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What is Volatility

Bankruptcy and Reorganization in the Digital Business Era
It is the variability in the price of the security. High volatility is an indicator of uncertainty.
Published in Chapter:
Measuring Financial Stress in the Turkish Banking Sector and Its Evaluation in the Context of the Economic Crisis
Emrah Öget (Zonguldak Bülent Ecevit University, Turkey)
Copyright: © 2023 |Pages: 9
DOI: 10.4018/978-1-6684-5181-6.ch013
Abstract
This study develops the Turkey banking sector stress index for the period of 2012-2021. For this, sector beta, volatility, return on assets, capital adequacy ratio, and asset quality variables were used. The variables were combined with the variance equal-weight method, and a single index was constructed. The reliability of the index was evaluated in terms of whether it detects the years shown as the economic crisis years by the experts. As a result, it has been determined that the index detects the exchange rate crisis that broke out in Turkey in 2018 and the global economic crisis caused by COVID-19, the effects of which began to appear in 2020. In addition, it is predicted that there may be an increase in the number of concordats and bankruptcies in years when the stress index is high. It has been determined that the Turkish banking sector is resistant to crises.
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More Results
Unveiling Bitcoin's Safe Haven and Hedging Properties Beyond Diversification
The concept of volatility in the cryptocurrency market pertains to the tendency of digital currencies to undergo swift and substantial price swings over a short period of time. This phenomenon presents both some possible benefits and risks for individuals involved in investment activities.
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Grid Service Level Agreements Using Financial Risk Analysis Techniques
In finance, a measure of price stability or instability of a financial instrument over a particular time horizon, often calculated as the standard deviation over, for example, the difference in the daily close prices (returns) for a specified number of days.
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Volatility of Semiconductor Companies
Volatility is defined as the fluctuations of the magnitude between the former condition and the present condition. For example, a company’s former profit is 100 and its present profit is 110, then the volatility of the profit of this company is (110-100) / 100 = 0.1. External auditor needs to evaluate the volatility of a client company.
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Challenges in Estimation of Beta: Market Models Used for Risk Estimation
The standard deviation of the asset’s continuously compounding returns.
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Investor Behaviour, Market Efficiency, and Regulatory Challenges in Digital Currency Investments: A Comprehensive Literature Review
The degree of variation in the price of a cryptocurrency over time, reflecting the market's sensitivity to various factors and the potential for significant price fluctuations.
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The Value of Flexibility
A measure of the variation a given asset may have on its price over a given time period. In the context of this chapter, volatility is the percentage of needed changes or extensions a custom enterprise application may need, when compared with its initial state.
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FinTech and Stock Market Behaviors: The Case of Borsa Istanbul
The fluctuation of the price of a security or the market in a short period of time. The price of a high-volatility security is characterized by rapid and extreme changes.
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Portfolio Optimization using Rank Correlation
Variation in a single asset’s (or portfolio’s) return, measured as a univariate metric. Standard deviation is the most common form of volatility measure.
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The Impact of COVID-19 on Stock Markets: A Comprehensive Literature Review
The amount of risk or uncertainty in relation to the magnitude of changes in the value of a security or market index.
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A Maturity Model for Understanding and Evaluating Digital Money
Volatility is a statistical measure of the dispersion of returns for a given security, investment, or currency. Volatility is usually measured by using the standard deviation or variance of the same security, investment, or currency over time. Commonly, the higher the volatility, the riskier the investment.
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Stochastic Processes for the Risk Management
It is a measure for variation of price of a financial instrument over time in finance.
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The Financial Function in Era 4.0: Challenges of Digital Transformation in SMEs
Usually applied in the economic and financial field to the frequency and intensity of changes in the prices of an asset.
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Technology-Based Innovation for Business Model Innovation
Change is rapid and unpredictable in its nature and extent.
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