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Apple Computer Historical Volatility

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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%. The Daily Volatility is obtained by dividing the daily range by the daily average. A longer Volatility period such as Weekly Volatility is obtained by dividing the weekly price range by the weekly mean price. This is a different concept from the weekly average of daily volatility.

The red plot shows the actual price. 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

If you have ever seen a "yield curve" you should be able to understand the concept behind this "yield curve". Each Volatility Curve is a snapshot in time. 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

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 :


Companies in the News:

In the news, Friday, February 18, 2011: An unfavorable condition has developed with Aetna Inc., ticker symbol AET. Also, there are breaking events concerning Dollar Tree, Inc. (DLTR) and First Niagara Financial Group Inc. (FNFG)

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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