Kūʻai Kūʻai Volatility - alakaʻi a wehewehe

La ʻO ka Volatility Market Market he hōʻailona o ka amplitude o ka hoʻololi ʻana o kahi ʻāpana a i ʻole kālā e like me kona kumukūʻai maʻamau, i ka manawa i hāʻawi ʻia. No laila ke koho ʻoe e hoʻokomo i ka mākeke kūʻai, pono e ʻike i kāna mau mea like ʻole a hoʻomaopopo i ke ʻano o kā lākou hana. No ke kōkua ʻana iā ʻoe e mālama i ka manawa i kāu ala kālepa, hāʻawi mākou i kahi alakaʻi piha ma Stock Market Volatility
.

ʻO ka Volatility Market Market - Ka wehewehe a me ka wehewehe

ʻO ka Volatility kahi metric e hiki ai ke ʻike i ke kumukūʻai o nā palekana kālā i helu ʻia ma mākeke kūʻai pūnaewele. No laila, hiki iā mākou ke wehewehe i ka volatility o kahi palekana mākeke e like me ka hōʻike ʻana o ka amplitude o ka hoʻololi ʻana o ka mākeke kūʻai i luna a i lalo. E like me kāu i ʻike mua ai, ʻaʻole nā ​​​​huahana waiwai kālā. Loaʻa iā lākou kahi kumukūʻai kumukūʻai a manaʻo ʻia e loli ma muli o nā hana like ʻole e hana nei ma kā lākou mākeke i kēlā me kēia lā.

Hoʻoholo ʻia me ka hoʻohana ʻana i ka beta coefficient, e ana ka volatility i ke kiʻekiʻe o ka pilina ma waena o kahi palekana a me kāna kumukūʻai kumukūʻai e pili ana i nā ʻano like ʻole o ka mākeke ma ka laulā. Ma nā huaʻōlelo ʻē aʻe, hiki i ka volatility ke loiloi i ka hana a me ka hoʻomohala ʻana o ka huahana mākeke e pili ana i nā mea kūʻai maoli. ʻO ka mākeke kūʻai, hana ia e like me nā ʻano mākeke ʻē aʻe. Eia kekahi, pili pono ia i ke kālā ma ka pae honua. 'O ia ho'i, aia kekahi mau manawa e emi nui ai ke kumukū'ai o nā waiwai a pau.

ʻO ka Volatility Market Market - Nā ʻano

• Hoʻohālikelike ka Volatility i ka hoʻololi ʻana o kahi waiwai kālā ma ka mākeke kūʻai i hoʻohālikelike ʻia me ka awelika mākeke i kahi manawa i hāʻawi ʻia.
• No ke anaʻana i ka volatility o nā waiwai kūʻai waiwai, hoʻohana mākou i kahi hōʻailona helu: ka hoʻololi maʻamau.
• Ma ka mākeke, ua hoʻohana ʻia nā waihona waiwai e ana i ka volatility o nā securities.
• Uaʻikeʻia ka volatility market stock he hōʻailona pilikia loa.
• No ke ana ʻana i ka volatility, manaʻo mākou i ka huahana kālā e aʻo ʻia, akā ʻo kāna mākeke hoʻi.
• Ma ke kumumanaʻo, ua like ka like me ka awelika o nā ʻano like ʻole o ka mākeke. I nā huaʻōlelo ʻē aʻe, inā ke kumu kūʻai ʻia ke kumukūʻai o kahi waihona i helu ʻia ma 50% ma ka nūhou maikaʻi. Hōʻike kēia i kāna hana i loko o ka pōʻaiapili o ka nūhou maikaʻi ʻole ka waiwai like.
• Wahi a ke kumumanaʻo o ka volatility, ʻike ʻia nā kumukūʻai kūʻai kūʻai kūʻai paʻa i ke kumu kūʻai haʻahaʻa e hōʻike ana i ka loli i ka wā o kahi ʻano maikaʻi ʻole i haʻahaʻa loa ma mua o ka hoʻololi ʻana i luna i ka wā o ka nūhou maikaʻi. ʻO ia ke kumu i makemake ai kekahi mau mea hoʻopukapuka e kaupalena iā lākou iho i nā waiwai kālā paʻa.
• Ma ka ʻaoʻao ʻē aʻe, no nā waiwai kālā i manaʻo ʻia he kūpaʻa ma ke kumukūʻai kiʻekiʻe loa, pili ke kumu like o ka volatility market stock inversely. No laila, ʻoi aku ka kiʻekiʻe o ka volatility o kahi kumukūʻai inā ʻaʻole paʻa ke kumukūʻai o ka mākeke. Pēlā nō, he haʻahaʻa haʻahaʻa loa ke kumukūʻai o nā kumukūʻai paʻa i hoʻohālikelike ʻia me nā huahana paʻa ʻole.

