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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.

This chart shows Volatility for Apple Computer, defined to be the price range as a portion of the average price:

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. Average Daily Volatility over the history of AAPL has been 4% in contrast to the Average Quarterly Volatility of 37%.



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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. These Volatility Curves each apply to a discrete time interval. As the timespan across which Volatility is measured increases, the Volatility is expected to increase. 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

Similarly, the purple points on the top chart, the Quarterly Volatility Values, are subjected to frequency distribution here.

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

Refined Volatility Risk Analysis for AAPL :


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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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