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United Airlines Historical Volatility

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Daily Volatility = Price Range as a percent of the daily average price. of United Airlines

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

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. 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.



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UAL:  Volatility Curve

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. 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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UAL:  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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UAL:  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 United Airlines Volatility and Risk Behavior

Refined Volatility Risk Analysis for UAL :


Companies in the News:

Friday, February 18, 2011: We have news on Fiserv, Inc., ticker symbol FISV. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Zimmer Holdings, Inc. and McCormick & Company, Incorporated.

From the News Archive: (2/18/2011 ) Bad news came from Reynolds American, Inc., Dollar Tree, Inc., Zimmer Holdings, Inc., and NVIDIA Corp.


More UAL Technical Analysis Topics

UAL Price Predictions

Support and Resistance Levels

Volume Stratification Analysis

Politics and Prices of UAL

Japanese Candlestick Analysis

UAL Classical Analysis of Time Series

UAL Historical Volume

UAL Seasonal Trends

Market Sentiment

Back to UAL Table of Contents


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