volatility

listen to the pronunciation of volatility
الإنجليزية - التركية
الإنجليزية - الإنجليزية
{n} an evaporation, changeableness, a disposition to fly off in vapor
Usually defined as the standard deviation of returns of an asset Volatility generally refers to the magnitude of price movements in a specific asset Large price movements are said to be more volatile and vice versa Volatility has a major direct influence on option premium levels When volatility is high, premiums increase (all other assumptions remaining the same) When volatility is low, premiums decline
Volatility refers to swings in the value of an investment Such swings in value may be caused by changes in the overall market or they may be due to specific changes effecting a particular investment Volatility is a form of risk Of the basic investment categories over the long run, small capitalization equities (stocks of smaller companies) show the greatest volatility, followed by large capitalization equities (stocks of large companies, like the S&P 500), then long term fixed instruments (bonds, like in the bond fund), and then money market instruments In the long run, those investments with the highest volatility have the highest rate of return
A measurement of the change in price over a given period It is often expressed as a percentage and computed as the annualized standard deviation of the percentage change in daily price
the property of changing readily from a solid or liquid to a vapor
The degree of movement in the price of a stock or other security
The degree of price fluctuation for a given asset, rate, or index; usually expressed as a variance or standard deviation
A measure of risk based on the standard deviation of the asset return Also, volatility is a variable that appears in option pricing formulas In the option pricing formula, it denotes the volatility of the underlying asset return from now to the expiration of the option Some have created volatility indices Here is an example, scale is 1-9; higher rating indirectly higher risk
{i} state of threatening to explode; fickleness; characteristic of memory which requires a constant electrical supply in order to keep the data from being erased (Computers)
The degree of fluctuation in the value of a unit trust or mutual fund, or index, volatility is often expressed as a mathematical measure such as a standard deviation or beta The greater a fund's volatility, the wider the fluctuations between its high and low prices
A representation of the uncertainty of future securities prices Technically, volatility is the amount of price variation around a general trend It is a major determinant of the value of any option
A measure of risk based on the standard deviation of investment fund performance over 3 years Scale is 1-9; higher rating indicates higher risk Also, the standard deviation of changes in the logarithm of an asset price, expressed as a yearly rate Also, volatility is a variable that appears in option pricing formulas In the option pricing formula, it denotes the volatility of the underlying asset return from now to the expiration of the option
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 is calculated by finding the standard deviation from the mean, or average, return
The up-and-down movement of a security's price over time The greater the volatility, the greater the chance of a profit or risk of a loss in a short period of time
The first letter shows the degree to which this fund's monthly returns have fluctuated, above and below the mean, over the past five years The second letter is the average 5-year volatility of the funds in this investment objective compared to the average volatility of each other equity objective An 'A/A' means a fund is in the top 20% (lowest volatility), of all funds in its investment objective, and its investment objective average is in the top 20% (least volatile), of all equity (or fixed income), investment objectives An 'E/E' means a fund is in the bottom 20% (most volatile), and its investment objective average is also in the most volatile quintile
A measurement of the change in price over a given time period
The increase or decrease in an assets price over time High volatility means wide price changes that can happen in a short period of time, while low volatility refers to smaller, slower changes in price over time
A measure of the fluctuation in the market price of the underlying security Mathematically, volatility is the annualized standard deviation of returns
The rate of change in the price of a security over a given time
Quality or state of being volatile; disposition to evaporate; changeableness; fickleness
the trait of being unpredictably irresolute; "the volatility of the market drove many investors away" the property of changing readily from a solid or liquid to a vapor
A measure of risk based on the standard deviation of the asset return Volatility is a variable that appears in option pricing formulas, where it denotes the volatility of the underlying asset return from now to the expiration of the option There are volatility indexes Such as a scale of 1-9; a higher rating means higher risk
being easily excited
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 The pricing of options contracts depends in part on volatility A stock with high volatility, for example, commands higher prices in the options market than one with low volatility Volatility may be gauged by several measures, one of which involves calculating a security's standard deviation Stock investors sometimes prefer to measure a stock's volatility versus that of an index, such as the Standard & Poor's 500 Index This is known as a stock's beta A beta of 1 2 implies a stock that is 20% more volatile than the S&P 500 When the S&P rises 10%, the stock is expected to rise 12%
A measure of the amount by which an asset price is expected to fluctuate over a given period
The characteristic of a security or market to fall or rise sharply in price in a short-term period A measure of the relative volatility of a security or mutual fund to the overall market is beta A stock may be volatile because the outlook for the company is particularly uncertain, because there are only a few shares outstanding (i e , it's illiquid) or because of various other reasons See "Beta " While beta can apply to both stocks and funds, standard deviation is more widely used to measure the volatility of mutual funds Standard deviation examines a fund's range of historical returns, thus determining a portfolio's potential to swing between high and low returns See "Standard Deviation " BACK TO TOP
The degree of fluctuation in the value of a security, mutual fund, or index The greater an investment's volatility, the wider the fluctuations between its high and low prices
The state of being volatile
The sharp price movement of a security, commodity, or a market within a specified time period A measure of the volatility of a stock or mutual fund relative to the overall market is beta Thus, a mutual fund with a beta of 0 5 is half as volatile as the movement of the Standard & Poor's 500 index, while a fund with beta of 1 5 is 50 percent more volatile Generally, a stock or mutual fund with a high beta is said to have more risk than one with a low beta, since there's an increased risk that the price of the security will have fallen when an investor wants to sell
A measure of price fluctuations The standard deviation of a price series is commonly used to measure price volatility Volume - represents the total amount of trading activity in a particular stock, commodity or index for that day It is the total number of contracts traded during the day
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 also has become a sophisticated security in the over-the-counter market where investors take on risks of volatility in security, the process that works much like an expensive insurance policy in high-risk markets
the trait of being unpredictably irresolute; "the volatility of the market drove many investors away"
Volatility Arbitrage
(Finans) Volatility arbitrage (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier. The objective is to take advantage of differences between the implied volatility of the option, and a forecast of future realized volatility of the option's underlier. In volatility arbitrage, volatility is used as the unit of relative measure rather than price - that is, traders attempt to buy volatility when it is low and sell volatility when it is high
implied volatility
(Finans) In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that, when used in a particular pricing model, yields a theoretical value for the option equal to the current market price of that option. Non-option financial instruments that have embedded optionality, such as an interest rate cap, can also have an implied volatility. Implied volatility, a forward-looking measure, differs from historical volatility because the latter is calculated from known past returns of a security
التركية - الإنجليزية
(Ticaret) volatilite
volatility

    الواصلة

    vol·a·ti·li·ty

    التركية النطق

    välıtîlıti

    النطق

    /ˌväləˈtələtē/ /ˌvɑːləˈtɪlətiː/
المفضلات