Monday, November 07, 2005

Mark Hulbert: How volatile is the stock market? - Financial - Financial Services - Markets/Exchanges - Market News

How volatile is the stock market?
The last time that volatility over the trailing month was higher than where it is today was the middle part of this past May. When measured over the trailing quarter, we need to go back to July to find volatility higher than today's.

That certainly qualifies the recent period as being "one of the choppiest in recent memory." But the beauty of statistics is that it allows us to go beyond the limits of our memories.

And, statistically speaking, the volatility we're experiencing right now is no greater than average, and may be is a lot less.
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