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Intuitive Surgical, Inc. Historical Volatility

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

This chart shows Volatility for Intuitive Surgical, Inc., defined to be the price range as a portion of the average price:

So, to derive the Daily Volatility on 3/10/2010 of 1.5%, the price range for the day (5.42) was divided by the average price (357.29). 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. The remaining marks on the plot correspond to the Volatility measured across several time intervals.

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 10 years, the Average Quarterly Volatility of ISRG stock price has been 47% while the Average Daily Volatility has been 5%.



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ISRG:  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. The relationship between the length of time, and the expected change in price, is not linear, as is demonstrated by this chart.



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ISRG:  Daily Volatility Histogram

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



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ISRG:  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 Intuitive Surgical, Inc. Volatility and Risk Behavior

Refined Volatility Risk Analysis for ISRG :


Companies in the News:

In the news, Wednesday, March 10, 2010: An unfavorable condition has developed with XTO Energy Inc., ticker symbol XTO. Also, there are breaking events concerning American International Group, Inc. (AIG) and Akamai Technologies, Inc. (AKAM)

More ISRG Technical Analysis Topics

ISRG Price Predictions

Support and Resistance Levels

Volume Stratification Analysis

Politics and Prices of ISRG

Japanese Candlestick Analysis

Momentum Investing Indicators

ISRG Classical Analysis of Time Series

ISRG Historical Volume

ISRG Seasonal Trends

Back to ISRG Table of Contents


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