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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 10
42.24%
5.56%
-GlobalMonthLast 5
-26.29%
-3.12%
5
+IndustryYearTop 5
32.67%
7.16%
-GlobalMonthLast 5
-21%
0.08%
A
+GlobalMonthTop 10
243.31%
0.74%
-IndustryWeekLast 10
0.9%
0.16%

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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