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American Airlines Historical Volatility

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Daily Volatility = Price Range as a percent of the daily average price. of American Airlines

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

So, to derive the Daily Volatility on 7/1/2009 of 5.5%, the price range for the day (0.23) was divided by the average price (4.17). 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 AMR has been 4% in contrast to the Average Quarterly Volatility of 37%.



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AMR:  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. 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 American Airlines

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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AMR:  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 American Airlines Volatility and Risk Behavior

Refined Volatility Risk Analysis for AMR :


Companies in the News:

Wednesday, July 01, 2009: We have news on Pitney Bowes Inc., ticker symbol PBI. A significant moving average event has happened. Also, there are breaking events concerning Public Service Enterprise Group Inc. and Pinnacle West Capital Corporation.

From the News Archive: (7/1/2009 ) A favorable event happened at The Travelers Companies, Inc.. Meanwhile, bad news came from Fiserv, Inc., MeadWestvaco Corp., and Nicor Inc..


More AMR Technical Analysis Topics

AMR Price Predictions

Support and Resistance Levels

Volume Stratification Analysis

Politics and Prices of AMR

Japanese Candlestick Analysis

AMR Classical Analysis of Time Series

AMR Historical Volume

AMR Seasonal Trends

Back to AMR Table of Contents


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