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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalWeekTop 5
-1.15%
-1.83%
-GlobalYearLast 10
-29.27%
5.59%
5
+IndustryYearTop 5
12.15%
5.93%
-GlobalYearLast 5
-24.14%
5.93%
A
+GlobalMonthTop 10
242.67%
0.73%
-IndustryMonthLast 5
1.16%
0.73%

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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