Volatility

Volatility clustering is a property of most heteroskedastic stochastic processes used in finance and economics. Heteroskedasticity, recall, is the property of time-varying (conditional or unconditional) variance in a stochastic process.

Volatility A measure of the unceratinty or risk in the future price of an asset. Typically volatility is measured by the standard deviation or variance of returns on the asset. Also, volatility is a variable that appears in option pricing formulas.

volatility characteristic of a security, commodity, or market to rise or fall sharply in price within a short-term period. Also called variability . A measure of the relative volatility of a stock to the overall market is its beta .

Volatility is the change in an asset’s or liability’s value per unit change in the interest rate. Volume variance ...

Volatility indicates how much and how quickly the value of an investment, market, or market sector changes.

Volatility of a financial instrument that is imputed by subtracting all of the other factors thought to contribute to the price of an option. The amount remaining after those subtractions is attributed to volatility.

Volatility (Options) Measure of the amount by which an underlying is expected to fluctuate in a given period of time. Volatility is used as a primary determinant in the valuation of options premiums and time value.

Volatility A measure of the fluctuation in market price of a security. A volatile issue has frequent and large swings in price. Mathematically, volatility is calculated as the annualized standard deviation of returns.

Volatility The extent of fluctuation in share prices, exchange rates, interest rates, etc. The higher the volatility, the less certain an investor is of return, and hence volatility is one measure of risk.

Volatility: The extent and frequency of changes in an investment's value. Volume: The number of shares traded in a security or market during a specified time frame.

VOLATILITY The amount by which the price of a security fluctuates as market conditions change. VOLUNTARY ACCUMULATION PLAN A plan to acquire additional shares in a mutual fund on a more or less regular basis, at the discretion of the shareholder.

Volatility The measure of the tendency of prices to fluctuate widely. Prices of small companies tend to be more volatile than those of large corporations. Beta is a measure of volatility.

Volatility - The degree to which a security varies in price. In general, the more volatile a mutual fund or stock, the more risk is involved.

Volatility A statistical measure of a market or a security's price movements over time and is calculated by using standard deviation. Associated with high volatility is a high degree of risk. Volatility Quote Trading ...

Volatility Allowance The largest difference in container availability taking into account past peaks in net demandafter having removed the trend in container demand during the repositioning trade-off period. Volume ...

Volatility: When the price of a particular share swings up and down fairly often it's described as 'volatile'.

volatility : variability or fluctuation in a time series or sequence of data. Price volatility is the ups and downs of market price over time. Volatility is often measured by the standard deviation statistic.

Volatility The most widely accepted measure of risk in financial markets is the amount by which the price of a security swings up and down. The more volatile the price, the riskier is the security.

Volatility. The degree of price fluctuation for a given asset, rate, or index.

Volatility risk The risk in the value of options portfolios due to the unpredictable changes in the volatility of the underlying asset. Volume This is the daily number of shares of a security that change hands between a buyer and a seller.

volatility / Volatilität / volatilité / volatilità Measure of the fluctuations in the price, or rate of return, of a security within a specific period. Usually expressed as an annualized standard deviation.

Volatility - Is the annualized standard deviation of the natural logarithms of asset returns.

Volatility The term volatility indicates how much and how quickly the value of an investment, market, or market sector changes.

Volatility - A measure of the price movement of a stock. It is a measure of the tendency of a stock to make a significant move in a short period of time. Write - Sell a call when owning the underlying stock.

Volatility The magnitude and frequency of changes in a security’s value within a short period. The more volatile an investment, the higher its risk and potential return.

Volatility A measure of risk based on the standard deviation of the asset return.

Volatility A security, market, or commodity that rises or falls severely in price within a short time period. See: Alpha; Systematic Risk; Volatile ...

Volatility - An indication of risk measured by calculating the standard deviation of the fund's monthly returns over the time period. The higher the figure, the greater the variability in the fund's performance. (see Beta) W ...

Volatility If you've seen the jagged lines on charts tracking stock prices, you know that prices fluctuate throughout the day, week, month, and year, as demand goes up and down in the markets.

