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high volatility

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  • volatility — A measurement of the change in price over a given period. It is often expressed as a percentage and computed as the annualized standard deviation of the percentage change in daily price. Chicago Board of Trade glossary The rate of change in a… …   Financial and business terms

  • Volatility — A measure of risk based on the standard deviation of investment fund performance over 3 years. Scale is 1 9; higher rating indicates higher risk. Also, the standard deviation of changes in the logarithm of an asset price, expressed as a yearly… …   Financial and business terms

  • Volatility arbitrage — (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier. The objective is to take advantage of differences between the implied volatility of the option, and a… …   Wikipedia

  • Volatility (finance) — Volatility most frequently refers to the standard deviation of the continuously compounded returns of a financial instrument with a specific time horizon. It is often used to quantify the risk of the instrument over that time period. Volatility… …   Wikipedia

  • Volatility smile — In finance, the volatility smile is a long observed pattern in which at the money options tend to have lower implied volatilities than in or out of the money options. The pattern displays different characteristics for different markets and… …   Wikipedia

  • volatility — The state of being subjected to rapid and unpredictable changes, with resulting high *risks. For example: The volatility of Middle East oil markets is legendary …   Auditor's dictionary

  • High Flier — A stock that has seen its share price and subsequently its valuation rise to high multiples on metrics such as current earnings and current sales. Usually, the rise will happen quickly, with the stock well outpacing the gains in the overall… …   Investment dictionary

  • High Beta Index — An index composed of companies with high betas trading on the NYSE. Beta is a measure of a stock s volatility in relation to the market as a whole, and the high beta index takes account of those stocks considered to have higher volatilities …   Investment dictionary

  • Time-Varying Volatility — Fluctuations in volatility over time. Volatility is the standard deviation of returns from a financial instrument, and hence a measure of its risk. Time varying volatility implies that volatility is itself subject to large swings, with stocks and …   Investment dictionary

  • Historical Volatility - HV — The realized volatility of a financial instrument over a given time period. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Standard deviation… …   Investment dictionary

  • NOACK Volatility Test — The NOACK Volatility Test, otherwise known as ASTM D 5800, determines the evaporation loss of lubricants in high temperature service.[1] The more motor oils vaporize, the thicker and heavier they become, contributing to poor circulation, reduced… …   Wikipedia

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