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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 10
29.31%
13.32%
-IndustryYearLast 25
-9.54%
13.32%
5
+GlobalWeekTop 10
8.12%
0.35%
-GlobalYearLast 10
-1.89%
14.27%
A
+GlobalMonthTop 10
272.78%
0.76%
-IndustryMonthLast 5
1.43%
0.76%

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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