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Check Point Software Technologies Ltd. Historical Volatility

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Daily Volatility = Price Range as a percent of the daily average price. of Check Point Software Technologies Ltd.

Volatility is defined as the price range for a period, divided by the average price for the period:

So, to derive the Daily Volatility on 2/4/2011 of 2.4%, the price range for the day (1.11) was divided by the average price (45.56). 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. The remaining marks on the plot correspond to the Volatility measured across several time intervals.

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 CHKP has been 5% in contrast to the Average Quarterly Volatility of 42%.



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Volatility Curve of Check Point Software Technologies Ltd.

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 CHKP Volatility Curve, the increase is not constant.



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Daily Volatility Histogram of Check Point Software Technologies Ltd.

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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CHKP:  Quarterly Volatility Histogram

In a similar vein, the Frequency Distribution of the Quarterly Volatility is plotted here. This is the distribution of the values plotted in purple on the top chart from this page.

For Subscribers: Refined Analysis of Check Point Software Technologies Ltd. Volatility and Risk Behavior

Refined Volatility Risk Analysis for CHKP :


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 CHKP Technical Analysis Topics

CHKP Price Predictions

Support and Resistance Levels

Politics and Prices of CHKP

Japanese Candlestick Analysis

Momentum Investing Indicators

CHKP Classical Analysis of Time Series

CHKP Historical Volume

CHKP Seasonal Trends

Back to CHKP Table of Contents


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