Hurst Exponent
Calculate Hurst Exponent instantly with the exact formula and a worked example. Free online calculator — no signup.
Hurst Exponent
log(R/S)
log(n)
Hurst H
0.5
H
0,5
Mode
random walk
More about: Hurst Exponent
What it calculates
The “Hurst Exponent” calculator computes Hurst H from 2 parameters: log(r/s), log(n).
Used by investors to estimate returns, project savings, and analyze a portfolio.
Example calculation
With parameters log(R/S) = 1, log(n) = 2 the result is 0.5 (H = log(R/S) / log(n)).
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.