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McDonalds Historical Volatility

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

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

So, to derive the Daily Volatility on 3/10/2010 of 0.7%, the price range for the day (0.51) was divided by the average price (64.99). 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. It is important to avoid confusing this with the weekly average of the daily volatility, which is a completely different concept.

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. During 30 years, the Average Quarterly Volatility of MCD stock price has been 19% while the Average Daily Volatility has been 2%.



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Volatility Curve of McDonalds

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 MCD Volatility Curve, the increase is not constant.



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Daily Volatility Histogram of McDonalds

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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MCD:  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 McDonalds Volatility and Risk Behavior

Refined Volatility Risk Analysis for MCD :


Companies in the News:

Friday, March 12, 2010: We have news on ConAgra Foods, Inc., ticker symbol CAG. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Convergys Corporation and Coach, Inc..

From the News Archive: (3/11/2010 ) A favorable event happened at Zimmer Holdings, Inc.. Meanwhile, bad news came from Fluor Corporation (NEW), Automatic Data Processing, and Home Depot.


More MCD Technical Analysis Topics

MCD Price Predictions

Support and Resistance Levels

Volume Stratification Analysis

Politics and Prices of MCD

Japanese Candlestick Analysis

Momentum Investing Indicators

MCD Classical Analysis of Time Series

MCD Historical Volume

MCD Seasonal Trends

Back to MCD Table of Contents


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