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Historical volatility

Volatility of Security Prices

Topics: Portfolio Management > Statistics      

What volatility means Volatility is a measure of how much something tends to change. Unlike the usual way people look at prices of securities and their changes – up or down, the volatility point of view does not care about the direction so much. In fact it does not distinguish between up and down. When … Read more


Calculating Variance and Standard Deviation in 4 Easy Steps

Topics: Portfolio Management > Statistics      

This article is a step-by-step guide to calculating variance and standard deviation. Definition of variance Variance is a measure of dispersion in a set of data. It measures how big the differences are between individual numbers in a set of numbers. Mathematically it is the average squared difference between each occurrence (each number) and the … Read more