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Volatility Analysis for Amazon

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AMZN:  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 2/4/2010 the average price was 118.03 with a range of 4.59, indicating a Daily Volatility of 3.8%. 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.

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 AMZN has been 5% in contrast to the Average Quarterly Volatility of 52%.



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Volatility Curve of Amazon

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. However, as seen in this plot of the AMZN Volatility Curve, the increase is not constant.



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Daily Volatility Histogram of Amazon

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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Quarterly Volatility Histogram of Amazon

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

For Subscribers: Refined Analysis of Amazon Volatility and Risk Behavior

Refined Volatility Risk Analysis for AMZN :


Companies in the News:

Friday, February 05, 2010: We have news on Genzyme Corporation, ticker symbol GENZ. A significant moving average event has happened. Also, there are breaking events concerning Archer-Daniels-Midland and Pactiv Corporation.

From the News Archive: (2/5/2010 ) Favorable events happened at Wells Fargo & Company, Marathon Oil Corporation, Dell Inc., and Principal Financial Group, Inc..


More AMZN Technical Analysis Topics

AMZN Price Predictions

Support and Resistance Levels

Volume Stratification Analysis

Politics and Prices of AMZN

Japanese Candlestick Analysis

Momentum Investing Indicators

AMZN Classical Analysis of Time Series

AMZN Historical Volume

AMZN Seasonal Trends

Market Sentiment

Back to AMZN Table of Contents


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