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Volatility Analysis for Apple Computer

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AAPL:  Daily Volatility = Price Range as a percent of the daily average price.

Volatility is defined as the price range for a period, divided by the average price for the period:

For instance, on 2/15/2011 the average price was 358.76 with a range of 2.42, indicating a Daily Volatility of 0.6%. Daily Volatility (the daily range as a portion of the daily average price) is plotted in green. Blue is Weekly Volatility, which is the weekly range as a portion of the weekly average price. This is a different concept from the weekly average of daily volatility.

The red plot shows the actual price. Volatility, as measured through various intervals, ( Daily, Weekly, Monthly and Quarterly) is plotted according to color.

Investors often make a distinction between the concept of Volatility, and the concept of Risk. Academics define them to be exactly equivalent, but as can be seen here, there is good reason to distinguish between the levels of volatility or risk experienced across different time frames. During 27 years, the Average Quarterly Volatility of AAPL stock price has been 37% while the Average Daily Volatility has been 4%.



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AAPL:  Volatility Curve

You may be familiar with the "yield curve" which shows how interest bearing yields vary according to term. Each Volatility Curve is a snapshot in time. From left to right, each position plots the Volatility associated with increasing intervals of time. The relationship between the length of time, and the expected change in price, is not linear, as is demonstrated by this chart.



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Daily Volatility Histogram of Apple Computer

This histogram is a frequency distribution of Daily Volatility, corresponding to the green points on the first chart on this page.



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AAPL:  Quarterly Volatility Histogram

In a similar vein, the Frequency Distribution of the Quarterly Volatility is plotted here. This is the distribution of the values plotted in purple on the top chart from this page.

For Subscribers: Refined Analysis of Apple Computer Volatility and Risk Behavior

Refined Volatility Risk Analysis for AAPL :


Companies in the News:

Friday, February 18, 2011: We have news on Fiserv, Inc., ticker symbol FISV. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Zimmer Holdings, Inc. and McCormick & Company, Incorporated.

From the News Archive: (2/18/2011 ) Bad news came from Reynolds American, Inc., Dollar Tree, Inc., Zimmer Holdings, Inc., and NVIDIA Corp.


More AAPL Technical Analysis Topics

AAPL Price Predictions

Support and Resistance Levels

Politics and Prices of AAPL

Japanese Candlestick Analysis

AAPL Classical Analysis of Time Series

AAPL Historical Volume

AAPL Seasonal Trends

Market Sentiment

Back to AAPL Table of Contents


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