Historical Realized Volatility: complete profile for IWM

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, reflecting how much the price has fluctuated. The latest annualized level is 25.00%, while the recent monthly-equivalent stands at 7.50%. Historically, these figures suggest a moderate level of price movement compared to previous years, indicating relatively stable trading conditions.

Latest readings

As of 2025-08-04, the annualized 21-day realized volatility for IWM is 19.31%. The monthly-equivalent measure is 5.57%. The latest close is $219.73.

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

Recent risk

AAPL's current annualized volatility stands at 19.31%, indicating a moderate level of risk relative to historical standards, where volatility has often ranged between 15% and 25%. The recent monthly-equivalent volatility of 5.57% suggests that the stock's price is subject to fluctuations typical for technology stocks, reflecting ongoing market dynamics and investor sentiment.

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 19.31% for AAPL indicates that the stock price is expected to fluctuate by that percentage over a year. Based on a reference price of $219.73, this suggests a potential price range of approximately $177.05 to $262.41 over the next year, assuming normal market conditions.

30-day equivalent

AAPL's monthly-equivalent volatility of 5.57% indicates that the stock could experience short-term price swings of approximately $12.23 around its price of $219.73 on August 4, 2025. This level of volatility suggests a moderate degree of uncertainty in the stock's near-term performance.

Volatility and risk

Volatility quantifies the standard deviation of returns and serves as a common proxy for risk. For instance, Apple Inc. (AAPL) has a volatility of 19.31%, indicating the degree of variation in its stock price over a specified period.

Historical context

Apple Inc.'s long-term volatility profile shows an average of 20.6% and a median of 18.9%, with a typical range between 14.3% and 24.1%. The lows near 5.4% suggest that while the stock can experience significant fluctuations, it also has periods of relative stability, indicating a diverse risk-return profile for investors.