Price volatility (Volatility 52W)
The annualised standard deviation of daily returns over the last year.
It tells you how uncomfortable holding this position has recently been.
How it is computed here
Standard deviation of daily returns x square root of 252, in percent
Today's market price against the latest available fundamentals. Combines today's market price with the most recently filed fundamentals. It moves whenever the price moves, with nothing having changed in the business. Filed under risk. Neither a high nor a low reading is good on its own, so it is never coloured as one.
No published threshold exists for this figure, so this page prints none. Read it against the company's own history and its peers instead.
When it misleads
- Backward looking. Volatility clusters, but a quiet year does not promise another.
- Volatility is not the same thing as risk of losing money permanently.
Questions
How is price volatility calculated?
Standard deviation of daily returns x square root of 252, in percent. Today's market price against the latest available fundamentals. Combines today's market price with the most recently filed fundamentals. It moves whenever the price moves, with nothing having changed in the business.
What does price volatility tell a value investor?
It tells you how uncomfortable holding this position has recently been.
When does price volatility mislead?
Backward looking. Volatility clusters, but a quiet year does not promise another. Volatility is not the same thing as risk of losing money permanently.