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Would you expect the volatility of a share index to be greater than or less than the volatility of a typical share?
The same - because that is how "typical" would be defined.
What is the historical volatility of a stock?
The historical volatility of a stock is the variation of the returns over a period of time (say, over the last twelve months). The variation of the returns is usually taken as the standard deviation of the returns. You need a spreadsheet to calculate historical volatility (see the related link for an example)
Why is beta the correct measure of a stock riskiness?
Beta measures a stock's volatility (the swings up and down in price). The market as a whole has a beta of 1.0, but each stock is determined a beta value from a history of it's stock movements. Riskiness equates to the stock losing value and high beta stocks are more prone to falling faster.
How do you calculate beta in mutual funds?
Check out these websites: http://faculty.babson.edu/academic/Beta/CalculateBeta.htm http://www.money-zine.com/Investing/Stocks/Stock-Beta-and-Volatility/
How is beta determined for a stock?
You'll need a spreadsheet like Excel. Do the following. 1) Get percentage daily returns for the stock between two dates (I suggest every day for a year). You can get this historical data from Yahoo Finance 2) Pick a benchmark index 3) Get percentage daily returns for the index between the two dates as well 4) Calculate the covariance of the stock with respect to the index and divide by the variance of the stock [the two excel functions you'll need are covariance.p() and variance.p() ] Go to the related link below for a spreadsheet to do this.
What is the symbol for Compass EMP US 500 Volatility Weighted Index ETF in NASDAQ?
The symbol for Compass EMP US 500 Volatility Weighted Index ETF in NASDAQ is: CFA.
What is the symbol for Compass EMP US 500 Enhanced Volatility Weighted Index ETF in NASDAQ?
The symbol for Compass EMP US 500 Enhanced Volatility Weighted Index ETF in NASDAQ is: CFO.
What is the symbol for Fidelity Nasdaq Composite Index Tracking Stock in NASDAQ?
The symbol for Fidelity Nasdaq Composite Index Tracking Stock in NASDAQ is: ONEQ.
What do you mean by the term Beta in investments?
Beta is a number that describes how the volatility of a stock varies with a nominated benchmark index. It's the covariance of the stock with respect to the index divided by the variance of the index. The related link contains more information
What is ticker symbol for Toronto stock index?
there isnt one.
Hedging with index futures means?
Hedging is the process of minimizing the risk to an investor's portfolio by minimizing their exposure to stock volatility. Index futures are the act of investing through an obligation to purchase or sell a product by a certain date. Hedging with index futures is the act of trying to minimize the investor's exposure to the volatility of futures.
What is the ticker symbol for the Nikkei stock exchange index?
The main index of Tokyo Stock Exchange is the Nikkei 225 (N225).On the Chicago Mercantile Exchange (CME) it is Nikkei 225 (Yen) Symbol: NIY
What is beta of a security?
Beta is a term used to describe the volatility of a stock against an index, usually the S&P 500. A stock that was 20% less volatile than the index would be described as having a beta of .80 - 20% more than the index would be described as having a beta of 1.20.
What is the symbol for Stock Exchange of Thailand Index from yahoo finance?
Yahoo Finance doesn't do the Thailand Stock Exchange
What is stock option volatility?
Stock option volatility is the amount of movement a stock is anticipated to make in a specific time frame. This information is important to investors to enable them to predict if they will make money or not.
Is volatility a word?
Yes, volatility is a word and it means unstable or easily susceptible to external influences.For example, the volatility of the Stock Marketincreases as the economy weakens.
How an option holder gains from the volatility of the underlying stock price?
A component of the option price is the implied volatility of the stock. When the implied volatility rises the price of the option rises slightly. Read more about VEGA & DELTA of an option.
