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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalWeekTop 10
15.93%
-1.6%
-IndustryYearLast 5
-87.18%
12.55%
5
+IndustryYearTop 25
25.4%
12.7%
-IndustryYearLast 5
-9.58%
12.7%
A
+GlobalMonthTop 10
264.6%
0.8%
-IndustryMonthLast 5
1.39%
0.8%

Chaikin Volatility

Compares the high and low prices and calculates volatility based on the range between the two. We are using a standard 10-day exponential moving average and then the percentage change in today’s volatility compared to the volatility 10 days ago.

Part of: Volatility


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