Stock Statistics Calculators

Obtain results for correlation, volatility and returns of stocks, ETFs and mutual funds. Based on daily adjusted closing prices provided by Yahoo! Finance for selected periods of time. Data available for up to 520 consecutive calendar days. All prices from Yahoo! Finance are adjusted for splits and dividends.

A Pearson product-moment correlation coefficient is calculated using the adjusted closing prices for any two stocks, indices, exchange-trade funds or mutual funds supported by Yahoo! Finance. The value of a correlation coefficient is between -1 and 1, where 0 represents no correlation between the two securities, 1 represents perfect positive correlation (prices for both securities move in the same direction) and -1 represents a perfect negative correlation (prices for both securities move in opposite directions).

Historical statistical volatility is a measure of how much the price of a security fluctuated during a given time period. Natural log is used to calculate daily returns of a security from its daily adjusted closing prices. The standard deviation of those returns is then calculated, its value being the measure of the security's volatility.

Just enter securities ticker symbols and choose a period of time for the calculations. The app will do the rest.

Results are based on historical data and are not a guarantee for future performance.