Kūʻai Kūʻai Volatility - Wehewehe

• Nā kumukūʻai ma ka mākeke kūʻai - ʻO nā ʻāpana o nā hui i helu ʻia ma ke kumukūʻai kūʻai i manaʻo ʻia he mau securities volatile nona ke kumukūʻai hiki ke hoʻololi i nā ʻano like ʻole. ʻOiaʻiʻo, ke nānā mākou i kā lākou pakuhi i ka wā pōkole, ʻike mākou ʻoi aku ka kiʻekiʻe o kā lākou volatility ma mua o nā waiwai ʻē aʻe. Ma ka ʻaoʻao ʻē aʻe, ke wehewehe mākou i kahi manawa lōʻihi, i nā makahiki he nui, ʻike mākou i ka emi ʻana o kā lākou volatility. ʻO ka mea hope i kekahi manawa ma lalo o ka awelika mākeke no nā waiwai ʻē aʻe. Ma ke ʻano o ka volatility, ʻo nā ʻāpana ma ka mākeke kūʻai no laila ke ʻano o nā huahana.
• Nā Paʻa - ʻAʻole e like me nā kumukūʻai ma ka mākeke kūʻai, hōʻike haʻahaʻa nā mea paʻa i ke ʻano o ka volatility. ʻO kēia no ka loaʻa ʻana o nā palekana ʻoihana ma o ka hapa nui o nā brokers a ua hoʻomohala nui ʻia i ka mākeke ma luna o ka counter. No laila, ʻoi aku ka nui o nā kūkākūkā i hana ʻia ma ka mākeke kūʻai ma mua o nā mea paʻa. Ma ke ʻano he laʻana, hiki iā mākou ke noʻonoʻo i nā palapala paʻa i hoʻopuka ʻia e nā aupuni a i ʻole nā ​​bila Treasury. Pili kēia loina i nā aie aupuni e ola ana ma waena o 10 a me 30 makahiki.
• Haʻahaʻa volatility waiwai - Hana ʻia ka Volatility ma ke ʻano he semi-variable load indicator e hiki ai ke hoʻokaʻawale i nā waiwai mākeke. No laila, ma ke kumukūʻai kumukūʻai haʻahaʻa haʻahaʻa haʻahaʻa, ʻike mākou i kahi hoʻololi o nā amplitudes bullish a bearish i ka manawa. Eia naʻe, ʻaʻole kēia e pale i kēia mau palekana mai nā hopena o nā ʻano like ʻole o ka mākeke. ʻOiai inā i manaʻo ʻia ka haʻahaʻa o kā lākou fluctuation rate, ua paʻa lākou i ka volatility.

