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Walt Disney Historical Volatility

Chapter II: Risks associated with short and long period price changes can be understood through Volatility Analysis. Here the impact of the Volatility Curve on the potential profitability positions across different time spans is shown.

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Daily Volatility = Price Range as a percent of the daily average price. of Walt Disney

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

For instance, on 2/26/2010 the average price was 31.19 with a range of 0.43, indicating a Daily Volatility of 1.3%. The Daily Volatility is obtained by dividing the daily range by the daily average. A longer Volatility period such as Weekly Volatility is obtained by dividing the weekly price range by the weekly mean 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.

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 DIS has been 2% in contrast to the Average Quarterly Volatility of 23%.



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Volatility Curve of Walt Disney

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



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Daily Volatility Histogram of Walt Disney

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



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DIS:  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 Walt Disney Volatility and Risk Behavior

Refined Volatility Risk Analysis for DIS :


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Friday, March 19, 2010: We have news on L-3 Communications Holdings, Inc., ticker symbol LLL. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Mylan Inc. and TECO Energy, Inc..

From the News Archive: (3/18/2010 ) Bad news came from MicroSoft, General Electric, Sempra Energy, and Walmart.


More DIS Technical Analysis Topics

DIS Price Predictions

Support and Resistance Levels

Volume Stratification Analysis

Politics and Prices of DIS

Japanese Candlestick Analysis

DIS Classical Analysis of Time Series

DIS Historical Volume

DIS Seasonal Trends

Back to DIS Table of Contents


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