Average return = Sum of returns/no. of periods
Variance= (∑ (Return-Average return)^2)/(no. of periods -
1))
Standard Deviation = √(Variance/(n-1)) or
(Variance/(n-1))^(1/2)
R R- AR (AR = 9.70%)
(R-AR)^2
-28.500% -38.200%
0.145924
16.000% 6.300% 0.003969
35.000% 25.300% 0.064009
3.500% -6.200% 0.003844
22.500% 12.800% 0.016384
Total 48.500%
0.234130
Average Return = 48.50%/5= 9.70%
Variance= 0.234130
Standard deviation = (0.23413/(5-1))^(1/2)
24.19%
So, standard deviation of Return of stock is 24.19 %
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