Historical volatility
The degree of movement in a market over a past time period, typically 100 days. It is normally expressed as an annualized percentage. A 100-day historical volatility of 32%, for instance, means that over the last 100 days the market has fluctuated in such a way that it would be expected to fluctuate about 32% in a year's time. If the market is currently priced at exactly 100, one would expect to see values between 68 (100-32% of 100) and 132 (100+ 32% of 100).
Articles related to Historical volatility
January 29, 2008 about
ASCA David Penn
Traders are never more bullish than when stocks are moving higher day after day after day.
(more)January 25, 2008 about
ENS David Penn
When markets make short-term lows, there is often a test of those lows.
(more)January 24, 2008 about
WMG David Penn
When markets are making sharp moves off of the lows, there are two kinds of stocks that traders should be on the lookout for.
(more)January 16, 2008
David Penn
In markets headed higher or lower, one of the great things about trading stocks is that there is always an opportunity around the corner.
(more)January 15, 2008
David Penn
Do you buy stocks when they are down, or after they've already moved up?
(more)
January 10, 2008
David Penn
Jeff Macke of CNBC's "Fast Money" suggested a few days ago that the market correction was not likely to end until there was a capitulation moment.
(more)David Penn
A bounce in a market is defined as much by the movement upward as it is by the inevitable movement back downward.
(more)David Penn
One of the great things about trading markets as opposed to investing in them is that you get the chance to give in to your "inner bear" every now and then.
(more)September 19, 2007
Larry Connors
Over the many decades of academic studies and research done by market professionals, nearly everything imaginable has been tested in an attempt to predict the direction of a company’s stock price. The one area which we believe remains fertile ground for further research is price behavior.
(more)
John Patrick Lee
Sharp pullback to 50-day MA in uptrend
(more)Page 1 of 1
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