Translations for „historical volatility“ in the English » German Dictionary

historical volatility N FINMKT

Specialized Vocabulary

historical volatility (Volatilität, die auf den historischen Preisschwankungen basiert)

historische Volatilität f

Monolingual examples (not verified by PONS Editors)

English

Standard deviation is also known as historical volatility.

www.marketoracle.co.uk

Historical volatility is a direct measure of the movement of the underlyings price (realized volatility) over recent history (e.g. a trailing 21-day period).

en.wikipedia.org

None of these risks can be captured by historical volatility metrics like beta.

money.usnews.com

The historical volatility of returns (as measured by standard deviation) for the global portfolio was almost 10% lower.

www.dnaindia.com

It is important that the longer dated options not be in the upper portion of their historical volatility range.

www.marketoracle.co.uk

Energy and gold stocks, in particular, offer a unique opportunity because of their higher historical volatility.

www.advisor.ca

Statistically based on that historical volatility, investors should expect that in 19 of 20 years, the return would be somewhere in that broad range.

www.bnn.ca

Recent historical volatility is, of course, a useful measure of the short-term risk of your investments not being worth what you thought they were.

citywire.co.uk

Smart investors take on a measured amount of risks, which can not be captured by a stock's historical volatility.

money.usnews.com