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/biz/ - Business & Finance

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9901479 No.9901479 [Reply] [Original]

What's the "best" or rather most established/used way to calculate the fragility or rather volatility (with symmetric downsides/upsides ofc) of a given security?

Also is there an aggregate site that already did that and has them available in a rank-order? Thanks

>> No.9901599

>>9901479
The one that every finance student tends to get taught is Beta.

It's essentially a measurement of how volatile a security's movements are, relative to some benchmark, like the overall market, e.g. S&P 500.

Beta is used in combination with a statistical measurement called the R-squared, which measures the percentage of a security's movement which occurred due to movements in the overall market, again, like the S&P 500.

>> No.9901618

>>9901479
Sauce?

>> No.9901637

>>9901599
many stock listing websites, like yahoo finance, show the beta for a stock, under statistics

>> No.9901644

>>9901479
looking at the VIX, lel.
Seriously, I don't know. I try and figure out where the capital flows to and from are (which is a lot easier with currency pairs) and then find causal factors for that rather than relying on indicators.

>> No.9901743

>>9901618
The brown-haired girl is called jessica beppler (bepis :DDDD).

>> No.9901831
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9901831

>>9901743
You're the real MVP anon... incidentally everybody!!! Put a call option on my dick, we're expecting it to go pure alpha.