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NDAQ (Nasdaq) Volatility : 21.26% (As of Oct. 31, 2024)


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What is Nasdaq Volatility?

Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.

As of today (2024-10-31), Nasdaq's Volatility is 21.26%.


Competitive Comparison of Nasdaq's Volatility

For the Financial Data & Stock Exchanges subindustry, Nasdaq's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Nasdaq's Volatility Distribution in the Capital Markets Industry

For the Capital Markets industry and Financial Services sector, Nasdaq's Volatility distribution charts can be found below:

* The bar in red indicates where Nasdaq's Volatility falls into.



Nasdaq  (NAS:NDAQ) Volatility Calculation

The annualized volatility is calculated as following:

σA=σM * 12
= 1/(n-1) ∑(Ri - R')^2 * 12

Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.


Nasdaq  (NAS:NDAQ) Volatility Explanation

Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.

Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.

Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.


Nasdaq Volatility Related Terms

Thank you for viewing the detailed overview of Nasdaq's Volatility provided by GuruFocus.com. Please click on the following links to see related term pages.


Nasdaq Business Description

Address
151 W. 42nd Street, New York, NY, USA, 10036
Founded in 1971, Nasdaq is primarily known for its equity exchange, but in addition to its market-services business (about 35% of sales), the company sells and distributes market data as well as offers Nasdaq-branded indexes to asset managers and investors through its information-services segment (30%). Nasdaq's corporate-services business (20%) offers listing services and related investor relations products to publicly traded companies and through the company's market technology group (15%), Nasdaq facilitates the exchange operations of other exchanges throughout the world and provides financial compliance services.
Executives
John Zecca officer: Executive Vice President 151 W. 42ND STREET, NEW YORK NY 10036
Bradley J Peterson officer: Executive Vice President ONE LIBERTY PLAZA, NEW YORK NY 10006
Adenza Parent, Lp director, 10 percent owner ONE MARKET PLAZA, SPEAR TOWER, SUITE 2400, SAN FRANCISCO CA 94150
Bryan Everard Smith officer: Executive Vice President 151 W. 42ND STREET, NEW YORK NY 10036
Borse Dubai Ltd 10 percent owner LEVEL 7, PRECINCT BLDG 5, GATE DISTRICT, PO BOX 506690, DUBAI INTL FINANCIAL CTR, DUBAI C0 00000
Spaht Paul Holden Jr. director 600 MONTGOMERY STREET, 20TH FLOOR, SAN FRANCISCO CA 94111
Thoma Bravo Ugp, Llc director, 10 percent owner 110 N. WACKER DRIVE, 32ND FLOOR, CHICAGO IL 60606
Ann M Dennison officer: Controller and Prin Acctg Ofcr ONE LIBERTY PLAZA, NEW YORK NY 10006
Johan Torgeby director 151 W. 42ND STREET, NEW YORK NY 10036
Jeffery W Yabuki director 255 FISERV DRIVE, BROOKFIELD WI 53045
Adena T Friedman officer: Executive Vice President 1801 K STREET, N.W., WASHINGTON DC 20006
Michael R Splinter director
Steven D Black director C/O JPMORGAN CHASE & CO., 270 PARK AVENUE, NEW YORK NY 10017
Michelle Lynn Daly officer: Controller and Prin Acctg Ofcr 151 W. 42ND STREET, NEW YORK NY 10036
Brendan Brothers officer: Interim Head of AFC 151 W. 42ND STREET, NEW YORK NY 10036