Hōʻike Kūʻai Kūʻai Kūʻai: He Hōʻailona Hoʻopono Loaʻa

• ʻO ka volatility market stock ABC - Hana ʻia ka volatility market ma mua o nā mea āpau ma ke ʻano he hōʻailona pilikia. Eia kekahi, ʻo ia kekahi o nā hōʻailona i hoʻohana nui ʻia e nā mea hoʻopukapuka e kūʻai a kūʻai aku paha i nā waiwai. Ma muli o ka wehewehe ʻana i hāʻawi ʻia ma luna nei, pili ka volatility i ka hoʻololi ʻana i ke kumukūʻai o kahi waiwai e pili ana i ke ʻano o ka mākeke holoʻokoʻa. No laila, ke kiʻekiʻe ka volatility o kahi palekana, ʻo ia ka mea e pili ana ka hope i nā ʻano like ʻole ma kāna mākeke.
• Hōʻike hōʻike volatility market stock - ʻO ia ka manaʻo i ka wā e piʻi ai ka piʻi ʻana, e mahalo nui ʻia ka ulu ʻana o ka waiwai o ke kumukūʻai ma ka mākeke. A no laila, ʻoi aku ka nui o ka manaʻolana o ka loaʻa kālā no nā mea hoʻopukapuka. Eia kekahi, inā i lalo ke kumu kūʻai o ka waiwai kālā, e hōʻeha ka hāʻule ma muli o kona ʻike ikaika ʻana i ka hoʻololi. Ke kamaʻilio nei mākou e pili ana i nā waiwai me ka volatility kiʻekiʻe a i ʻole nā ​​huahana paʻa ʻole. Pono e noʻonoʻo ʻia nā hola mākeke i hiki ke hoʻohana pono i ka volatility o nā waiwai ma ka mākeke.
• Nā hiʻohiʻona ʻē aʻe - ʻIke ʻia kēia mau mea e hāʻawi i ka hiki ke kiʻekiʻe loa. No ka mea, ʻoi aku ka hohonu o ka hāʻule ʻana o ke kumukūʻai o ka waiwai, ʻoi aku ka kupaianaha o nā hopena i nā portfolios o nā mea hoʻopukapuka. Ke ʻike nei ʻo kēia ʻike ʻana i ka hoʻololi ʻana e hōʻike pololei ana i ka volatility, manaʻo mākou e hōʻike ana i kahi hōʻailona pilikia ʻaʻole pono e haʻalele ʻia. No laila hiki iā ʻoe ke hoʻokumu i kāu loiloi a me ka hoʻoholo hoʻoholo ʻana ma kēia ʻano.

Implied Stock Market Volatility: Understanding the Principle of Implicit Volatility

• ʻO ka volatility implied he hōʻailona e loiloi i nā ʻokoʻa ma waena o nā awelika mākeke ma ke kumukūʻai o ka waiwai kālā e pili ana. A ʻo kēia, ma kahi manawa i hāʻawi ʻia. Ma ka mākeke kūʻai, loaʻa i kēlā me kēia o nā huahana i helu ʻia ke kiʻekiʻe o ka pilikia e pili ana i ka hoʻihoʻi ʻana, ka hoʻoponopono ʻana, a me ka loaʻa kālā o kahi hoʻopukapuka kūpono. No laila hiki iā mākou ke ʻōlelo i ka volatility implied e hiki ke loiloi i ka ulu ʻana o ka pae o ka pilikia i nā makahiki. ʻO kēia ka mea hiki ke koho i kona loaʻa kālā i ka wā lōʻihi.
• Ma ke ʻano o ka loiloi, ua like ka volatility implied i ke kiʻekiʻe o ka pilikia o nā waiwai ma ka mākeke kūʻai. I nā huaʻōlelo ʻē aʻe, ke kiʻekiʻe ka IV, ʻoi aku ka nui o ka pilikia. Pēlā nō, ʻoi aku ka nui o ka loaʻa kālā, a ʻoi aku ka manaʻolana o ka loaʻa kālā. No laila, ʻo ka volatility implied kēia metric e hiki ai iā mākou ke hāʻawi i ka waiwai, kumukūʻai, a me ke kiʻekiʻe o ka pilikia o kahi mea kūʻai waiwai.

