Phrases with «idiosyncratic volatility»

Idiosyncratic volatility refers to the unpredictable or unique fluctuations in a particular entity's value, such as a company's stock, that cannot be explained by the overall market movements. It represents the degree to which the performance or volatility of an individual asset diverges from the average market or industry behavior. Full definition

Sentences with «idiosyncratic volatility»

  • The association between idiosyncratic volatility and worsening earnings quality is more pronounced when the deterioration in earnings quality is related to managerial discretion. (investmentreview.com)
  • After removing the effects of time - varying volatility, idiosyncratic volatility innovations are still positively correlated. (quantocracy.com)
  • They identify idiosyncratic volatility shocks as large deviations from the volatility predicted out - of - sample by a regression model that accounts for market, size and book - to - market effects. (cxoadvisory.com)
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