other time series data over a specified rolling window. It is the square root of the variance. Examples -------- ```python from openbb import obb # Get Rolling Standard Deviation. stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() returns = stock_data["close"].pct_change().dropna() obb.quantitative.rolling.stdev(data=returns, target="close", window=252) obb.quantitative.rolling.stdev(target='close', window=2, data=[{'date': '2023-01-02', 'close': 0.05}, {'date': '2023-01-03', 'close': 0.08}, {'date': '2023-01-04', 'close': 0.07}, {'date': '2023-01-05', 'close': 0.06}, {'date': '2023-01-06', 'close': 0.06}]) ``` --- ## Parameters | Name | Type | Description | Default | Optional | | ---- | ---- | ----------- | ------- | -------- | | data | List[Data] | The time series data as a list of data points. | | False | | target | str | The name of the column for which to calculate standard deviation. | | False | | window | PositiveInt | The number of observations used for calculating the rolling measure. | | False | | index | str, optional | The name of the index column, default is "date". | | False | --- ## Returns ```python wordwrap OBBject results : List[Data] An object containing the rolling standard deviation values. ```