Mathématiques · Glossaire

What is Standard Deviation?

Définition rapide

A measure of how spread out numbers are from their mean. Low = consistent, high = volatile.

Explication complète

Standard deviation (σ or s) measures the average distance of values from the mean. A low standard deviation means values cluster tightly; high means they are spread out. For a normal distribution: ~68% of values fall within 1 standard deviation, ~95% within 2, ~99.7% within 3 (the empirical rule). In finance, standard deviation is the most common volatility measure. Stocks with 15% annual standard deviation are considered moderate risk; 30%+ is high. The square of standard deviation is variance. Standard deviation is sensitive to outliers. Always pair it with the mean to get the full picture.

Calculatrices liées

Calculators that use or explain Standard Deviation.

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Last reviewed: June 15, 2026 • Category: Mathématiques