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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. It is important to avoid confusing this with the weekly average of the daily volatility, which is a completely different concept.

For reference, the price is plotted in red. The remaining marks on the plot correspond to the Volatility measured across several time intervals.

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. From left to right, each position plots the Volatility associated with increasing intervals of time. However, as seen in this plot of the AAPL Volatility Curve, the increase is not constant.



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Daily Volatility Histogram of Apple Computer

A frequency distribution of the green points on the first chart (the daily volatility) yields this histogram.



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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 :


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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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