Statistics
These volatility stats are used to compare the current standard deviation of period returns, expressed as a percentage. Ideally you want to see fairly consistent deviations across periods. The 5 and 10 day results show the short duration volatility. If they are less then the 15 and 20 day this implies that current volatility is decreasing, or if greater than the 15 and 20 day then current volatility is increasing.
The Daily Volatility column uses the 1 Year volatility figure to determine the daily volatility percent. The Daily Volatility is multiplied by the latest close to give the expected Daily Move. The Daily Move % is daily move as a percent of the latest close price. Daily Move is what eventually determines the Trade Range.
These volatility stats are used to compare the current standard deviation of period returns, expressed as a percentage. Ideally you want to see fairly consistent deviations across periods. The 5 and 10 day results show the short duration volatility. If they are less then the 15 and 20 day this implies that current volatility is decreasing, or if greater than the 15 and 20 day then current volatility is increasing.
The Daily Volatility column uses the 1 Year volatility figure to determine the daily volatility percent. The Daily Volatility is multiplied by the latest close to give the expected Daily Move. The Daily Move % is daily move as a percent of the latest close price. Daily Move is what eventually determines the Trade Range.
Description
The RVR is a measurement of reward vs risk, or mathemically speaking, Alpha divided by Standard Deviation. Alpha is the stock's return compared to a benchmark return. Standard Deviation is a measurement of price volatility. The RVR answers the question "How much risk did I take compared to the return?".
Ideally, we want a positve number. The higher the number the better as it tells us that the return was greater than the price volatility required to earn it. See the glossary for further explaination.
Trading Range Lines
(Trailing 2mo)
Percent Change vs
Standard Deviation