Historical Realized Volatility: complete profile for MSFT

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 how much the stock price has fluctuated over a specific period, reflecting actual market behavior. The latest annualized level stands at 25.00%, while the recent monthly-equivalent is 7.50%. Historically, these figures suggest heightened market uncertainty compared to AAPL's long-term averages, indicating increased investor sensitivity to price movements.

Latest readings

As of 2025-08-04, the annualized 21-day realized volatility for MSFT is 18.4%. The monthly-equivalent measure is 5.31%. The latest close is $535.64.

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

Recent risk

Apple Inc. (AAPL) exhibits an annualized volatility of 18.4%, indicating a moderate level of price variability compared to historical norms. The recent monthly-equivalent volatility of 5.31% suggests that AAPL's stock price has experienced typical fluctuations, consistent with its historical performance, reflecting a stable yet responsive market environment.

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 18.4% for AAPL indicates that the stock price is expected to fluctuate by approximately 18.4% around the reference price of $535.64 over a year. This suggests potential price movements between $437.68 and $633.60, reflecting the inherent risk and uncertainty in the stock's performance.

30-day equivalent

AAPL's monthly-equivalent volatility of 5.31% indicates that short-term price fluctuations around the $535.64 mark could range approximately ±$28.45. This level of volatility suggests a moderate degree of uncertainty in AAPL's price movements over the short term.

Volatility and risk

Volatility measures the standard deviation of returns and serves as a proxy for risk. For instance, Apple Inc. (AAPL) has a volatility of 18.4%, indicating the degree of variation in its stock price over a specific period.

Historical context

Apple Inc. (AAPL) exhibits an average long-term volatility of 24.5% and a median of 22.2%, with a typical range between 16.8% and 29.8%. The lows near 5.5% suggest that while AAPL can experience periods of relative calm, its volatility is generally elevated, indicating significant price fluctuations over time.