Volatility (Historical) This describes the fluctuations in the price of a stock or other type of security. If the price of a stock is capable of large swings, the stock has a high volatility.

Volatility A measure of the amount of movement in the price of an instrument. Voting rights The entitlement of ordinary shareholders to vote in person or by proxy at annual meetings or annual general meetings.

Volatility Volatility is an indicator of expected risk. It demonstrates the degree to which the market price of an asset, rate, or index fluctuates from average.

Volatility: In its standard definition, volatility is a measure of the rate of change in the price of a security over a specified time. The usual yardstick is standard deviation from average price.

VOLATILITY " Price fluctuation. VOLUME " The number of shares traded in a security or an entire market during a given period. Volume is usually considered on a daily basis and a daily average is computed for longer periods.

Volatility Volatility refers to the amount of uncertainty or risk about the size of changes in a security's value. Stocks Shares IPO Mutual Funds Top of Page W ...

Volatility: The price fluctuations of a security or mutual fund relative to an appropriate market index. The more volatile a security or mutual fund, the more it is subject to rapid and extreme price fluctuations relative to the market.

Volatility - A measure of price stability. An investment is volatile if its price is subject to wide swings. W Waiting Period - The length of time a disability policy holder must wait after submitting a claim before disability income benefits begin.

Volatility A measure of dispersion of returns typically represented by the annualized standard deviation of an investment. Highly volatile investments experience considerable swings in price.

Volatility: A measure of the variability (but not the direction) of the price of underlying instruments. It is defined as the annualized standard deviation of the natural log of the ratio of two successive prices.

Volatility A measure of the fluctuations in the price of a security over a given period. Volatility is generally expressed as the standard deviation of the daily price fluctuations of a security on an annual basis. Top of page W ...

Volatility The measurement of how much an underlying security fluctuates over a period of time.

Volatility A measure of the rate of change in value of a security over time. A security that flucuates a lot is said to be highly volatile as opposed to one whose price history is relatively stable. Ww ...

Volatility A type of risk associated with investing, particularly in stocks or the stock market in general. Volatility refers to the fact that security prices will rise or fall over short periods of time.

Volatility rank. Measures volatility among all stock (or bond or muni) funds on a scale of one (least volatile) through ten (most volatile) and indicates the degree to which a fund could decline in value over the short term in a down market or rise ...

volatility: A measure of the fluctuations of a stock price over time. Volcker, Paul A.: Chairman of the Board of Governors of the Federal Reserve System from 1979 to 1987.

VAMA - Volatility Adjusted Moving Average VIP - Very Important Person VIX - CBOE Volatility Index (symbol) ...

Implied volatility The expected in a stock's derived from its price, using an option-pricing model.

Implied volatility The expected volatility in a stock's return derived from its option price, maturity date, exercise price, and riskless rate of return, using an option pricing model such as Black-Scholes. Import substitution development strategy ...

Implied volatility The volatility percentage that produces the 'best fit' for all underlying option prices on that underlying stock. See also Individual volatility.

Realized volatility Sometimes referred to as the historical volatility, this term usually used in the context of derivatives.

Volatile (volatility) The variability of return of a stock or other security. A volatile investment is characterized by large price movements, both up and down.

Reward-to-volatility ratio Ratio of excess return to portfolio standard deviation. Rich ...

Historical Volatility Marketable Securities Municipal Securities Rulemaking Board - MSRB Negotiated Market North American Securities Administrators Association - NASAA ...

VIX - CBOE Volatility Index. The ticker symbol for the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market's expectation of 30-day volatility.

Asymmetric volatility Asymmetric information ASX Derivatives and Options Market (ASXD) ...

Historical volatility Fluctuations estimated from a historical time series. Historical yield ...

Asymmetric volatility Phenomenon that volatility is higher in down market than in up markets Asymmetry ...

The expected volatility in a stock's return derived from its option price, using an option-pricing model. Personal Finance Headlines SEARCH: ...

Options Alerts: Let volatility work for you RealMoney: Pros' ideas & strategies RealMoney Silver: 5 key investor services ...

Some of these patterns are found in volume and volatility as well as returns. Calendar spread Applies to derivative products.

See also: Market, Price, Invest, Stock, Trade