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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
205.3%
16.67%
-GlobalYearLast 5
-10.39%
16.67%
5
+IndustryYearTop 25
531.4%
15.47%
-GlobalYearLast 25
-6.11%
15.47%
A
+GlobalMonthTop 10
307.44%
0.63%
-IndustryYearLast 25
13.88%
7.21%

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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