How Volatility Affects Our Valuation

How is implied volatility calculated? · Option price · Price of the underlying stock or security · Option's strike price · Expiration date of the ...

Incentive plans: Why share price volatility matters - Blog

Volatility is a particularly subjective assumption which can have a significant impact on the value placed on share-based awards – affecting both the design ...

Volatility in the stock market: What it means and how to manage it

Stock market volatility is often measured using the standard deviation of stock market index price changes over time. Portfolios with a higher ...

The effect of oil and gas price and price volatility on rig activity in ...

Here we show that the BEP for rigs used to drill oil wells is $20 (~$50 nominal), the effect of price volatility on rig activity declines as the price for ...

How Market Volatility Affects Steel Prices and Order Quantities

In general terms, market volatility refers to the up or down change in the price or value of goods and services during a specific period of time ...

Which value component has a larger effect on idiosyncratic volatility ...

We find that for a typical firm, idiosyncratic volatility is as sensitive to the relative value of assets in place as to growth options.

Stock Prices: 6 Things That Move Them Higher And Lower - Bankrate

All else equal, higher interest rates reduce the current value of a company's future cash flow, pushing its stock price lower. Conversely, lower ...

Assessing tight global wheat stocks and their role in price volatility

Price volatility can, in part, be traced to uncertainty over the continuing flow of supplies, which depends on a number of factors, principally ...

The Effect of Earnings Volatility on Stock Price Delay - IDEAS/RePEc

My study demonstrates that earnings volatility negatively affects stock price response to information. As I hypothesize, the more volatile earnings and ...

How do U.S. elections affect stock market performance?

Source: T. Rowe Price analysis of data from Bloomberg Finance L.P. See Additional Disclosure. We used the first Tuesday of November (election day in the U.S.) ...

Does Oil Price Volatility Matter? - Oxford Institute for Energy Studies

Volatility is simply a characterisation of price changes over time. In futures markets the changes are almost continuous. They occur both within and between ...

Evidence from Oil Price Volatility Shocks - Federal Reserve Board

During periods of high volatility, the economy is buffeted by large macroeconomic shocks that are likely to impact price changes. Policy makers are concerned ...

Gauging Risks of Raw Material Price Volatility | BCG

Even as the recent crises show signs of easing, companies can use insights from past episodes of volatility to compile a set of risk indicators ...

Making Sense of Food Price Volatility - Brookings Institution

Food price volatility starts with the characteristics of food markets. ... affected by the ups-and-downs of food prices. Just a few years ago, the main ...

Oil Price Volatility: Causes, Effects, and Policy Implications

Sharp, rapid swings in the price of oil can have outsize effects on companies, economies, and global geopolitics.

Volatility (finance) - Wikipedia

In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation ...

Volatility effect on the adoption and valuation of tokenomics

Our finding reveals that high adoption of userbase and stability of token's price are associated with volatility reduction of the platform ...

Volatility and Informativeness

Our results seek to broaden the impact of these studies, by showing how to draw inferences for price informativeness from measures of price volatility. By ...

Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of ...

We define a sentiment indicator based on option prices, valuation ratios, and interest rates. The indicator can be interpreted as a lower bound on the expected ...

The Effect of Earnings Volatility on Stock Price Delay

My study demonstrates that earnings volatility negatively affects stock price response to information. As I hypothesize, the more volatile ...