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Volatility Analysis for Computer Sciences Corporation

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

This chart shows Volatility for Computer Sciences Corporation, defined to be the price range as a portion of the average price:

For instance, on 2/11/2011 the average price was 48.1 with a range of 0.80, indicating a Daily Volatility of 1.6%. 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. It is important to avoid confusing this with the weekly average of the daily volatility, which is a completely different concept.

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. During 29 years, the Average Quarterly Volatility of CSC stock price has been 25% while the Average Daily Volatility has been 3%.



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Volatility Curve of Computer Sciences Corporation

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. From left to right, each position plots the Volatility associated with increasing intervals of time. However, as seen in this plot of the CSC Volatility Curve, the increase is not constant.



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CSC: Daily Volatility Histogram

A frequency distribution of the green points on the first chart (the daily volatility) yields this histogram.



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CSC: 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 Computer Sciences Corporation Volatility and Risk Behavior

Refined Volatility Risk Analysis for CSC :

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 CSC Technical Analysis Topics

CSC Price Predictions

Support and Resistance Levels

Politics and Prices of CSC

Japanese Candlestick Analysis

CSC Classical Analysis of Time Series

CSC Historical Volume

CSC Seasonal Trends

Market Sentiment

Back to CSC Table of Contents


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