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Motorola Historical Volatility

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

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

For instance, on 6/30/2009 the average price was 6.74 with a range of 0.42, indicating a Daily Volatility of 6.2%. 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. Average Daily Volatility over the history of MOT has been 3% in contrast to the Average Quarterly Volatility of 30%.



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Volatility Curve of Motorola

If you have ever seen a "yield curve" you should be able to understand the concept behind this "yield curve". These Volatility Curves each apply to a discrete time interval. As the timespan across which Volatility is measured increases, the Volatility is expected to increase. However, as seen in this plot of the MOT Volatility Curve, the increase is not constant.



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MOT:  Daily Volatility Histogram

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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MOT:  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 Motorola Volatility and Risk Behavior

Refined Volatility Risk Analysis for MOT :


Companies in the News:

In the news, Wednesday, July 01, 2009: An unfavorable condition has developed with Lexmark International, Inc., ticker symbol LXK. Also, there are breaking events concerning Lennar Corporation (LEN) and The Travelers Companies, Inc. (TRV)

More MOT Technical Analysis Topics

MOT Price Predictions

Support and Resistance Levels

Volume Stratification Analysis

Politics and Prices of MOT

Japanese Candlestick Analysis

MOT Classical Analysis of Time Series

MOT Historical Volume

MOT Seasonal Trends

Market Sentiment

Back to MOT Table of Contents


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