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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.

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.

For reference, the price is plotted in red. Volatility, as measured through various intervals, ( Daily, Weekly, Monthly and Quarterly) is plotted according to color.

According to academic theory, Volatility is exactly equal to Risk. But investors often make a distinction between these two concepts. The different character of Volatility as seen in different time frames, lends some support to the investor's view. 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". 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. 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 :


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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