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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
30.47%
17.2%
-GlobalYearLast 5
-21.35%
17.2%
5
+IndustryWeekTop 25
0.47%
0.51%
-IndustryYearLast 10
0.54%
16.11%
A
+GlobalMonthTop 10
250.76%
0.87%
-IndustryYearLast 5
15.95%
8.8%

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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