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actual historical volatility which refers to the volatility of a financial instrument over a specified period but with the last observation on a date in the past near synonymous is realized volatility , the square root of the realized variance , in turn calculated using the sum of squared returns divided by the number of observations.
Volatility risk is the risk of an adverse change of price, due to changes in the volatility of a factor affecting that price. It usually applies to derivative instruments , and their portfolios, where the volatility of the underlying asset is a major influencer of option prices .
An option’s implied volatility (IV) gauges the market’s expectation of the underlying stock’s future price swings, but it doesn’t predict the direction of those movements.
The resulting VIX index formulation provides a measure of market volatility on which expectations of further stock market volatility in the near future might be based. The current VIX index value quotes the expected annualized change in the S&P 500 index over the following 30 days, as computed from options-based theory and current options ...
Volatile stocks can generate big returns for investors brave enough to hold on for the ride. Here are seven stocks to buy with betas of at least 1.7 and average daily volume of at least 1 million ...
These stocks have been listed as potential Buy options despite their volatility because of factors like fundamentals, future growth catalysts, positive ratings from analysts, and positive hedge ...
Low-volatility investing is an investment style that buys stocks or securities with low volatility and avoids those with high volatility. This investment style exploits the low-volatility anomaly . According to financial theory risk and return should be positively related, however in practice this is not true.
On Thursday, the CBOE Volatility Index , Wall Street's favorite gauge for fear and volatility, hit 21 for the first time since a regional banking crisis rocked the stock market in March.