Helu Hoʻohaʻahaʻa Kūʻai Kūʻai

• Loaʻa kēia ʻano volatility i nā mākeke derivatives, ʻoi aku nā koho, a hoʻoholo i ke kumukūʻai o nā waiwai. Ma ka mākeke kūʻai, hoʻohana ʻia ka volatility mōʻaukala no ka mea ua hoʻokumu ʻia i ka ulu ʻana o nā mea kālepa e ʻimi nei i nā hana i hana ʻia.
• No ka helu ʻana, loiloi ʻia ka volatility i hoʻohālikelike ʻia ma ke ʻano he pākēneka. Hiki ke hana i keia helu ma na ano he nui. Akā ʻo ka ʻōnaehana hilinaʻi a kūpono hoʻi ʻo ka Black & Scholes ratio. Hoʻohana ka mea hope i kahi ʻōnaehana hui i hana ʻia e ka Newton Raphson algorithm.
• E hoʻomanaʻo naʻe, he helu paʻakikī loa kēia i hana ʻia i kekahi mau ʻanuʻu. ʻO ka mea mua, ua hoʻoholo ʻia ka hoʻopaʻi koho e ka ratio Black & Scholes. ʻO kēia hoʻoholo e pili ana i ka volatility i manaʻo ʻia e noʻonoʻo pū i ka manawa kūpono o ke koho. No laila, ʻo ia ka pākēneka o ka fluctuation rate (implied volatility on the stock market) e hoʻoholo ai i ka uku mai ke koho i koho ʻia. I nā huaʻōlelo ʻē aʻe, ʻoi aku ka nui o ka volatility o nā kumukūʻai mākeke, ʻoi aku ka kiʻekiʻe o ke kumukūʻai o ke koho ma ka mākeke. E hoʻomanaʻo mākou ma kēia ʻano ʻo ka hoʻopaʻi he mea ʻē aʻe ma mua o ka liʻiliʻi liʻiliʻi āu e uku ai no ka hoʻokomo ʻana i kahi palekana implicit ma ka mākeke derivative.

ʻO ka Volatility Market Stock Market

Ua wehewehe ʻia ka volatility mōʻaukala ma ke ʻano he criterion a i ʻole parameter e hiki ai ke ana i nā ʻokoʻa ma waena o nā fluctuations o ke kumukūʻai o kahi huahana i lawe ʻia i kahi manawa i hāʻawi ʻia. ʻAʻole like me ka volatility implied, ua hoʻokumu ʻia kēia ma nā palapala kikoʻī o ke kumukūʻai. Hiki i kēia ke hoʻohana i nā hana like ʻole i hana ʻia ma ka mākeke e hoʻoholo i ke kumukūʻai, ke kiʻekiʻe o ka pilikia a me ka loaʻa kālā e manaʻo ʻia mai kahi hoʻopukapuka. Eia naʻe, hoʻohana nā ʻano like ʻole o ka volatility market stock i ka loina like. ʻO ia hoʻi, ʻoi aku ka nui o ka volatility, ʻoi aku ka kiʻekiʻe o ka pae o ka pilikia.

Ka hopena: ʻO wai ka Volatility Indicator e kūʻai aku ʻoe ma ka Stock Exchange ma Farani?

No ka loiloi ʻana i ka volatility, hoʻohana mākou i nā hōʻike mākeke stock. Hoʻopaʻa ʻia kēia ma nā hoʻololi waiwai a hoʻoholo i nā metric o kekahi mau mākeke. ʻOiaʻiʻo, he koho nui nā helu a hiki ke loiloi i nā waihona mai ka ʻāpana like a i ʻole ka ʻāina like. No laila, e hoʻokomo i ka volatility, pono ʻoe e kūʻai i nā helu ma ka mākeke kūʻai. Ma kēia kumuhana, loaʻa iā ʻoe ke koho ma waena o kekahi mau securities stock. Akā ʻo ka helu helu ʻoi loa a kaulana ʻo VIX kahi hōʻailona kūʻai waiwai ʻAmelika i helu ʻia ma ka awelika o ka volatility o nā waiwai kālā e like me nā koho S&P 500.

✔️✔️✔️He mau nīnau ʻē aʻe kāu e pili ana i ka volatility market stock a makemake paha e kaʻana like i kāu ʻike? E waiho iā mākou i kahi manaʻo.✔️✔️✔️