Sentences with phrase «to measure volatility»

Investors use duration to measure the volatility of the bond or a bond portfolio.

Alpha is often used in conjunction with beta, which measures volatility or risk.

There's more on measuring volatility in the investing chapter.

Beta measures volatility, but it does not measure correlation.

The way that finance professionals measure volatility is through standard deviation.

Unlike beta, which simply measures volatility, alpha measures a portfolio manager's ability to outperform a market index.

Alpha is often used in conjunction with beta, which measures volatility or risk.

While a stock's beta measures its volatility, it does not necessarily predict direction.

The ATR is an excellent tool for measuring volatility because it tells us the average trading range of the market for X amount of time, where X is whatever you want it to be.

Bollinger bands are excellent tools for measuring volatility because that is exactly what it was designed to do.

In a nutshell, the ATR measures volatility using the average range of each price bar and adjusts for any gaps.

The VIX is the most widely - followed measure of volatility and serves as a measure

This statistic measures the volatility of downside performance.

Originally developed by Mr. Wilder, the ATR indicator measures volatility of any financial instrument, including forex.

(Standard deviation measures volatility: the higher the number, the more returns vary from year to year.)

The volatilities of the factor portfolios are a measure of the volatility of a long — short portfolio; in other words, these volatilities measure the volatility of the return difference between the long and the short portfolios.

To measure the volatility σ of cryptocurrency markets, usually an exponential weighted moving average (EWMA) is applied with:

The DonchianChannels.ex4 is a technical study that was created by Richard Donchian and has the core aim of measuring volatility in the market.

Certainly, measuring volatility using daily prices and three month trailing sample periods — which underpins the famous Vix index — should be no one's measure of risk, other than a leveraged Vix trader.

Standard deviation is a historical statistic measuring volatility and the dispersion of a set of data from the mean (average).

Bollinger bands are a powerful indicator for measuring volatility, which is essentially price movement.

At its peak last week, the VIX Index, which measures volatility of the S&P 500 Index, was up 50 percent from the previous week's low, according to Bloomberg data.

All option traders are aware of the importance of volatility, and Bollinger bands are a popular way to measure volatility.

Because it measures volatility, the VIX was essentially signaling a haywire day in the markets.

One way to measure volatility is a statistical measure called standard deviation.

VIX is the so - called «fear gauge» on Wall Street, a key barometer used to measure volatility.

He measured volatility on 400 large caps traded on the NYSE and NASDAQ, including ETFs (Exchange Traded Funds) and ADRs (American Depositary Receipts), where news should be most prevalent, controlling for unanticipated news such as conflicts breaking out or a CEO being fired.

The compound lasted for about 10 seconds before the seaborgium decayed — just long enough for the team to measure its volatility and reactivity.

Standard deviation (SD) measures the volatility the fund's returns in relation to its average returns.

The Vix, an index that measures volatility in the market, is near its all - time low.

In addition, this lecture today has given me an insight into the need to measure volatility with ATR before trading and how to use the volatility readings as a guide for setting Stop loss and buy / sell stop orders.

Standard Deviation measures the dispersion of a set of data from its mean and is used to measure the volatility of an investment.

Beta is another relevant risk metric, as it measures the volatility or market risk of a security or portfolio in comparison to the market as a whole; it is used in the capital asset pricing model (CAPM) to calculate the expected return of an asset.

Beta is an important metric in modern portfolio theory, and it is meant to measure volatility.

A statistical concept called standard deviation is used to measure volatility.

The instructor will share tips to measure volatility to help participants optimize their... Read More»

An indicator that measure volatility is the Average True Range (ATR), which can help set your stop loss.