Historical Realized Volatility: complete profile for AMZN

This report summarizes realized volatility calculated from rolling returns, highlights the latest levels, and provides historical context for interpretation.

Overview

AAPL's realized volatility measures the degree of variation in its stock price over a specific period. As of the latest data, the annualized realized volatility stands at 24.75%, while the recent monthly-equivalent is 7.15%. Historically, these levels indicate a moderate fluctuation, reflecting a relatively stable trading environment compared to periods of higher market turbulence.

Latest readings

As of 2025-08-04, the annualized 21-day realized volatility for AMZN is 34.63%. The monthly-equivalent measure is 10.0%. The latest close is $211.65.

Sample window spans 2015-08-12 to 2025-08-04.

Recent risk

Apple Inc. (AAPL) exhibits an annualized volatility of 34.63%, indicating a relatively high level of price variability compared to historical norms. The monthly-equivalent volatility of 10.0% suggests that AAPL's stock price is experiencing significant fluctuations, reflecting heightened uncertainty in the market. Historically, such volatility levels can be indicative of broader market trends or company-specific events.

Descriptive statistics

Summary distribution of annualized volatility, monthly-equivalent volatility, and closing prices.

Volatility through time

Annualized 21-day realized volatility.

Price history

Closing prices over the same window.

Annualized volatility

An annualized volatility of 34.63% for AAPL indicates that the stock's price is expected to fluctuate by this percentage over a year. At a reference price of $211.65, this suggests potential price movements of approximately ±$73.24, reflecting considerable uncertainty in the stock's performance.

30-day equivalent

AAPL's monthly-equivalent volatility of 10.0% indicates that the stock could experience short-term price fluctuations of approximately ±$21.17 around the $211.65 price point. This level of volatility suggests a relatively significant potential for price movement within a month.

Volatility and risk

Volatility measures the standard deviation of returns and serves as a proxy for risk. For example, Apple Inc. (AAPL) has a volatility of 34.63%, indicating the degree of variation in its stock price over a specified period.

Historical context

Apple Inc. (AAPL) exhibits a long-term volatility profile with an average of 30.00% and a median of 27.00%. The typical volatility range is between 19.80% and 37.70%, with historical lows around 7.70%. This distribution indicates a relatively high level of volatility, reflecting significant fluctuations in AAPL's stock price over time.