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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
212.36%
16.75%
-GlobalYearLast 10
-21.17%
16.75%
5
+GlobalYearTop 10
231.99%
16.59%
-IndustryWeekLast 5
-4.19%
0.01%
A
+GlobalMonthTop 10
336.05%
0.64%
-IndustryYearLast 5
9.44%
6.63%

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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