CumulativeVariance
The CumulativeVariance function calculates the variance of a column up to and including the current row value.
Syntax
CumulativeVariance([field])
Function argument:
field | The column to reference when calculating cumulative variance. |
Cumulative functions depend on the order of the given column. If you change the sorting you will change the result.
Example
CumulativeVariance([Close Price])
A table contains the daily close price of a stock in 2016. Variance can be used to show the volatility of a stock, where a higher variance indicates higher risk. We can use the CumulativeVariance function to identify the change in variance over time.
Updated 6 months ago
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