Registered User Joined: 8/25/2007 Posts: 22
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(TC2000 v12.1). I added the Price Volatility field to a watch list from the list of fields in the Fundamentals section. The field displays as a two decimal number (i.e. 46.00). I searched the help file for a definition, but could not find one. I don't know if it is a ratio between Historical Volatility and Implied Volatility or something completely different. Does anyone know how to interpret the Price Volatility field?
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Administration
Joined: 9/30/2004 Posts: 9,187
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Price Volatility - The stock's calendar weekly percentage magnitude change over the last 13 calendar weeks is averaged. The stock's final volatility is found by multiplying its average by 10.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The most understandable description of TeleChart's built in Price Volatility Criteria is in the Volatility as per TC2005 topic.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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