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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
250.19%
16.51%
-IndustryYearLast 5
-52.48%
16.51%
5
+GlobalYearTop 25
236.61%
16.95%
-GlobalYearLast 25
-7.1%
16.95%
A
+GlobalMonthTop 10
289.64%
0.71%
-IndustryYearLast 5
16.41%
7.88%

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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