What can we help you with?
Topics: Trade Motifs
How is the volatility measurement of a motif calculated?
The volatility measurement for a motif represents the annualized standard deviation of daily returns on a portfolio holding the same share weights as the motif. It is measured in a range from Low to High. Since the standard deviation of returns is commonly used as a measure of portfolio risk, a High volatility measurement indicates that holding the motif in the past subjected the holder to higher fluctuations.