Historical Volatility

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SeekingAlpha  5 hrs ago  Comment 
MarketWatch  7 hrs ago  Comment 
Finisar and Lumentum, whose stocks are volatile, nevertheless have a bright future, says Nigam Arora.
The Economic Times  11 hrs ago  Comment 
The exit polls for Gujarat elections might result in some knee-jerk reaction on Friday.
MarketWatch  11 hrs ago  Comment 
Oil prices settle lower Thursday to recoup most of what they lost a day earlier, as recent data on crude supplies and production fueled volatile trading in the energy market.
The Economic Times  Dec 14  Comment 
During a particularly volatile period of trading on Dec. 7, bitcoin surged from below $16,000 to $19,500 in less than an hour.
Clusterstock  Dec 13  Comment 
Bitcoin briefly slumped below $16,000 on Wednesday. The dip triggered a temporary pause of futures trading. Just days after crossing the $17,000 mark, bitcoin briefly slumped below $16,000 per coin on Wednesday. The spike in volatility...
Motley Fool  Dec 13  Comment 
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Volatility refers to the tendency of prices to change unexpectedly, usually as a response to new information or changes in demand for the investment. Volatility can be defined as an investment's tendency to move up and down in price over the latest n periods.

A security with high volatility has bigger fluctuations in price compared to a security with low volatility. The more quickly a price changes up and down, the more volatile it is. As such, volatility is often used as a measure of risk.

For example: A stock whose price went up 10% yesterday and went down 25% today is more volatile than a stock which increased 2% in both days.

Historical volatility is calculated by looking at past changes in stock price. The standard deviation of percentage changes in price is used to calculate observed volatility within the considered timeframe.

Historical Volatility, which looks at the past, is distinct from Implied volatility, which represents expectations about future fluctuations in price and is calculated by looking at the prices of options on the underlying investment.

Volatility is also different from Beta, which is a measure of how the stock price reacts to changes in a broad market index, such as the S&P 500.


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