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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
207.92%
16.25%
-IndustryYearLast 5
1.78%
16.25%
5
+IndustryYearTop 25
303.88%
15.71%
-GlobalYearLast 25
-4.15%
15.71%
A
+GlobalMonthTop 10
306.98%
0.63%
-IndustryYearLast 25
13.87%
7.22%

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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