CumulativeVariance

The CumulativeVariance function calculates the variance of a column up to and including the current row value.

Syntax

CumulativeVariance([field])

Function argument:

fieldThe column to reference when calculating cumulative variance.

πŸ“˜

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.Β  We can use the CumulativeVariance function to identify the change in variance over time.