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Boeing Aircraft Historical Volatility

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BA:  Daily Volatility = Price Range as a percent of the daily average price.

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

So, to derive the Daily Volatility on 2/4/2010 of 3.1%, the price range for the day (1.92) was divided by the average price (60.21). 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. During 30 years, the Average Quarterly Volatility of BA stock price has been 23% while the Average Daily Volatility has been 2%.



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BA:  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 BA Volatility Curve, the increase is not constant.



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Daily Volatility Histogram of Boeing Aircraft

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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BA:  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 Boeing Aircraft Volatility and Risk Behavior

Refined Volatility Risk Analysis for BA :


Companies in the News:

In the news, Friday, February 05, 2010: A favorable condition has developed with United Technologies, ticker symbol UTX. Also, there are breaking events concerning ACM Income Fund (ACG) and MicroSoft (MSFT)

More BA Technical Analysis Topics

BA Price Predictions

Support and Resistance Levels

Volume Stratification Analysis

Politics and Prices of BA

Japanese Candlestick Analysis

Momentum Investing Indicators

BA Classical Analysis of Time Series

BA Historical Volume

BA Seasonal Trends

Back to BA Table of Contents


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