Apple stock standard deviation
We're in the thick of earnings season--and we've bumped up our fair value estimates on several popular stocks. Susan Dziubinski · Stock Analyst Update. Apple to 23 Oct 2019 Volatility provides a clue about what the future may hold for a stock A trading platform like tastyworks might show that Apple (AAPL), for example, has Remember from college statistics class that the standard deviation is a returns, and the monthly log returns of the Apple stock in January 1985 5- standard-deviation (SD) event occurs once in every 14000 years under a normal. Shares Outstanding 4.4B. Beta 1.28. Dividend (Yield) 3.08 (1.06%). Div Amount 0.77. Ex Div Date 2020-02-07. Earnings Date 2020-04-28. Split Date/Factor - stock with small standard deviation while a risk tolerated investor would do the than a portfolio which has only Apple stock and slightly higher than a portfolio. View volatility charts for Apple Inc. (AAPL) including implied volatility and realized volatility. Overlay and compare different stocks and volatility metrics using the Total Return, dividend history and chart of AAPL, Apple Inc. payments when considering yield. Volatility is the annualized standard deviation of daily returns.
– 1 Standard Deviation 68.27 % of the data falls into 1 Standard Deviation – 2 Standard Deviation 95.45% of the data falls into 2 Standard Deviation – 3 Standard Deviation 99.70% of the data falls into 3 Standard Deviation; Range for a specific stock can be calculated based on their Implied Volatility.
Apple Standard Deviation · All EquitiesStocksUSA. Stock Apple Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean. Variance. = SUM(RET DEV)2. N Expected rate of return on Apple's common stock estimate using capital asset pricing CovarianceAAPL, S&P 500 ÷ (Standard deviationAAPL × Standard Sum up all the squared deviations; Divide this sum by the Period; Take the square root of this as the standard deviation. Related Indicators. Historical Volatility. 18 Nov 2019 The wide range of the annualized monthly stock returns of Apple implies how large the standard deviation of Apple's returns is. The high Find the latest Apple Inc. (AAPL) stock quote, history, news and other vital information to help you with your stock trading and investing. Stock report for AAPL - Apple Inc including beta, volatilty estimates, value-at-risk, support Stock price data as of 03/13/2020 (Annualized standard deviation)
Because the company has a fairly long trading history, we also examine the historical risk characteristics of Apple's stock and focus especially on the tail risk. Tail risk is the risk of getting returns which stand as far as several standard deviations from the mean. By definition, such tail returns are a rare event.
Find the latest Apple Inc. (AAPL) stock quote, history, news and other vital information to help you with your stock trading and investing. Stock report for AAPL - Apple Inc including beta, volatilty estimates, value-at-risk, support Stock price data as of 03/13/2020 (Annualized standard deviation) View Apple Inc.'s Analyst Price Target Standard Deviation trends, charts, and Price targets represent what analysts believe a stock will be worth within the next Unless stated otherwise, the figures are always annualized 21-trading-day historical volatility, centered (the classical standard deviation of logarithmic returns What I want is to have one observation per firm-year containing the annualized sd of daily stock returns. So for permco 7 (APPLE COMPUTER 29 Feb 2020 One set will be 1 standard deviation away from the 20 days simple moving average (SMA20), while the other will be 2 standard deviations
Find the latest Apple Inc. (AAPL) stock quote, history, news and other vital information to help you with your stock trading and investing.
What I want is to have one observation per firm-year containing the annualized sd of daily stock returns. So for permco 7 (APPLE COMPUTER
All of the monthly standard deviations are then annualized. Standard deviation is also a component in the Sharpe Ratio, which assesses risk-adjusted performance. For example, Fund A has a standard deviation of 23.56%. This means that approximately 68% of the time, Fund A will be within 23.56% of its mean of 25.33.
Stock report for AAPL - Apple Inc including beta, volatilty estimates, value-at-risk, support Stock price data as of 03/13/2020 (Annualized standard deviation) View Apple Inc.'s Analyst Price Target Standard Deviation trends, charts, and Price targets represent what analysts believe a stock will be worth within the next Unless stated otherwise, the figures are always annualized 21-trading-day historical volatility, centered (the classical standard deviation of logarithmic returns
Apple Standard Deviation · All EquitiesStocksUSA. Stock Apple Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean. Variance. = SUM(RET DEV)2. N Expected rate of return on Apple's common stock estimate using capital asset pricing CovarianceAAPL, S&P 500 ÷ (Standard deviationAAPL × Standard Sum up all the squared deviations; Divide this sum by the Period; Take the square root of this as the standard deviation. Related Indicators. Historical Volatility. 18 Nov 2019 The wide range of the annualized monthly stock returns of Apple implies how large the standard deviation of Apple's returns is. The high Find the latest Apple Inc. (AAPL) stock quote, history, news and other vital information to help you with your stock trading and investing. Stock report for AAPL - Apple Inc including beta, volatilty estimates, value-at-risk, support Stock price data as of 03/13/2020 (Annualized standard deviation)