Volatility

[starcall]

Hi guys. Where would I look to find volatility on a share?

[KVW]

List out of your local Paper a dart board and a dart.

[gamma_spike]

take the rough average daily % change and multiply by 16 (sqrt of 256 trading days)

[starcall]

Thank you Gamma Spike

[dilligaff]

Always try Investopedia first for some answers
http://www.investopedia.com/terms/v/volatility.asp for volatility and http://www.investopedia.com/terms/s/standarddeviation.asp for Std Dev.

[#6]

Standard Deviation measures the total risk (ie. volatility) of a share. You can get the share price history from the site and load it into excel and can easily calculate standard deviation. Total risk is made up systematic (market risk) and non systematic (firm specific) risk. Beta measures systematicrisk. Beta is calculated as Covariance of stock with the market divided by variance of market.

[#7]

Rough average? In Excel, calculate the daily (assume you want daily) % change (B2/B1-1). It is best advised to have at least 30 observations. Use the =stdev() function to calculate the standard deviation of the series. Annualise this value by multiplying with sqrt(252). If you use monthly data then sqrt(12) and sqrt(52) for weekly.