How do I calculate a standard deviation of a portfolio?

[Montgomery]

I have 52 weekly returns of 5 different stocks. I weighted the stocks each
with 20 %. Now I want to calculate the standard deviation of this portfolio.
Can somebody help me ?

 

[Jon Peltier]

I assume you have a table something like this:

Date Stock1 Stock2 Stock3 Stock4 Stock5 Total
1/1/04 <data>

Say it's in A1:G53. To get statistics on the total, use formulas like these in cells
outside of the table:

=AVERAGE(G2:G53)
=STDEV(G2:G53)

Look up Function in Excel Help, and you'll see this page:

Worksheet functions listed by category

Database
Date and Time
External
Engineering
Financial
Information
Logical
Lookup and Reference
Math and Trigonometry
Statistical
Text and Data


- Jon
-------
Jon Peltier, Microsoft Excel MVP
Peltier Technical Services
Tutorials and Custom Solutions
http://PeltierTech.com/
_______

 

[Tushar Mehta]

See http://pygsl.sourceforge.net/reference/pygsl/node35.html

--
Regards,

Tushar Mehta
www.tushar-mehta.com
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