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Excel 2007 : Standard Deviation

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    Standard Deviation

    I have a range of share prices of particular company's stock and I have calculated Standard Deviation for daily return for a given period.

    In order to find out how many times share prices during this period moved
    1. More than 3 SD
    2. Less than 3SD but more thatn 2 SD
    3. Less than 2 SD but more than 1 SD

    Could some help me setting the correct formulae for to find the answers using excel 2007
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    Last edited by King_Junior; 09-18-2009 at 04:09 PM.

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    Re: Standard Deviation

    Could you upload a sample of the workbook?

    Take a look at using the DCOUNT function: it allows use of multiple criteria and ideally suited to the task.

    A SUMPRODUCT formula is another option.

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    Re: Standard Deviation

    Hi Palmetto,

    I have uploaded the worksheet. Could you please give me the formula? Please note the sample range is 01/01/2005 to 30/06/2009. But, the test is to be done for range 01/07/2009m to 30/08/2009.

    Thanks

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    Re: Standard Deviation

    See attached, which uses the DCOUNT function with criteria.

    The criteria are set up on rows 1:2, beginning at P1.
    Each of your three conditions requires its own criteria, so there are three sets of criteria.

    The data was slightly rearranged to remove the blank rows at the top between the header and data cells.

    You can put the DCOUNT formulas whereever you like.

    Additional flexibility for passing dates to the criteria cells is created by using two input cells for the date range: cells P5:Q5. Change the dates here to adjust the date range in the criteria cells.
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    Re: Standard Deviation

    HI Palmettto,

    Thanks very much for your help. I had inadverntently forgotten to include one part of the question i.e less than 1 SD.

    Could you kindly set this formula for me please ? I tried and failed.
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    Re: Standard Deviation

    Could you kindly set this formula for me please ? I tried and failed.
    It's not really difficult. You should study the formula and function a bit to get an understanding.

    I've added the additional count and have colored-coded the criteria cells related to each count so you can easily see which one is used to get the count.
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    Thumbs up Re: Standard Deviation

    Thank you very much Palmetto.

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    Re: Standard Deviation

    Glad to have been of help.

    If you're satisfied with the solution please mark your thread as solved and be sure to add to the reputation of those who contributed

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    Thumbs up Re: Standard Deviation

    Thanks one again
    Last edited by King_Junior; 09-18-2009 at 04:05 PM.

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